The VIX Fear Index Just Hit 17.58... Here's What It Means for Your 0DTE Strategy скачать в хорошем качестве

The VIX Fear Index Just Hit 17.58... Here's What It Means for Your 0DTE Strategy

Today we're diving DEEP into VIX—the market's fear gauge that every algo trader needs to understand. We're covering everything from the basics (what is VIX?) to advanced concepts (contango vs backwardation), PLUS I'm building a custom VIX scanner live using Claude Code and Python. We caught the market during a wild session where VIX jumped from $17.05 to $17.58 while SPY was in full panic mode. Perfect timing to see the inverse relationship play out in real-time. What You'll Learn: ✅ What VIX actually measures (and why it matters for 0DTE trading) ✅ How VIX is calculated using S&P 500 options ✅ VIX futures, term structure, contango vs backwardation ✅ Why VXX and UVXY are melting ice cream cones (spoiler: don't hold long-term) ✅ The inverse relationship between VIX and SPY/market moves ✅ How to read VIX levels: 10-15 (chill), 17-25 (elevated), 40+ (crisis mode) ✅ Building a Python VIX scanner that compares live data to 5+ years of historical context Timestamps: 0:00 - Intro: What is VIX? 1:07 - VIX as the Fear Index 2:13 - Live Trading View Analysis 3:17 - Understanding Volatility & Key Terms 5:42 - The Inverse Relationship with S&P 500 11:30 - How VIX is Calculated 16:57 - VIX Futures & Term Structure 20:03 - Contango vs Backwardation Explained 28:07 - VIX ETFs: Why VXX Bleeds Money 36:30 - Using VIX as a Market Indicator 45:07 - Building the VIX Scanner (Python + Claude Code) 67:00 - Testing the Scanner Live Tools & Data: Barchart for historical VIX data (minute-by-minute) Claude Code + Python for scanner build Trading View for live analysis 6 years of VIX historical data (2020-2025) This is KreativeU Episode IV—part of my series breaking down essential trading concepts for algo traders and quant developers. No fluff, just actionable knowledge you can implement today. Disclaimer: This is educational content, not financial advice. For personalized financial guidance, consult a certified financial planner.