Friday $VIX pattern is wild—15 down days, only 3 up over the last 4.5 months.
Sept 18: -4.08%
Sept 11: -11.20%
Aug 28: -0.55%
Aug 21: -5.50%
Jul 31: -6.44%
Jun 18: -11.06%
Jun 12: -9.05%
Only real spikes? Jul 17 (+12.19%) and Jun 5 (+39.68%)—both preceded big unwinds.
If $VIX closes green today, we're probably setting up for another VCF (Vol Crush Friday) tomorrow. That's the pattern: brief vol spike into Friday, then the market grinds it right back down.
What's the trade? If vol pops today and you're holding short-dated puts or hedges, consider trimming into strength. If $VIX closes flat to red again, it's just another brick in the wall—this market loves to fade fear into the weekend.
Watch the close. If we break the pattern and $VIX actually holds a gain, that's your tell for a different setup tomorrow.
Sept 18: -4.08%
Sept 11: -11.20%
Aug 28: -0.55%
Aug 21: -5.50%
Jul 31: -6.44%
Jun 18: -11.06%
Jun 12: -9.05%
Only real spikes? Jul 17 (+12.19%) and Jun 5 (+39.68%)—both preceded big unwinds.
If $VIX closes green today, we're probably setting up for another VCF (Vol Crush Friday) tomorrow. That's the pattern: brief vol spike into Friday, then the market grinds it right back down.
What's the trade? If vol pops today and you're holding short-dated puts or hedges, consider trimming into strength. If $VIX closes flat to red again, it's just another brick in the wall—this market loves to fade fear into the weekend.
Watch the close. If we break the pattern and $VIX actually holds a gain, that's your tell for a different setup tomorrow.