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 26 2 Hedge Ideas [Charts] - July 1, 2019
  • S&P 500 Index (SPX) - update with open interest chart
  • CBOE Volatility Index (VIX) & IVXM Chart
  • VIX Futures Premium - update with chart
  • FedEx Corp. (FDX) - Aug 16 put spread
  • Invesco QQQ Trust (QQQ) - Aug 16 put spread
Issue 25 More Hedging [Charts] - June 24, 2019
  • S&P 500 Index (SPX) - update with open interest chart
  • CBOE Volatility Index (VIX) & IVXM Chart
  • VIX Futures Premium - update with chart
  • WTI Crude Oil (CL) - chart, "Managed Money," % OI, DX
Issue 24 Top 5 [Charts] - June 17, 2019
  • S&P 500 Index (SPX) - update with volume & oi chart
  • CBOE Volatility Index (VIX) & IVXM Chart
  • VIX Futures Premium - update with chart
  • Top 5 Advanced Ranker - 3 tables
  • Kroger Co. (KR) - calendar spread
  • BlackBerry Ltd. (BB) - calendar or call spreads
  • Hertz Global Holdings, Inc. (HTZ) - wait & see
Issue 23 Die Hard Bulls [Charts] - June 10, 2019
  • S&P 500 Index (SPX) - update with small DSTL chart
  • CBOE Volatility Index (VIX) & IVXM Chart
  • VIX Futures Premium - update with chart
  • iShares i Boxx High Yield ETF (HYG) - chart corr.87, idea
  • Van Eck Rare Earth/Strategic Metals ETF (REMX) - chart, idea
Issue 22 S&P 500 Index Going Lower [Charts] - June 3, 2019
  • S&P 500 Index (SPX) - update
  • CBOE Volatility Index (VIX) & IVXM Chart
  • VIX Futures Premium - update with chart
  • S&P 500 Index Technical Update (SPX) - chart H&S Top +
  • iShares 20 + Treasury Bond ETF - July 19 put spread idea
Issue 21 WTI Crude Oil Update [Charts] - May 28, 2019
  • S&P 500 Index (SPX) - update
  • CBOE Volatility Index (VIX) & IVXM Chart
  • VIX Futures Premium - update with chart
  • WTI Crude Oil (CL) - chart, 3 "Managed Money," OI, DXY
  • Macro Bus - reminder DXY drives the bus
Issue 20 Cautionary Update [Charts] - May 20, 2019
  • S&P 500 Index (SPX) - update
  • CBOE Volatility Index (VIX) & IVXM Chart
  • VIX Futures Premium - update with chart
  • VIX 10-day Correlation Indicator - updates results
  • SPX Skew and Kurtosis - chart & KU-SK spread chart
  • Market Breadth - McClellan Summation Index declining
  • Bullish ETFs - Stock Sentiment Ranker top 10
Issue 19 Turnaround Friday [Charts] - May 13, 2019
  • S&P 500 Index (SPX) - update
  • CBOE Volatility Index (VIX) & IVXM Chart
  • VIX Futures Premium - update with chart
  • WTI Crude Oil (CL) - chart, 3 "Managed Money" charts
  • United States Oil Fund (USO) - synthetic long risk reversal
Issue 18 Uptrend Continues[Charts] - May 6, 2019
  • S&P 500 Index (SPX) - update
  • CBOE Volatility Index (VIX) & IVXM Chart
  • VIX Futures Premium - update with chart
  • VIX 10-day Correlation Indicator - chart update shows -.26
  • Consumer Discretionary/Staples - chart shows on USTL
Issue 17 3 Caution Signs [Charts] - April 29, 2019
  • S&P 500 Index (SPX) - update
  • CBOE Volatility Index (VIX) & IVXM Chart
  • VIX Futures Premium - update with chart
  • VIX 10-day Correlation Indicator - chart shows +.53
  • SPX Skew and Kurtosis - 3 charts, combined & skew, kurtosis
  • Market Breadth - McClellan Summation < 50-day MA
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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