VIX index + Contango = Profit firmly?

Contangonta's VIX trading note

Daily log
Monthly summary
Guide
Backtest
About
Japanese

Daily log
Monthly summary
Guide
Backtest
About
Japanese

8/14 Wednesday

Daily log

2024.08.15

8/14 VIX futures matrix

The near term 1m is also in the positive, and things are slowly returning to contango. Is that the time to open some positions?

calendar spreads fear index vix contango backwardation

Contangonta's VIX trading note

Related articles

8/8 Tuesday

The contango returned a little bit. My target of 1m is 1.5 pts. It's almost there.

10/9 Monday

Last week's VIX index briefly exceeded 20 pts, but the opening price at the beginning of the week and the closing price ...

5/15 Monday

Last week's VIX move looks "normal" in the long run. It looks like a movement when it is calm while moving up and down a...

3/21 Tuesday

The VIX index has calmed down. The term structure shape is not deep but clear backwardation shape is not showen, it is a...

8/22 Thursday

Was it returned to a slightly flatter state? Deepening contango is not going to happen smoothly either.

1/6 Friday

Contango is again bit shallow. Does 1m hit the target 1.5 pts?

Search

Categories

Daily log
Monthly summary
Guide
Backtest
Consideration

Archive

September 2024
August 2024
July 2024
June 2024
May 2024
April 2024
March 2024
February 2024
January 2024
December 2023
November 2023
October 2023
September 2023
August 2023
July 2023
June 2023
May 2023
April 2023
March 2023
February 2023
January 2023
December 2022
November 2022
October 2022
September 2022
August 2022
July 2022
June 2022
May 2022

Contangonta's VIX trading note

Privacy Policy

© 2022 Contangonta's VIX trading note.

Menus
ホーム
Search
Top
Sidebar