VVIX vs VIX ROC Gamma Regime

4 天前

Meant to show +/- gamma environment based on VVIX outpacing VIX in a given time period

4 天前

發行說明

Update to show potential positive gamma environment (yellow candle) and negative gamma environment (purple candle) based on VVIX ROC vs VIX ROC

3 天前

發行說明

Updates to anticipate Sticky and Slippy moves based on rate of change of VVIX compared to VIX in the following 4 scenarios:

1. VVIX and VIX increasing and VVIX outpacing VIX
2. VVIX and VIX increasing and VVIX lagging VIX
3. VVIX and VIX decreasing and VVIX outpacing VIX
4. VVIX and VIX decreasing and VVIX lagging VIX

Background Color Meanings:
Green: Sticky market
Orange/Red: Slippy market