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 52 7 Bull Chart Story - December 30, 2019
  • S&P 500 Index (SPX) - update, one year chart with USTL
  • S&P 500 Index (SPX) - six month chart with VIX correlation
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX Futures Premium - update with chart
  • Foremost Indicators
        1. Market Breadth - summation index
        2. iShares i Boxx High Yield ETF (HYG) - chart
        3. WTI Crude Oil - seasonal chart
  • UST10Y - UST2Y spread - 29 basis points
Issue 51 SPY Holiday Calendar Spread [Charts] - December 23, 2019
  • S&P 500 Index (SPX) - update
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX Futures Premium - update with chart
  • SPDR S&P 500 ETF (SPY) - put spread closed for .50
  • SPDR S&P 500 ETF (SPY) - new 11-25 calendar spread
Issue 50 China Trade Uncertainty Continues [Charts] - December 16, 2019
  • S&P 500 Index (SPX) - update
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX Futures Premium - update with chart
  • VIX Options Put/Call Ratio - chart with ratio at 1.98
  • SPDR S&P 500 ETF (SPY) - put spread marked-to-market
  • Oracle Calendar Spread - results with volatility chart
Issue 49 SPY Put Spread Hedge [Charts] - December 9, 2019
  • S&P 500 Index (SPX) - update
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX Futures Premium - update with chart
  • SPDR S&P 500 ETF (SPY) - put spread marked-to-market
  • Top 5 Ranker Results - Oracle calendar spread
  • "It's not the economy. it's liquidity, stupid," - Anonymous
Issue 48 VXST Better Correlation Indicator Update [Charts] - December 2, 2019
  • S&P 500 Index (SPX) - update, chart with VIX correlation
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX Futures Premium - update with chart
  • October 11, Federal Reserve - ample reserves statement
  • SPDR S&P 500 ETF (SPY) - put spread marked-to-market
Issue 47 VIX Correlation Indicator Update [Charts] - November 25, 2019
  • S&P 500 Index (SPX) - update, chart with VIX correlation
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX Futures Premium - update with chart
  • Market Breadth - McClellan Summation decline, diverging
  • SPDR S&P 500 ETF (SPY) - put spread marked-to-market
Issue 46 VIX Correlation Indicator Confusion [Charts] - November 18, 2019
  • S&P 500 Index (SPX) - update, chart with VIX correlation
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX Futures Premium - update with chart
  • SPDR S&P 500 ETF (SPY) - Jan 17 305/295/290 put spread
Issue 45 VIX Correction Indicator [Charts] - November 11, 2019
  • S&P 500 Index (SPX) - update, chart with VIX correlation
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX Futures Premium - update with chart
  • Strategy - turning bullish outlines Feds' new QE plan
Issue 44 AMD Volatility Trade Report [Charts] - November 4, 2019
  • S&P 500 Index (SPX) - update, chart with new USTL
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX Futures Premium - update with chart
  • WTI Crude Oil (CL) - price chart, COT & open interest
  • Advanced Micro Devices (AMD) - report & 2 vol. charts
Issue 43 Semi Sector Brightens Outlook [Charts] - October 28, 2019
  • S&P 500 Index (SPX) - update
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX Futures Premium - update with chart
  • VanEck Semiconductor ETF (SMH) - chart with USTL
  • Advanced Micro Devices (AMD) - vol. chart, calendar spread
  • HYG hedged trade idea - marked-to-market
Issue 42 Hedging High Yield Bond ETF [Charts] - October 21, 2019
  • S&P 500 Index (SPX) - update
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX Futures Premium - update with chart
  • iShares i Boxx High Yield ETF (HYG) - chart, put spread
Issue 41 China Trade, Fed Liquidity [Charts] - October 14, 2019
  • S&P 500 Index (SPX) - update, trade & Fed news
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX Futures Premium - update with chart
  • Hedging Strategy - out-of -the- money SPY put spreads
Issue 40 Volatility Kings Third Quarter 2019 - October 7, 2019
  • Volatility Kings Table Update - 33 Companies Listed
  • Roku (ROKU) Volatility Chart - showing report dates
  • Comments and Observations
  • S&P 500 Index (SPX) - IVXM & HV Chart
  • S&P 500 Index (SPX) - line chart
  • Earnings Strategy Ideas - Long & Short Calendar Spreads, IC
  • Hedging Strategy - out-of -the- money SPY put spreads
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