INDIA VIX Increasing

2020年6月16日

Despite not being like your average widely traded security, India VIX can be invaluable in providing info on the broad market movements along with option pricing. It is known that with an increase in VIX, one can expect an increase in ATR (Average True Range). This is a double-edged sword because, on one hand, a higher ATR indicates a higher potential move (especially for intraday) but on the other hand it means that the prices will be choppy and as a result your stop-loss might have to be wider.

It is also quite interesting to see how this index is also respecting the Fibonacci (23.6%) levels so far.

2020年7月23日

ノート

The important VIX support has been breached quite decisively now. The next one being at around 24 where it currently rests.

2020年7月27日

ノート

VIX continues to consolidate around 24. Intraday moves suggest VIX is probably going down very soon.