VIX Is A Teenager Again

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Yo Pit Crazies,


I’ve said it before …


Markets climb a wall of worry.


War. Inflation. Grocery shortages. High gas prices.


And yet … 10 good days for the market!


Is there more?


Do Tesla Inc. (Ticker: TSLA) or Amazon (Ticker: AMZN) or Alphabet (Ticker: GOOGL) offer a clue?


Yes, a few! (And there’s a video.)


Vol Man Sees A Drop in Short-Term Volatility


When short term IV drops as much as it did on Monday, it usually signals bullish moves higher in stocks.


The Standard and Poor’s 500 stock index (Ticker: SPX) could be off to the races again.


Note below that VolMan sees:


– VIX 9day dropping

– VIX premiums (green band) rising


The reason for this is, that the lower shorter term IV goes in SPX, the higher the back month forward volatility goes.


VIX futures are forward volatility futures since they measure a difference in time from VIX expiration to VIX future expiration. 


Forward vol is the value of one volatility in time relative to another. The higher it gets, the more bullish stocks get, in my 30 years of observations.


WATCH: All about forward vol.


Finally for today … stock splits!


TSLA announced a split, as did AMZN and GOOGL.


That is a heavy lift in the SPX and Powershares QQQ Trust (Ticker: QQQ), so look for some buy support there.


The Rundown


Option Shopper

The Shopper closed Transocean LTD (Ticker: RIG) calls up a sunny 86% gain.


Catch Licia’s live event on Thursday!


To Your Trading Success,

AG

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Andrew Giovinazzi

Andrew Giovinazzi

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About the Author

Andrew Giovinazzi

Andrew Giovinazzi

Former CBOE floor trader and CIO at Karman Line Capital. Author of ‘The Option Traders Hedge Fund’ with over 30 years of options trading experience.

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