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 26 Secular Growth Edge [Charts] - June 28, 2021
  • S&P 500 Index (SPX) - 4280.70 +114.25 new highs again
  • Invesco QQQ Trust (QQQ) - 349.46 +7.23 & above 50-DMA
  • CBOE Volatility Index (VIX) & IVXM - chart 10.33%, 52 low
  • VIX Futures Premium - chart 18.53% green bull zone
  • Market Breadth - Summation Index 699.63 -69.50 going down
  • Micron Technology (MU) - marked to market, buy rumor?
  • Strategy - all bullish, hedges not needed
Issue 25 Less Accommodative Not Hawkish [Charts] - June 21, 2021
  • S&P 500 Index (SPX) - 4166.45 -80.89 below 50-DMA
  • Invesco QQQ Trust (QQQ) - 342.63 +1.39 & above 50-DMA
  • CBOE Volatility Index (VIX) & IVXM - charts 15.49%, range
  • VIX Futures Premium - chart 4.45% yellow caution zone
  • Market Breadth - Summation Index 769.13 -73.52 going down
  • Micron Technology (MU) - best calendar spread, Oct/June
  • Strategy - Fed talking about taper, consider hedges
Issue 24 Consumer Price Index - No Surprise [Charts] - June 14, 2021
  • S&P 500 Index (SPX) - 4229.89 +25.78 continuing up
  • Invesco QQQ Trust (QQQ) - 335.60 +1.67& above 50-DMA
  • CBOE Volatility Index (VIX) & IVXM - chart 12.01%, 52 low
  • VIX Futures Premium - chart 16.42% in green bull zone
  • Market Breadth - Summation Index 714.94 +122.95 going up
  • Strategy - watch for Key Reversal & Fed taper news
Issue 23 Data Dependent [Charts] - June 7, 2021
  • S&P 500 Index (SPX) - 4229.89 +25.78 continuing up
  • Invesco QQQ Trust (QQQ) - 335.60 +1.67& above 50-DMA
  • CBOE Volatility Index (VIX) & IVXM - chart 12.01% 52 low
  • VIX Futures Premium - chart 16.42% in green bull zone
  • Market Breadth - Summation Index 714.94 +122.95 going up
  • AMC Entertainment (AMC) - charts, IVXM, volume, OI
  • Strategy - declining UST10Y yield helps growth stocks
Issue 22 Rotation Narration [Charts] - June 1, 2021
  • S&P 500 Index (SPX) - 4204.11 +48.25 upward momentum
  • Invesco QQQ Trust (QQQ) - 333.93 +6.92 & above 50-DMA
  • CBOE Volatility Index (VIX) & IVXM - chart 12.13% 52 low
  • VIX Futures Premium - chart 18.37% solid green bull zone
  • Market Breadth - Summation Index 591.99 +56.10 turned up
  • Plug Power, Inc. (PLUG) - adjust before earnings report
  • Strategy - rotate back into growth from cyclicals
Issue 21 Bitcoin & the S&P 500 Index [Charts] - May 24, 2021
  • S&P 500 Index (SPX) - 4155.86 -17.99, 50- DMA held again
  • CBOE Volatility Index (VIX) & IVXM - chart bullish 15.33%
  • VIX Futures Premium - chart 11.00% green bull zone
  • Market Breadth - Summation Index 533.89 -61.67 lower again
  • Financial Select Sector SPDR Fund (XLF) - marked-to market
  • Plug Power, Inc. (PLUG) - long call spread short put idea
  • Strategy - stay long ready to tactically hedge pullbacks
Issue 20 Inflation & Crude Oil [Charts] - May 17, 2021
  • S&P 500 Index (SPX) - 4173.85 -58.75, 50- DMA held
  • CBOE Volatility Index (VIX) & IVXM - chart 14.67%
  • VIX Futures Premium - chart 8.80 yellow caution zone
  • VIX -VXST Spread - chart slightly positive at +1.40
  • Market Breadth - Summation Index 597.06 -153.35 turns lower
  • WTI Crude Oil (CL) - chart open interest & prices trending up
  • Strategy - CPI report transitory view prevails
Issue 19 Employment Surprise [Charts] - May 10, 2021
  • S&P 500 Index (SPX) - 4232.60 +51.43, new highs
  • CBOE Volatility Index (VIX) & IVXM - chart 12.57% low
  • VIX Futures Premium - chart 15.72 bullish green zone
  • Market Breadth - Summation Index 750.41 +11.72
  • Strategy - stay long rotate into reopening cyclicals
Issue 18 Not Enough Surprises [Charts] - May 3, 2021
  • S&P 500 Index (SPX) - 4181.17 +1
  • Invesco QQQ Trust (QQQ) - 337.99 -1.43
  • CBOE Volatility Index (VIX) & IVXM - chart 14.61%
  • VIX Futures Premium - chart 13.58 still bullish green zone
  • Market Breadth - Summation Index 738.19 +52.12
  • Volatility Kings - selected after reporting results
  • Strategy - after reporting market doubt, sell in May?
Issue 17 The Bulls Remain Resolute [Charts] - April 26, 2021
  • S&P 500 Index (SPX) - 4180.17 - 5.30
  • Invesco QQQ Trust (QQQ) - 339.42 -2.59
  • CBOE Volatility Index (VIX) & IVXM - chart 13.86%
  • VIX Futures Premium - chart 21.50 top bullish green zone
  • Market Breadth - Summation Index 686.57 -31.90
  • Financial Select Sector SPDR Fund (XLF) - June call spread
  • Strategy - U.S. Treasury 10- Year Note yield driving markets
Issue 16 Volatility Kings First Quarter 2021 - April 19, 2021
  • Volatility Kings Table - 25 Volatility Kings listed
  • CBOE Volatility Index (VIX) & IVXM - charts, SPX
  • Long and Short Calendar Spreads - mentioned with others
Issue 15 VIX Options Hedge [Charts] - April 12, 2021
  • S&P 500 Index (SPX) - 4128.80 +108.93
  • Invesco QQQ Trust (QQQ) - 337.11 +12.54
  • CBOE Volatility Index (VIX) & IVXM - chart 12.79%
  • VIX Futures Premium - chart 15.73 middle of green bull zone
  • CBOE Volatility Index (VIX) - June 16 22/26 Call Spread
  • Market Breadth - Summation Index 633.40 + 132.41
  • U.S. Dollar Index (DX) - 92.16 tested upside objective 93.50
  • Strategy - stay long ready to tactically hedge pullbacks
Issue 14 Crude Oil & U.S. Dollar Index [Charts] - April 5, 2021
  • S&P 500 Index (SPX) - 4019.87 +45.33
  • Invesco QQQ Trust (QQQ) - 324.57 +8.57
  • CBOE Volatility Index (VIX) & IVXM - chart 13.50%
  • VIX Futures Premium - chart 20.76% in green bull zone
  • Market Breadth - Summation Index 500.99 -11.94
  • WTI Crude Oil (CL) - below operative USTL
  • U.S. Dollar Index (DX) - upside objective 93.50
  • ProShares UltraPro Short QQQ (SQQQ) - position closed
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