# XVI - S&P/ASX 200 VIX Index



## frugal.rock (7 September 2020)

"The Aussie VIX"
First chart is YEAR TO DATE




Second chart, 30 DAY CHART which shows today's candle forming.
Maybe this belongs in the breakout threads....? Hmmmm?


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## Dona Ferentes (7 September 2020)

volatility seems to act differently to markets, in that it can be _Up The Escalator, then Down the Stairs_


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## cutz (7 September 2020)

Mmmm, not sure what to make of that ?

I can't see any predictive forward on the XVI charts, it's been pulled up by the XJO option supply demand curve, Friday's spike was cool but may be short lived.

>>> Edit, actually I'm fishing for ideas


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## cutz (8 September 2020)

Hmmm,

You had me thinking about this frugal.rock , you're actually on to something.

Did a little more digging, VIX is spiking for reasons I found unsettling !

Could I please retract my previous post #3 ...


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## frugal.rock (8 September 2020)

cutz said:


> Could I please retract my previous post #3 ...



It's a bit like a inner corral of wild horses....
If they get out of the inner corral, their gunna jump the paddock fences and take all the other horses off to the wild country... the lower flats are nice in Spring and out of the wind.
(to use another nature analogy.)


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## cutz (8 September 2020)

frugal.rock said:


> It's a bit like a inner corral of wild horses....
> If they get out of the inner corral, their gunna jump the paddock fences and take all the other horses off to the wild country... the lower flats are nice in Spring and out of the wind.
> (to use another nature analogy.)




I see, gotta think like a horse..


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## frugal.rock (8 September 2020)

Haha, the old adage for me, bad enough looking like a horse, don't have to work like one though...

Your the Owl viewing the situations quietly, from a safe place, without blinking an eye...

What unsettling reasons did you find?


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## cutz (8 September 2020)

frugal.rock said:


> Haha, the old adage for me, bad enough looking like a horse, don't have to work like one though...
> 
> Your the Owl viewing the situations quietly, from a safe place, without blinking an eye...
> 
> What unsettling reasons did you find?




Hello again.

I've been avoiding commercial media of late, even firewalling it, but recently read stuff regarding unusual option activity.

Although my US option data is fairly limited I was able to confirm unusual *call *option open interest in some of the big techs, bit of a push over the last few weeks, hence the vix spike which is normally caused by S&P 500 *put* option demand, the unwinding ( of the big tech calls ) could be a case of the tail wagging the dog.

I haven't noticed anything unusual here on the ASX, I may have mentioned recently on the BHP thread an imbalance on the Sep calls leading into ex div.


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## frugal.rock (8 September 2020)

30 day charts.


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## frugal.rock (9 September 2020)

Anyone have any other suggestions as to the cause?


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## cutz (9 September 2020)

The implied vols on the XJO's were ratcheted up after lunch.


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## frugal.rock (10 September 2020)

30 Day chart with today's bar.
Coming back to a range where I am willing to start entering again, although the exit today still demands caution.
DRO entered in open. LNU missed...


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## cutz (10 September 2020)

frugal.rock said:


> View attachment 109008
> 
> 
> 30 Day chart with today's bar.
> ...




Hey buddy,

What are your thoughts ? how are you using XVI.

In my case today needed lower Vol to get out of a position, came off as soon as my  trade executed, sometimes it feels like I'm being played.


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## frugal.rock (10 September 2020)

cutz said:


> Hey buddy,
> What are your thoughts ? how are you using XVI.



G'day Cob,
Just using as a fear and sentiment meter and the obvious one, volatility.
Using in conjunction with other standard indices, wind direction, dart board angle & density etc


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## frugal.rock (10 September 2020)

For more information about the actual index, here's a link.
https://www.asx.com.au/products/sp-asx200-vix-index.htm

In fact, there's so much information there, I could spend a week getting lost on all the links...
There's a vid or 2 as well.


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## frugal.rock (27 October 2020)

If the vix was a stock, I think everyone would be clambering on for the ride... bullish candle today. Percentage was up around 18% at one stage today.
Hopefully the oscillator doesn't turn up dramatically.


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## frugal.rock (28 October 2020)

The lead in suggesting another volatile day, with perhaps tech (& gold etc ?) being slightly ahead today.
Nasdaq 1 week.



