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 Bitcoin Postscript [Charts] - December 29, 2020
  • S&P 500 Index (SPX) - update
  • iShares Russell 2000 ETF (IWM) - update
  • Invesco QQQ Trust (QQQ) - update
  • CBOE Volatility Index (VIX) & IVXM - chart
  • VIX Futures Premium - chart 13.47 bull zone
  • Bitcoin Introduction - table compares to gold & crude oil
  • Market Breadth - Summation Index 998.96 down 72.45
  • Strategy - buy low sell high & stay long ready to hedge
Issue 51 About Bitcoin [Charts] - December 21, 2020
  • S&P 500 Index (SPX) - update
  • iShares Russell 2000 ETF (IWM) - update
  • Invesco QQQ Trust (QQQ) - update
  • CBOE Volatility Index (VIX) & IVXM - chart
  • VIX Futures Premium - chart 12.13 bull zone
  • Bitcoin Introduction - cash BTCUSD
  • Grayscale Bitcoin Trust OTC (GBTC)
  • Bitcoin Futures (BTF21) - price, IV & HV charts
  • Bitcoin COT Positioning - 5 traders positions
  • ProShares UltraShort S&P 500 (SDS) - call spread update
  • Market Breadth - Summation Index 1071.41 up 3.31
  • Strategy - stay long ready to hedge
Issue 50 4 Reasons for Caution [Charts] - December 14, 2020
  • S&P 500 Index (SPX) - update
  • iShares Russell 2000 ETF (IWM) - update
  • Invesco QQQ Trust (QQQ) - update
  • CBOE Volatility Index (VIX) & IVXM - chart
  • VIX Futures Premium - chart 9.11 under bull zone
  • VIX10-Day Correlation Indicator - turns + last week
  • Equity Put/Call Ratio - .41 too bullish
  • VIX Futures Volume & Open Interest - both increased
  • CBOE Total Put Volume - 3.02m hedging increasing
  • Top 5 Ranker - high IV/HV ratios include SPACs
  • ProShares UltraShort S&P 500 (SDS) - call spread hedge
  • SPDR S&P Oil & Gas Exploration & Production ETF (XOP)
  • Market Breadth - Summation Index 1068.10 up 125.09
  • iShares iBoxx $ High Yield Corporate Bond ETF (HYG) - +
Issue 49 The Macro Bus Returns [Charts] - December 7, 2020
  • S&P 500 Index (SPX) - update
  • iShares Russell 2000 ETF (IWM) - update
  • Invesco QQQ Trust (QQQ) - update
  • VanEck Vectors Semiconductor ETF (SMH) - update
  • CBOE Volatility Index (VIX) & IVXM - chart
  • VIX Futures Premium - chart 14.11 bull zone
  • U.S. Dollar Index (DX) - breaks down below 91.75
  • MSCI Emerging Markets ETF (EEM) - lower DX helps
  • SPDR S&P Oil & Gas Exploration & Production ETF (XOP)
  • VanEck Vectors Gold Miners ETF (GDX) - lower DX helps
  • Hyliion Holding Corp. (HYLN) - update idea cancelled
  • Freeport -McMoRan (FCX) - roll long call spread up & out
Issue 48 Rotation Continuation? [Charts] - November 30, 2020
  • S&P 500 Index (SPX) - update
  • iShares Russell 2000 ETF (IWM) - update
  • Invesco QQQ Trust (QQQ) - update
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX Futures Premium - chart 13.27 bull zone
  • VanEck Vectors Semiconductor ETF (SMH) - positive rotation
  • Market Breadth - Summation Index 789.35up 201.33
  • Top 5 Idea - Hyliion Holding Corp (HYLN) - short put idea
  • Strategy - three alternatives
Issue 47 What Else Happened on November 9? - November 23, 2020
  • S&P 500 Index (SPX) - update
  • iShares Russell 2000 ETF (IWM) - chart with breakout
  • Invesco QQQ Trust (QQQ) - update
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX - VXST spread - 3.84 continues getting better
  • VIX Futures Premium - chart 3.21 low neutral
  • Market Breadth - Summation Index 588.02 up 243.96
  • Strategy - three alternatives & seasonal strength
Issue 46 Rotation Quandary [Charts] - November 16, 2020
  • S&P 500 Index (SPX) - update
  • Invesco QQQ Trust (QQQ) - update
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX - VXST spread - 2.09 getting better
  • Equity Put/Call Ratio - .50 less bullish
  • VIX Futures Premium - chart 7.51 still neutral
  • Freeport -McMoRan (FCX) - Jan 15 long call spread idea
  • Strategy - three alternatives
Issue 45 Where Did Mo Go? [Charts] - November 9, 2020
  • S&P 500 Index (SPX) - update
  • Invesco QQQ Trust (QQQ) - update
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX - VXST spread - .90 improves
  • Equity Put/Call Ratio - .41 better again
  • VIX Futures Term Structure - vixcentral.com chart normal
  • VIX Futures Premium - chart 6.55 neutral again
  • Invesco QQQ Trust (QQQ) - reported .89 loss.
  • Strategy - three alternatives
Issue 44 Hedge Report & Iron Condors [Charts] - November 2, 2020
  • S&P 500 Index (SPX) - update
  • Invesco QQQ Trust (QQQ) - update
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX - VXST spread - suggests caution
  • Equity Put/Call Ratio - .77 spiked higher
  • VIX Futures Term Structure - vixcentral.com chart
  • VIX Futures Volume & Open Interest - volume increased
  • VIX Futures Premium - chart -11.24% bear zone
  • Invesco QQQ Trust (QQQ) - iron condor Nov 13 trade idea
Issue 43 Election Hedging Indicators [Charts] - October 26, 2020
  • S&P 500 Index (SPX) - update
  • Invesco QQQ Trust (QQQ) - update
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX - VXST - spread 4.74 average with chart
  • Equity Put/Call Ratio - .49 chart up from August 28 at .41
  • VIX Futures Premium - 4.42% caution zone with chart
  • VIX Futures Term Structure - vixcentral.com chart
  • VIX Futures Volume & Open Interest - chart both declining
  • VIX Futures Options - weekly average open interest chart
  • Strategy - retest high, H&S top or continues higher
Issue 42 Hedging Review [Charts] - October 19, 2020
  • S&P 500 Index (SPX) - update
  • Invesco QQQ Trust (QQQ) - update
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX - VXST - spread 5.77 with chart
  • VIX Futures Premium - 5.55% update with chart
  • VIX Futures Term Structure - chart compares last 3 weeks
  • Market Breadth - Summation Index 385.77 going higher
  • Strategy - retest high, H&S top or continues higher
Issue 41 Volatility Kings Third Quarter 2020 - October 12, 2020
  • Volatility Kings Table - 25 Volatility Kings listed
  • CBOE Volatility Index (VIX) & IVXM - charts, SPX
  • Long and Short Calendar Spreads - outlined with others as well
Issue 40 Earnings Prelude [Charts] - October 5, 2020
  • S&P 500 Index (SPX) - update
  • Invesco QQQ Trust (QQQ) - update
  • CBOE Volatility Index (VIX) & IVXM - charts
  • VIX Futures Premium - 17.52% update with chart bull zone
  • Market Breadth - Summation Index 29.64 turned up
  • U.S. Dollar Index (DX) - turned lower again
  • Strategy - retest high, H&S top or continues higher
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