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Volatility-adjusted

BITx - Weekly Volatility Snapshot Good Morning -- Happy Father's day to any dad's out there! Let's took a weekly look at CBOE:BITX -- our 2x leveraged BITSTAMP:BTCUSD fund. Last week, we saw a beautiful gap up to the upper HV63 implied ranges were profit was taken and accelerated selling begin. Our bi-weekly trending values have increased due to the increasing volatility. The weekly candle ended with some body to it, but was mostly flat due to the gap closing with a big wick up. Our IV (85.47%) entering the week is trending within 4% of the sliding yearly lows and seemingly increasing as it tracks near-term trending markets -- HV10 (70.04%) has increased from the movement last week +7.35% and is now +22.17% off sliding yearly lows. As the spring is uncoiling, and bi-weekly regresses towards quarterly means our premium capture erodes and our range expands. I love trading volatility and ranges. The 'strength of IV' here for HV10 is 82% -- so you have to account when positioning that the trending near-term volatility IS INCREASING but IS WEAKER than what is predicted. The 'strength of IV' here for HV63 is 101% -- showing that what is predicted is fairly valued to me on a regression scale. Please -- Pull my chart onto your layout and use my implied ranges and data, follow along through the week on your own screen as we track and measure the volatility -- let's get this conversation started! CHEERS
CBOE:BITXLong
by splitmyIVandmelt
2
Nvidia - Weekly Volatility SnapshotGood Afternoon! Let's talk NASDAQ:NVDA Last week we saw HV10 (24.96%) increase above HV21 (23.67%) after starting what could be a regression towards HV63 (39.13%). IV (37.37%) entering this week reflects within 6% of it's sliding yearly lows and resonating around quarterly means. This could be showing a fair prediction to the regression potential and a volatility spike. Here, the RSI has room but is elevated and hinged down with the MACD crossed red -- lagging indicators showing trend reversal. If bi-weekly values can find regression to quarterly; the implied range I would be watching is $135.47 - $148.47 with IV increasing affecting premium positively. If the grind up continues slowly, expect IV to melt and be watching for contracting HV10 ranges between $137.82 - $146.12 -- Keep an eye on the news, it will ever affect the broader markets and any underlying within. Follow along through the week as we track our volatility prediction -- I will pull the charts back in at the end of the week to review! CHEERS!
NASDAQ:NVDA
by splitmyIVandmelt
QQQ - Weekly Volatility PotentialGood Morning -- Last week we reviewed the potential of the S&P 500, this week let us take a look at the potential perspective of NASDAQ:QQQ . IV (17.97%) entering the week is trending 31% IVp on the year and has been gradually lowering as price action grinds higher and out of corrective territory -- This is +2.61% more volatile than near-term trending values of HV10 (15.36%) and only -0.57% under HV21 (18.54%), our monthly trending values. Looking towards next week, I expect the CBOE:VIX to continually soften IV values as the broader markets push towards all-time highs this week. NASDAQ:QQQ historical values are coiling to where we will soon need a volatility spike, but not just yet -- my weekly price target here is simple (HV10 upper implied range) $539.44 with wicking potential above to monthly trends (HV21 upper implied ranges) at $541.42. Only time will tell, we can't control the markets but we sure can manage our own risk within them. Remember to always be hedged and come back to join me next weekend as we review the charts for what happened VS our expectation! CHEERS
NASDAQ:QQQLong
by splitmyIVandmelt
4
BITx - Weekly Volatility PotentialGood Morning! Here is my weekly perspective for CBOE:BITX -- From when we reviewed last weekend, IV (84.60%) has lowered -2.39% and is entering the week with a 2% IVp. We have been in this pattern of rotating IV and Bi-Weekly volatility trends back and forth as HV10 (62.69%) entering the week has increased +2.47% from it's respective level entering last week. The prediction of what is to happen is contracting as what is actually happening in the short-term is trending up. Bi-Weekly and Monthly volatility values after being 100% coiled and both putting in new yearly lows a month ago are starting to unwind as they create distance from those exact lows. Could long-term trending means be on the horizon with quarterly values? Bi-weekly will eventually find it's way back there, question is when. Our best advantage, is to continue to track the data and ebb and flow with the markets and macro news. Looking towards this next week, Our HV10 (62.69%) trending values are still contracting under our monthly HV21 (68.45%) trends, but IV (84.60%) although lowering, is reflecting expansion. There is a premium capture past stated IV if we can find means regression back to HV63 (99.07%), as what is happening will expand past what is predicted to happen. As of now this value is 14.97% and equates to a premium capture $8.24 or $88.24 per lot or contract. Again, when IV contracts chasing HV10, but it expands to HV63, we look to collect the premium value difference with the move. Only time will tell, I think we will see another volume push into this week -- Remember to always be hedged and come back to join me next weekend as we review the charts for what happened VS our expectation! CHEERS
