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 13 Volatility Lingo - April 2, 2018
  • Implied Volatility
  • Historical Volatility
  • Volatility Strategies
  • Volatility Indicators
Issue 12 Rising Wedge [Charts] - March 26, 2018
  • S&P 500 Index (SPX) Update - Rising Wedge chart
  • CBOE Volatility Index (VIX) & IVXM Chart
  • VIX Futures Premium - day weighted chart
  • CBOE S&P 500 Skew Index (SKEW) - chart weekly average
  • WTI Commitment of Traders - "Managed Money" long chart
  • WTI Commitment of Traders - "Managed Money" short chart
Issue 11 Correction Confusion [Charts] - March 19, 2018
  • S&P 500 Index (SPX) Update
  • CBOE Volatility Index (VIX) & IVXM Chart
  • CBOE S&P 500 Skew Index (SKEW) - chart weekly average
  • The Technology Select Sector SPDR Fund (XLK) - long call spread
  • FireEye Inc, (FEYE) - long call
Issue 10 Ides of March [Charts] - March 12, 2018
  • S&P 500 Index (SPX) - update consolidation chart
  • CBOE Volatility Index (VIX) & IVXM Chart
  • Day Weighted VIX Futures Premium Chart
  • iShares MSCI Emerging Markets ETF (EEM) - long call
Issue 9 Correction Resumes [Charts] - March 5, 2018
  • S&P 500 Index (SPX) Update - chart
  • Implied Volatility Index IVXM Chart
  • VIX Futures Premium - day weighted chart
  • WTI Crude Oil (CL) - COT "Managed Money" long chart
  • United States Natural Gas Fund LP (UNG) - chart, long call spread
  • US Dollar Index (DX) - chart
  • iShares 20+ Treasury Bond ETF (TLT) - turning higher
Issue 8 Correction Likely Over [Charts] - February 26, 2018
  • S&P 500 Index (SPX) Update - chart
  • Implied Volatility Index IVXM Chart
  • VIX Futures Premium - day weighted chart
  • VIX Volatility Chart
  • ProShares Short VIX Short-Term Futures ETN (SVXY) - long call spread, synthetic long
  • iShares MSCI Emerging Markets ETF (EEM) - SPX correlation chart, long call spread
Issue 7 January Barometer & More [Charts] - February 20, 2018
  • January Barometer Data Table
  • S&P 500 Index (SPX) Update - chart
  • Implied Volatility Index IVXM Chart
  • VIX Futures Premium - day weighted chart
  • Indicators to watch - TNX, VIX - VXST Spread, SVXY, HYG, McClellan Summation Index
Issue 6 Unlikely Top [Charts] - February 12, 2018
  • S&P 500 Index (SPX) Update - long -term chart
  • Implied Volatility Index IVXM Chart
  • VIX Futures Premium - day weighted chart
  • Volatility Strategy Ideas – MSFT, INTC, CSCO, HD, CRM
Issue 5 All About Interest Rates [Charts] - February 5, 2018
  • S&P 500 Index (SPX) Update
  • Implied Volatility Index IVXM Chart
  • VIX Futures Premium - day weighted chart
  • US Treasury Note 10-Year Yield Chart
  • Velocity Shares Daily Inverse VIX Short Term ETN (XIV)
  • iShares iBoxx $ High Yield Corporate Bond ETF (HYG)
Issue 4 DX Bus All Aboard [Charts] - January 29, 2018
  • S&P 500 Index (SPX) Update
  • Implied Volatility Index IVXM Chart
  • Historical Volatility Chart
  • VIX Futures Premium - day weighted chart
  • US Dollar Index (DX) - chart
  • iShares Silver Trust (SLV) - long call spread
  • WTI Light Sweet Crude Oil (CL) - chart
  • WTI Commitment of Traders - "Managed Money" long chart
  • WTI Commitment of Traders - "Large Specs" long chart
  • EIA WTI Inventory - chart
Issue 3 Considering Calendar Spreads [Charts] - January 22, 2018
  • S&P 500 Index (SPX) Update
  • Implied Volatility Index IVXM Chart
  • VIX Futures Premium - day weighted chart
  • SPX Calendar Spread - Dan Sheridan's Double Barrel
Issue 2 US Dollar Index [Charts] - January 16, 2018
  • S&P 500 Index (SPX) Update
  • Implied Volatility Index IVXM Chart
  • VIX Futures Premium - day weighted chart
  • US Dollar Index (DX) - Chart Head & Shoulders Top
  • WTI Light Sweet Crude Oil (CL) - chart
  • WTI Commitment of Traders - "Managed Money" long chart
  • WTI Commitment of Traders - "Swaps" short chart
  • WTI Commitment of Traders - "PMP" short chart
  • WTI Commitment of Traders - "PMP" & "Swaps" short chart
Issue 1 Volatility Kings 4Q 2017 - January 8, 2018
  • Volatility Kings Table - 32 Companies Listed
  • Netflix Volatility Chart - showing report dates
  • VIX Chart
  • Comments and Observations
  • Some Strategy Ideas
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