VIX - Squaring the Continuous Contract October 20, 2021
Aggiornato
September Closed the @ 19.71 yesterday, an important Level for the
Continuous Contract to Observe, for now, it will change again.
CASH/SPOT VIX @ 17.81 this morning.
CSH Will Converge to M1 (October) into next Tuesday/Wednesday.
There will be a Gap in the Continuous Contract as long as the VX Curve
remains in Contango - presently the spread is 205 Ticks x 1, the VIX trades
@ 5 Ticks.
Convergence will provide LIFT for the Indicies during Roll to Settle as we
indicated and provide the cover for higher Index Prices in the Equity Complex.
Curiously, there is the October 21st Pivot timeframe appearing again...
For September, we have the 19.20, 18.60, and 18.20 as Ghost Levels with
the larger 16.20 GF and 12.30 as the 5/5 extension low once 5/5 completes
for Equity Complex.
Continuous Contract to Observe, for now, it will change again.
CASH/SPOT VIX @ 17.81 this morning.
CSH Will Converge to M1 (October) into next Tuesday/Wednesday.
There will be a Gap in the Continuous Contract as long as the VX Curve
remains in Contango - presently the spread is 205 Ticks x 1, the VIX trades
@ 5 Ticks.
Convergence will provide LIFT for the Indicies during Roll to Settle as we
indicated and provide the cover for higher Index Prices in the Equity Complex.
Curiously, there is the October 21st Pivot timeframe appearing again...
For September, we have the 19.20, 18.60, and 18.20 as Ghost Levels with
the larger 16.20 GF and 12.30 as the 5/5 extension low once 5/5 completes
for Equity Complex.
Commento
NQ remains in a Daily SELL Setup.
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