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VIX committment of traders report | Asset-Specific Analysis | Aug 01 2019


1 indicators at extremes




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Market Extremes | VIX committment of traders report


Below is a table of market indicators for VIX committment of traders report that are exhibiting extremes. The chart above is a selection of indicators that VanAurum has calculated to be the most significant on a historical basis.

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ID Date Asset Indicator Percentile Value
377493 08/01/2019 VIX_COT_FO Tot_Spec_Short_Perc_OI 99.5341614906832 69.2500266930796