►►Financial Markets Observatory Lab.◀◀
❖ H! ALL ❖
Some notes/charts about CBOE Volatility indicators.
General stocks-benchmarks as follows:
► main U.S. stocks-benchmarks (charts & notes: QQQ; ONEQ; DIA; OEF; SPY);
► global U.S. stocks-benchmarks (charts & notes: EUSA; ITOT; IWB; IWV; IYY; TMW);
► global World stocks-benchmarks (charts & notes: ACWI; DGT; IOO; NYSE W.L.I.; ONEF; VT).
❖ Previous studies: mar.2011 -- aug.2011.
In this post there are some CBOE volatility indicators, in order to evaluates the stress inside the stocks-market.
-) Chart I-III are about contrarian to main trend of underlyings. These indicators are the d-spread between the volatility indicator VIX, VXO or VXN vs. its 200 daily simple average.
The chart-structure shows a key low in 2012 with descending-array of tops 2012/2013.
There are not important signs of divergences vs. underlyings (see chart IV of previous post).
-) Chart IV is the r-spread between '''NYSE NewHighs-NewLows ''' vs. ''' VIX ''' (abount in-phase vs. underlyings). This indicator mixes both breadth data and option-volatility data, in order to evaluates the underlyings stocks-benckmarks from two point of views.
The SkyRocket of curve is impressive. The financial stress is very very low.
-) Chart V is the r-spread between ''' VIX ''' vs. ''' NYSE stocks > 200 d.simp.aver. '''(abount contrarian vs. underlyings). This indicator mixes both breadth data and option-volatility data, in order to evaluates the underlyings stocks-benckmarks from two point of views.
The SellOff of curve from the 2009 tops is impressive, but again a little above the 2007 lows.
The financial stress is very very low.
Sorry for my bad English. I hope that this post is at least minimally useful.
Tuned on main trend, but follows short-medium term signs from underlying prices, for a correct & real-time set-up.
It is very important do not anticipate the main trend of the underlying financial instruments.
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