What Does VIX Know That We Don’t?

Yo, Pit Crazies,


Vol Man is falling off his chair because he cannot believe the VIX futures curve is in contango.



But there is a catch!


Apple Inc (Ticker: AAPL) and Amazon.com Inc (Ticker: AMZN) have earnings yet to come out as I write this.


Blackrock is telling clients the Fed will ease their stance!  How do they know?


That makes for a witches brew of volatility for Friday and next week.


Let’s see how to trade it.


VIX Cash Is Dead-Flat to the VIX Future


That is usually a sign of an unstable VIX, not necessarily a bad SPX. 


While the general expectation is lower short term volatility, the very front end is flat, which tells me that VIX can move 3 or 4 points in a week.  


The next Fed meeting is Nov. 2, and that is a humdinger of a meeting.  My guess is that we are in contango because the Fed will pause somewhat.


We will know for sure at the end of day on the 2nd.


I am running a short VIX, short SPDR S&P 500 Trust ETF (Ticker: SPY) trade via SPY Master that is doing fairly well.


If we have a short selloff, I will most likely close the SPY puts. If the Fed pivots, we could see a lower VIX, maybe even 20 again.


That is why the short end of VIX is flat.


The Rundown

Power Income Trader


Bill closed 2 nice trades yesterday: US Nat Gas Trust (Ticker: UNG) call spreads for 33% gain and Market Vectors Gold Miner ETF (Ticker: GDX) call spreads for 35% gain.

To Your Trading Success,

Yo, Pit Crazies,


Vol Man is falling off his chair because he cannot believe the VIX futures curve is in contango.



But there is a catch!


Apple Inc (Ticker: AAPL) and Amazon.com Inc (Ticker: AMZN) have earnings yet to come out as I write this.


Blackrock is telling clients the Fed will ease their stance!  How do they know?


That makes for a witches brew of volatility for Friday and next week.


Let’s see how to trade it.


VIX Cash Is Dead-Flat to the VIX Future


That is usually a sign of an unstable VIX, not necessarily a bad SPX. 


While the general expectation is lower short term volatility, the very front end is flat, which tells me that VIX can move 3 or 4 points in a week.  


The next Fed meeting is Nov. 2, and that is a humdinger of a meeting.  My guess is that we are in contango because the Fed will pause somewhat.


We will know for sure at the end of day on the 2nd.


I am running a short VIX, short SPDR S&P 500 Trust ETF (Ticker: SPY) trade via SPY Master that is doing fairly well.


If we have a short selloff, I will most likely close the SPY puts. If the Fed pivots, we could see a lower VIX, maybe even 20 again.


That is why the short end of VIX is flat.


The Rundown

Power Income Trader


Bill closed 2 nice trades yesterday: US Nat Gas Trust (Ticker: UNG) call spreads for 33% gain and Market Vectors Gold Miner ETF (Ticker: GDX) call spreads for 35% gain.

To Your Trading Success,

AG

AG

Andrew Giovinazzi

Andrew Giovinazzi

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About the Author

Andrew Giovinazzi

Andrew Giovinazzi

Former CBOE floor trader and CIO at Karman Line Capital. Author of ‘The Option Traders Hedge Fund’ with over 30 years of options trading experience.

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