IVolatility Trading Digest™ Blog

Table of Contents

The previous Digest Issues are grouped quarterly
and have a list of all the underlying stocks,
ETFs and Futures in the previous Digest Issues.

(Odd Number Issues Include the Market Review Section - italics indicate category or item)

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Issue 16 Foremost Indicators Update [Charts] - April 22, 2019
  • S&P 500 Index (SPX) - update
  • CBOE Volatility Index (VIX) & IVXM Chart
  • VIX Futures Premium - update with chart
  • Market Breadth - McClellan Summation chart
  • iShares i Boxx High Yield ETF (HYG) - bullish trend
  • HYG & SPY - compares option data
  • UST10Y -UST2Y- spread at .19 chart
Issue 15 Volatility Kings 1Q 2019 - April 15, 2019
  • Volatility Kings Table Update - 31 Companies Listed
  • Roku (ROKU) Volatility Chart - showing report dates
  • Comments and Observations
  • S&P 500 Index - IVXM & HV Chart
  • Some Strategy Ideas
Issue 14 Options & Trends [Charts] - April 8, 2019
  • Drawing Trendlines
  • Theoretical Pricing Models
  • Implied Volatility
  • Volatility Skew
  • Trend Identification
  • Applying Options to the Trend - Uptrends, Downtrends
  • Historical Volatility - annualized rate, range method
  • Combining Options & Trends
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