CBOE:BITXLong
by splitmyIVandmelt
Weekly Volatility SnapshotVolatility, as measured by standard deviation, quantifies market elasticity and provides a level of probability and precision to trade within, that humbles us all. Last week, the TVC:VIX opened steadily dropping as markets rose into Thursday, (June 5th) where the broader markets drilled within the public drama of Elon Musk and President Trump. Talk about DRAMA -- Lay of the JUICE GUYs. On top of that -- Although there was progress, trade deals are still looming and uncertainty lingers. That day the volatility index closed spiking to $18.46, where it was to start the week -- only to once again have the dip bought right up and the index drops again to close the week at $16.44. We have now finished our first week of June with markets volatility still contracting as they grind higher. I expect the TVC:VIX to continue lowering softly as markets rotate to new highs this week. When this happens expect IV to lower within the move -- Unless we can see a news catalyst with any progress on trade deals, good or bad, we will see the same movement as last week with individual stocks being rotated. As we talked about last weekend, we saw NASDAQ:MSFT make a HUGE move! Entering this week HV10 (14.55%) has expanded above HV21 (13.97%) and IV (16.77%) has lowered to it's lowest value in the past year with IVp reaching 0%. Yet still above bi-weekly values. Looking towards next week, the SP:SPX with IV (13.56%) is still lowering as markets push higher while matching HV10 (13.11%) trending values. These bi-weekly values are of 97% strength of current IV. I believe we will see the target of $6082.71 with even a stretch to HV21 (15.69%) weighted to IV ranges showing potential of $6100.00 this week. As for our precious BTC funds, NASDAQ:IBIT and CBOE:BITX for 2x leverage, look for my upcoming weekly post on the current state of low IV and the potential expansion overhead to quarterly values. I do currently have open trades and providing transparency within my weekly analysis. See you back here next week! Same time same place.
CBOE:VIX
by splitmyIVandmelt
iBIT - Weekly Volatility PotentialGood Morning! Here is my weekly perspective for NASDAQ:IBIT From when we reviewed last weekend, IV (41.19%) has lowered -2.23% and is entering the week with a 0% IVp. We have been in this pattern of rotating IV and Bi-Weekly volatility trends back and forth as HV10 (29.73%) entering the week has increased +1.49% from it's respective level entering last week. The prediction of what is to happen is contracting as what is actually happening in the short-term is trending up. Bi-Weekly and Monthly volatility values after being 100% coiled and both putting in new yearly lows a month ago are starting to unwind as they create distance from those exact lows. Could long-term trending means be on the horizon with quarterly values? Bi-weekly trends will eventually find it's way back there with monthly not far behind, question is when. Our best advantage is to continue to track the data and ebb and flow with the markets and macro news as it is released. Looking towards this next week, Our HV10 (29.73%) trending values are still contracting under our monthly HV21 (33.37%) trends, but IV (41.19%) although lowering beyond yearly lows, is reflecting future expansion. Only time will tell, I think we will see another volume push into this week -- Remember to always be hedged and come back to join me next weekend as we review the charts for what happened VS our expectation! CHEERS
NASDAQ:IBITLong
by splitmyIVandmelt
Weekly Volatility Snapshot Volatility, as measured by standard deviation, quantifies market elasticity and provides a level of probability and precision to trade within, that humbles us all. Last week, the TVC:VIX opened above $21.00 and closed just under $19.00 for a near flat week even for all the eventful action that took place. That being once again, tariff related news with the court of international trade overriding Trump's liberation day, only to have the administration appeal, and the tariffs to be reinstated the following day. This provided for quite a volatile move, mostly in after hours with everything closing strong to end the month. As we look towards June starting with next week, just about all indices I track and the