VIX (MARCH) --> Friday overshoot?

Zaktualizowano
Trade for 11th March (Mon) - 12th March (Tue)
UX1 went a bit of overshoot with Tech sold off, which also influenced by the weekly Option expiration (rather than Non-farm). However, there is no indication on fear in the market. Our model suggested it will still go compressing till Tuesday (post CPI data)

Entry price reference: 15.2 or higher (this is not at Open)

UX1 Indicative range: Low - High 14.5 - 16 (spread 0.7 - 1)

Stop loss: 15.7 post CPI data release on Tuesday

Profit take: 14.5
Uwaga
15.2 is touched, so entered
Uwaga
14.5 was hit right after CPI data release (slightly hotter than expected), seems ppl dumping vol

Overall, 70bps PL
bloomberg.com/news/live-blog/2024-03-12/us-cpi-report-for-february
Chart PatternsHarmonic PatternsTrend Analysis

Wyłączenie odpowiedzialności