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The_dumpster_diver
6. Aug. 2019 16:57

treasury vol dragging equity vol. current snap shot Long

ProShares Trust Ultra VIX Short Term Futures ETFArca

Beschreibung

spot 22.22
M1 20.7
M2 19.85
spread -.85 backward. this M1-M2 spread is extremely important to how uvxy rebalances.

hv 10 17.89. the new resting heart rate of vix is roughly 17-18
hv 20 and hv 30 yet to reflect current spike. as realized volatility/ HV reflects the likelihood for expanded moves increases

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