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8/29 Thursday

Daily log

2024.08.30

8/29 VIX futures matrix

It’s getting a little deeper again. It’s not going back to a nice contango.

calendar spreads fear index vix contango backwardation

Contangonta's VIX trading note

Related articles

8/9 Wednesday

Looking at the matrix and the term structure curve, the contango is properly deepened. This is closing data. I was monit...

9/24 Saturday

Term structure is about to backwardation, my unrealised value of 1m and 2m (October exp.) are now almost zero. We still ...

3/29 Wednesday

1m reached 1.0 points and 5m exceeded 2.5 points. The contango deepens in a nice way. They may touch my targets next wee...

6/22 Wednesday

VIX future curve seems be flatten litttle bit, unrearised profit increased also little bit.

7/1 Monday

It's July. 1m got 1pts again. The contango is gradually deepening.

4/23 Tuesday

Alright, back to contango deepening mode, right? It's a little deeper.

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