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.
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Issue 51 Omicron Strikes Again [Charts] - December 20, 2021
  • S&P 500 Index (SPX) - 4620.64 -91.38
  • Invesco QQQ Trust (QQQ) - 384.91 -13.10
  • iShares Russell 2000 ETF (IWM) - 215.14 -4.10
  • CBOE Volatility Index (VIX) & IVXM - 17.59% +3.84 chart
  • VIX Futures Premium - 2.52 yellow caution zone
  • Market Breadth - Summation Index -328.21 -131.07
  • Forecasting 2022 - quotes: don't know & back window
  • Strategy - focus on trading plans rather than forecasts
Issue 50 Omicron Worries Fade [Charts] - December 13, 2021
  • S&P 500 Index (SPX) - 4712.02 +173.59
  • Invesco QQQ Trust (QQQ) - 398.01 +14.88
  • iShares Russell 2000 ETF (IWM) - 219.91 +5.20
  • CBOE Volatility Index (VIX) & IVXM - 13.75% -8.73 chart
  • VIX Futures Premium - 12.31 green bull zone
  • VIX-VXST Spread - back in the pool at +2.99
  • Market Breadth - Summation Index -197.14 -30.36
  • Strategy - year-end upswing began
Issue 49 P/E Multiple Compression [Charts] - December 6, 2021
  • S&P 500 Index (SPX) - 4538.43 -56.19
  • Invesco QQQ Trust (QQQ) - 383.13 -8.07
  • iShares Russell 2000 ETF (IWM) - 214.71 -8.14
  • CBOE Volatility Index (VIX) & IVXM - 22.48% +1.48 chart
  • VIX Futures Premium - -7.19 in red bear zone
  • VIX-VXST Spread - -1.03 wait for positive turn
  • Market Breadth - Summation Index -166.78 -336.30
  • WTI Crude Oil - 66.26 -1.89, Open Interest price chart
  • Strategy - hedge long duration risk
Issue 48 Something Unexpected [Charts] - November 29, 2021
  • S&P 500 Index (SPX) - 4594.62 -103.34
  • Invesco QQQ Trust (QQQ) - 392.47 -11.52
  • iShares Russell 2000 ETF (IWM) - 223.59 -9.13
  • CBOE Volatility Index (VIX) & IVXM - 21.00% +8.05 chart
  • VIX Futures Premium - -5.04 in red bear zone
  • VIX-VXST Spread - -1.98, wait for positive turn
  • Market Breadth - Summation Index 169.52 -209.82
  • Market Breadth - McClellan's chart shows 500 level
  • WTI Crude Oil - 68.15 -10.24, seasonal chart
  • Strategy - hedge long duration risk and wait
Issue 47 WTI Crude Oil Seasonal [Charts] - November 22, 2021
  • S&P 500 Index (SPX) - 4697.96 +15.11
  • Invesco QQQ Trust (QQQ) - 403.99 +9.29
  • iShares Russell 2000 ETF (IWM) - 232.72 -6.78
  • CBOE Volatility Index (VIX) & IVXM - 12.95 +.69 chart
  • VIX Futures Premium - 19.80%, green bull zone
  • Market Breadth - Summation Index 379.34 -138.41
  • WTI Crude Oil - 76.10 -4.69, OI price, seasonal charts
  • Strategy - review risk as IWM turns down
Issue 46 VIX Correlation Indicator V2 [Charts] - Nov. 15, 2021
  • S&P 500 Index (SPX) - 4682.85 -14.68
  • Invesco QQQ Trust (QQQ) - 394.70 -3.90
  • iShares Russell 2000 ETF (IWM) - 239.50 -2.31
  • CBOE Volatility Index (VIX) & IVXM - 12.26 +.52 chart
  • VIX Futures Premium - 15.82%, green bull zone
  • Market Breadth - Summation Index 517.75 +54.08
  • VIX Correlation Indicator - 2 year success ratio 78%
  • WTI Crude Oil - 80.79 -.48, price, backwardation charts
  • Strategy - watch IWM rotation
Issue 45 Smooth Sailing [Charts] - November 8, 2021
