VIX on the Mar 18, 2018

“Index of fear” shows that the group of commercials gradually comes out with a long position, open interest is reduced, the price gradually returns to the range of the flat.

Correlation with the ES 500 index shows that the ES 500 index after correction will resume its growth.

VIX on the Dec 10, 2017

Since the last post Commercial twice built up a short position – both times VIX sharply soared above 11.5 points, followed by returning to 9 points.

Both times, the index e-mini SP500 does not fall below the previous low – positive divergence.

At the moment, open interest is declining, possibly reducing volatility.

VIX on the Sep 25, 2017

One of the most interesting moments to date …

… the growth of the position of the Commercial group against the background of the growth of open interest indicates the propensity to purchase “insurance” in case of a fall in the stock market.

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