Relative VIX 6/6/6 Options

[TTHQ Staff]

[OEXCHAOS]

Relative VIX for past month vs. S&P. Note the high value again, currently...

Date ........ Relative VIX ...... SPX
9-May-06 0.966982508 1325.14
10-May-06 0.949742127 1322.85
11-May-06 1.006116418 1305.92
12-May-06 1.141362209 1291.24
15-May-06 1.090611332 1294.5
16-May-06 1.072380053 1292.08
17-May-06 1.303761307 1270.32
18-May-06 1.359467795 1261.79
19-May-06 1.372099837 1267.03
22-May-06 1.41225755 1262.07
23-May-06 1.452357352 1256.58
24-May-06 1.378041581 1258.57
25-May-06 1.228864879 1272.88
26-May-06 1.129727535 1280.16
30-May-06 1.474835174 1259.87
31-May-06 1.297218852 1270.09
1-Jun-06 1.145264727 1285.71
2-Jun-06 1.129033281 1288.22
5-Jun-06 1.311059935 1265.29
6-Jun-06 1.363277562 1263.85
7-Jun-06 1.397025474 1256.15
8-Jun-06 1.437351902 1257.93


Chart to follow as soon as we make it.

[OEXCHAOS]

New Chart of Relative VIX.

Looks neutral now. BTW, I never use this as a stand alone Sell signal, but as a Buy signal, this tool can stand on it's own (but I'd still use trend support).

[OEXCHAOS]

Raw Relative VIX data from May. I'll post a chart once I make one.


Date ....... Relative VIX .......... SPX Close
1-May-06 1.01438577 1305.19
2-May-06 0.969414413 1313.21
3-May-06 0.968808241 1308.12
4-May-06 0.95767024 1312.25
5-May-06 0.938043333 1325.76
8-May-06 0.968138199 1324.66
9-May-06 0.966982508 1325.14
10-May-06 0.949742127 1322.85
11-May-06 1.006116418 1305.92
12-May-06 1.141362209 1291.24
15-May-06 1.090611332 1294.5
16-May-06 1.072380053 1292.08
17-May-06 1.303761307 1270.32
18-May-06 1.359467795 1261.79
19-May-06 1.372099837 1267.03
22-May-06 1.41225755 1262.07
23-May-06 1.452357352 1256.58
24-May-06 1.378041581 1258.57
25-May-06 1.228864879 1272.88
26-May-06 1.129727535 1280.16
30-May-06 1.474835174 1259.87
31-May-06 1.297218852 1270.09
1-Jun-06 1.145264727 1285.71
2-Jun-06 1.129033281 1288.22
5-Jun-06 1.311059935 1265.29
6-Jun-06 1.363277562 1263.85
7-Jun-06 1.397025474 1256.15
8-Jun-06 1.437351902 1257.93
9-Jun-06 1.417132706 1252.3
12-Jun-06 1.634599407 1237.44
13-Jun-06 1.849547781 1223.69
14-Jun-06 1.661850375 1230.04
15-Jun-06 1.230209953 1256.16
16-Jun-06 1.332253119 1251.54
19-Jun-06 1.374551104 1240.13
20-Jun-06 1.285112887 1240.12
21-Jun-06 1.193827695 1252.2
22-Jun-06 1.219935145 1245.6
23-Jun-06 1.219310084 1245.19
26-Jun-06 1.196911821 1250.56
27-Jun-06 1.254386471 1239.2
28-Jun-06 1.206153197 1246
29-Jun-06 0.9952788 1272.62
30-Jun-06 0.998871774 1270.2
3-Jul-06 0.995881412 1280.19
5-Jul-06 1.078993754 1270.91
6-Jul-06 1.040464088 1274.08
7-Jul-06 1.064782507 1265.48
10-Jul-06 1.068311137 1267.34
11-Jul-06 1.001186939 1272.43
12-Jul-06 1.103436004 1258.6
13-Jul-06 1.352133494 1242.28
14-Jul-06 1.369060778 1236.2
17-Jul-06 1.410370866 1234.49
18-Jul-06 1.339309832 1236.86
19-Jul-06 1.172597642 1259.81
20-Jul-06 1.220974421 1249.13
21-Jul-06 1.309195676 1240.29