  • S&P 500 Index (SPX) - 4697.53 +92.15
  • Invesco QQQ Trust (QQQ) - 398.60 +12.49
  • iShares Russell 2000 ETF (IWM) - update 241.81 +13.78
  • CBOE Volatility Index (VIX) & IVXM - 11.74 -.34 chart
  • VIX Futures Premium - 16.79%, green bull zone
  • VIX Correlation Indicator - 2 year record 67% success
  • Market Breadth - Summation Index 463.67 +144.53
  • WTI Crude Oil - 81.27 -2.30, price & seasonal charts
  • Strategy - IWM breakout bullish
Issue 44 VIX Correlation Warning [Charts] - November 1, 2021
  • S&P 500 Index (SPX) - 4605.38 +60.48
  • Invesco QQQ Trust (QQQ) - 386.11 +12.01
  • CBOE Volatility Index (VIX) & IVXM - 12.08 +.27 chart
  • VIX Correlation Indicator - +.15 pullback warning
  • VIX Futures Premium - 21.30%, green bull zone, skew
  • Market Breadth - Summation Index 319.14 +93.85
  • WTI Crude Oil - 83.57 -.19, open interest price chart
  • Strategy - hedge if SPX below trendline
Issue 43 Expecting More New Highs [Charts] - October 25, 2021
  • S&P 500 Index (SPX) - 4544.90 +153.56, chart
  • Invesco QQQ Trust (QQQ) - 374.10 +12.94
  • CBOE Volatility Index (VIX) & IVXM - 14.09 -.33 chart
  • VIX Futures Premium - 29.92% green bull zone
  • Market Breadth - Summation Index 225.59 +307.37
  • Strategy - Calendar Spreads, FB, TWTR, F, AAPL
Issue 42 Volatility Kings Second Third Quarter 2021 - Oct. 18, 2021
  • Volatility Kings Table - 36 Volatility Kings listed
  • CBOE Volatility Index (VIX) & IVXM - chart
  • Long and Short Calendar Spreads - mentioned with others
Issue 41 Downward Sloping Channel [Charts] - October 11, 2021
  • S&P 500 Index (SPX) - 4391.34 +34.30, chart
  • Invesco QQQ Trust (QQQ) - 361.16 +.98
  • CBOE Volatility Index (VIX) & IVXM - chart 15.51 -1.86
  • VIX Futures Premium - 11.47% green bull zone
  • Market Breadth - Summation Index -82.08 +10.63
  • WTI Crude Oil - 79.35 +3.47
  • Energy Select SPDR (XLE) - 53.84 +.94
  • Energy Select SPDR (XLE) - call spread mtm +.37 & roll out
  • Strategy - keep hedging long duration positions
Issue 40 Goodbye September [Charts] - October 4, 2021
  • S&P 500 Index (SPX) - 4357.04 -98.44
  • Invesco QQQ Trust (QQQ) - 360.18 -3.15
  • CBOE Volatility Index (VIX) & IVXM - chart 17.37 +4.38
  • VIX Futures Premium - 4.68% yellow caution zone
  • VIX-VXST Spread - +1.73 inclusive
  • Market Breadth - Summation Index -92.71 -31.81
  • WTI Crude Oil - 73.88 +1.90
  • Energy Select SPDR (XLE) - 53.84 +.94
  • Energy Select SPDR (XLE) - call spread
  • Strategy - hedge long duration positions
Issue 39 Buy-the-Dippers Return [Charts] - September 27, 2021
  • S&P 500 Index (SPX) - 4455.48 +22.49
  • Invesco QQQ Trust (QQQ) - 373.33 -.09
  • CBOE Volatility Index (VIX) & IVXM - chart 13.04%
  • VIX Futures Premium - 15.22% green bull zone
  • VIX-VXST Spread - +2.51 better
  • Market Breadth - Summation Index -60.90 -76.65
  • WTI Crude Oil - 73.98 +2.16
  • Energy Select SPDR (XLE) - head & shoulders bottom
  • Energy Select SPDR (XLE) - Long Nov 19 52/55 call spread
  • Strategy - hedges showed small losses
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