Am a total beginner trying to forecast market directions apart from the general lead ins, and, I don't mind getting it wrong, as that provides a learning exercise.
S&P500. VIX


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## frugal.rock (28 October 2020)

Any charts here, remove 2 decimals from the numbers top left...should complain to the broker.

Not out of the woods yet. Note, oscillator has turned up today...




September & October definitely choppier than July & August... if we start breaking above the early September levels is $25, I am running for the hills again.






frugal.rock said:


> The lead in suggesting another volatile day, with perhaps tech (& gold etc ?) being slightly ahead today.



oooh, on the money.
(Bear with me! We are in the beginners section here!)
Today's indices.


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## frugal.rock (4 November 2020)

The VIX still on edge.
The chart isn't screaming we're out of the woods yet, despite today's apparent up day, although it may be the start of some shorter term settling.


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## peter2 (4 November 2020)

Other than high volatility might be the new normal for quite a while.


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## frugal.rock (23 January 2021)

Haven't been looking at the XVI much since last post. 
Hadn't felt the need to be closely following, however it's probably about time for a check up....
3 month chart takes us back to where we left off. 
It's been a pretty good run, eh?!


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## frugal.rock (9 April 2021)

I don't have time to post charts atm, however one might like to look at the XVI on the ASX and note the last week.
A look at BBOZ might help as well in context.
Also have a read of ducati916 post in April (Bull) thread.


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## frugal.rock (9 April 2021)

3 month XVI (remember take 2 decimal places off silly broker wrong figures)
Both charts daily showing today's bar forming.




And 3 month BBOZ, position taken at open this morning.


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## qldfrog (9 April 2021)

frugal.rock said:


> 3 month XVI (remember take 2 decimal places off silly broker wrong figures)
> Both charts daily showing today's bar forming.
> 
> View attachment 122572
> ...



You post  trigerred me in adding a speculative bboz buy at 5.26 this morning...
A bit of a lottery ticket😁
NOT system triggered (sp?)


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## frugal.rock (9 April 2021)

qldfrog said:


> You post  trigerred me in adding a speculative bboz buy at 5.26 this morning...
> A bit of a lottery ticket😁
> NOT system triggered (sp?)




Well, I've missed an exit opportunity earlier.
The market is quite ludicrous.
Was going to dump at cost less brokerage, but I am going to wait until the 3pm sell off.
I might just wipe my face clean after all.
I won't be holding it over the weekend though.

Edit; I'm out. $20 profit.
Broker gets $40...🎃


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## frugal.rock (13 September 2021)

3 month chart update.
No comment.
Don't forget to take 2 decimal places off the silly incorrect brokers figures...


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## frugal.rock (26 January 2022)

Don't forget to take 2 decimal places off the silly incorrect brokers figures...

Yearly, 3 month and the granular 5 day charts.
Everything I see is pointing to the vix being on the way day.
World markets have rallied, hope the panic merchants are still quivering... world markets tonight will be the litmus test, however indications are a decent green day.
I might be wrong, I might be crazy, but take note of where the vix closed on the 5 day chart.


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## frugal.rock (26 January 2022)

US VIX for kicks.
Chart snapshots of live data, current at posting time 
22:04 ESDT

Weekly.




Daily


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## Garpal Gumnut (26 January 2022)

Thanks @frugal.rock 

I find the vix is like a compass, it tells you where you are going.

Then you are there and all hell breaks loose.

gg


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## frugal.rock (9 July 2022)

Haven't been able to get a ASX XVI chart through the usual sources.
After an upgrade, broker chart kaput.
Found on marketindex.com.au

6 month chart.


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## Captain_Chaza (9 July 2022)

frugal.rock said:


> Haven't been able to get a ASX XVI chart through the usual sources.
> After an upgrade, broker chart kaput.
> Found on marketindex.com.au
> 
> ...




I hope this helps
 For what it is worth
Looks like going South IMO

*  ASX 200 VIX (XVI)*


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## qldfrog (11 July 2022)

frugal.rock said:


> Haven't been able to get a ASX XVI chart through the usual sources.
> After an upgrade, broker chart kaput.
> Found on marketindex.com.au
> 
> ...




Looking at your chart is very much inflection point: carry on sown would break the trend so my bet is on another up surge/ down asx by the end of the week.


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## frugal.rock (16 August 2022)

I find under 15 a fairly safe and comfortable place to be...


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