VIX makes the 4th lowest close in 3 months

BY ANDREW GIOVINAZZI

May 8, 2024

Yo Pit Crazies,

 

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Everything Is AWESOME!!! — The LEGO® Movie — Tegan and Sara feat. The Lonely Island

 

Yes, that is the theme I want you to hear.  You see, everything is awesome!

 

Gaza turmoil!  Who cares. Israel is about to take Rafah

Inflation!  Yesterday’s news and tomorrow’s problem

Insane government spending?  Joe, Jpow and Sec Yellen will print more.  Bidenomics!!!!

 

But just the mention that Apple Inc (Ticker: AAPL) will make chips for AI and that was good for a $2 bounce to stop a multiday slide.  I had to hedge my AAPL put calendars.  I was not happy about it but I followed the plan.  I set up the trade plan in the Trading Desk and I acted on it.   The trade should still work out.  I expect the slide to resume today.

 

That is where we find ourselves.  Does anyone really think there will be wholesale selling of stocks before Nvidia Corp (TickeIr: NVDA) reports?  I don’t think so.  VIX very near to a 3 month low tells me so.

 

AI and tech in general has been driving stocks since the railroads and before that the steam engine and heck who knows what counts for tech in 1700.  Coal fired plants!

3 month VIX chart with 1 day candles

In order for everything to stay awesome, we need to get over a hump.

 

Let’s see what that is.

 

Volatility tells a story

Sigma vols I have highlighted below, Sigma is the average volatility (vol) per term.  When ever the vols are about the same price the volatility curve is flat there.  A flat volatility curve nearly always implies some kind of underpricing in the implied volatility or the expectation of a larger move in the underlying.

SPX sigma volatility

The fact sigma pops on the CPI date is telling.  That is traderspeak because something is going to happen.  Historically, stocks have moved much more than the sigmas in the Biden Inflation Era which I am pegging to 2022.  2.5 years of crazy moves on government numbers.  I made markets for 15 years and maybe 1 government number mattered in all that time.

 

I blame the QE era that started 10 years ago.  It is the market we have and companies can still thrive.  The low VIX tells me so but I expect a local low for VIX at the end of this week then next week, who knows.

 

Join the Trading Desk and learn how to work trade plans.  Work the plan and see what happens.

To Your Trading Success,

 

-AG

Andrew Giovinazzi

30-Year Trading Pro

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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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