$VIX above two Standard Deviations bands. Maybe a reversion event.

6yr ⋅ ⋅

ADVERTISEMENT

Rolling Protective Puts

6yr ⋅

⋅

Technical Damage

6yr ⋅

⋅

VIX Inverted about noon today. This is often followed by a bounce up in the markets.

6yr ⋅

⋅

SPY Rate of Change (ROC) still positive.

6yr ⋅

⋅

Here is an example where IV may suggest options are cheap.

6yr ⋅

⋅

VIX Term Structure

6yr ⋅

⋅

Example of Implied Volatility Move

6yr ⋅

⋅