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データ基準日: 2026-10-19 · 決済基準: 取引所最終日次決済価格

VX=F Deep Dive | LONG vol: 5D +5.7% momentum, 18.08 floor | 2026-10-20

We are LONG VX=F with the view invalidated on a daily close below the 18.083 next-session pivot S1. The contract settled at 18.55 on 2026-10-19, down 2.88% on the day but still up 5.7% over five sessions and 3.92% over twenty, and the last completed weekly bar (2026-10-12 to 2026-10-16) closed at 19.1 after a 12.02% week that printed a 19.95 high. Three points support the long: first, the 20-day channel of 17 to 19.95 leaves price at the 52.5% position with room to the 19.95 top; second, ATR14 of 0.834 (4.49% of price) means a single session can carry the contract from the settle to the 19.183 R1 and beyond, so upside convexity is real; third, implied volatility across assets is not stretched — VIX sits at the 69th percentile of its one-year range and OVX at the 48th — so the market is paying for event risk without being crowded at extremes. The 2026-10-20 Asia bar at 06:55 shows 18.65, up 0.54% versus settle, holding above the 18.083 floor. Risk is a daily close below 18.083, which would expose the 17.75 retro support and 17.617 next S2. The China calendar (LPR prints, GDP) is the near-term catalyst.