magnificent seven are showing near term trending volatility contracting under stated IV, as IV is melting across the board. Notable mention to NASDAQ:NVDA NASDAQ:MSFT NASDAQ:IBIT and CBOE:BITX for all entering the week with great IV value, now let's compare them to their respective trending bi-weekly values to observe what is being predicted to what is happening with near term trending volatility. NASDAQ:NVDA at a 6% IVp enters the week with an IV of 39.04% -- HV10 (31.70%) is 81% strength of current IV and resonating under monthly values. When you see a large move, that being from the earnings report last week, you will see a massive IV melt to save premium against the PA move due to the beats or misses. With that said, bi-weekly values are just off yearly lows (25.74%) as IV chases it down and i see the underlying as 94.03% coiled for a volatility swing. NASDAQ:MSFT at a 17% IVp enters the week with an IV of 18.99% -- HV10 (14.55%) is 77% strength of current IV and resonating deeply under monthly values. Bi-weekly yearly lows of 8.56% reflect a coiling of 90.03% at current values. With both of these, I am looking for a volatility bounce, and regression back to quarterly means. That's where the real fun is and if played right provide excellent opportunity. For further discussion around BITSTAMP:BTCUSD within the funds NASDAQ:IBIT and CBOE:BITX look for my more dedicated posts this weekend. For those interested in volatility analysis and the application of weighted HV ranges to IV, I encourage you to BOOST and share this post, leave a comment, or follow me to join me on this journey. We will weekly analyze our ranges under the year-to-date VIX chart and engage in discussions as people please. So hop on board and come along for the ride!
TVC:VIX
by splitmyIVandmelt
iBIT - Weekly Volatility Snapshot Good afternoon -- Here is my weekly perspective for NASDAQ:IBIT IV (43.42%) entering the week sits in the 6th percentile for the year. HV10 (28.24%) has been lowering towards it's yearly lows of 23.43% showing a coiling of bi-weekly values at 95.19% from this -- and a divergence from IV of -15.81% . IV is chasing the sinking bi-weekly volatility trends. We generally could see a volatility bounce within this range or continue to grind to new volatility lows. I always expect and prepare for both, Lewis Pastor once said, "in a scientific setting, chance favors the prepared mind". I hold that true in a lot of situational settings not just scientific, but find it to be very true with BITSTAMP:BTCUSD volatility and risk management. Moving deeper into the week; what can we expect? Well, I think that the final shakeout may be here as we consolidate more into the beginning of the week finalizing on Tuesday, June 3rd. I find significance on this date being the extension in time from selling off for 45 days after the initial 'W' distribution off the top -- potentially the start of the volatility swing back towards long-term trending means and maybe the start of another impulse run to track into..stay tuned to find out in observation. If this week we find regression to HV63 (49.26%), it will be a swift and quick move showing lots of strength. The ability to capture premium between the difference of stated IV from lowering HV10 values to the volatility swing back up above IV to quarterly means, is what it is all about ! This capture can be upwards 5.84% as a volatility metric read and beyond, because when a volatility regression occurs, it moves past means until having to consolidate back downwards again. Rinse and repeat. For those interested in volatility analysis and the application of weighted HV ranges to IV, I encourage you to BOOST and share this post, leave a comment, or follow me to join me on this journey.
NASDAQ:IBITLong
by splitmyIVandmelt
BITx - Weekly Volatility SnapshotGood afternoon -- Here is my weekly perspective for CBOE:BITX IV (86.99%) entering the week sits in the 3rd percentile for the year. HV10 (60.22%) has been lowering towards it's yearly lows of 47.87% showing a coiling of bi-weekly values at 87.65% from this -- and a divergence from IV of -26.77% . IV is chasing the sinking bi-weekly volatility trends. We generally could see a volatility bounce within this range or continue to grind to new volatility lows. I always expect and prepare for both, Lewis Pastor once said, "in a scientific setting, chance favors the prepared mind". I hold that true in a lot of situational settings not just scientific, but find it to be very true with BITSTAMP:BTCUSD volatility and risk management. Moving deeper into the week; what can we expect? Well, I think that the final shakeout may be here as we consolidate more into the beginning of the week finalizing on Tuesday, June 3rd. I find significance on this date being the extension in time from selling off for 45 days after the initial 'W' distribution off the top -- potentially the start of the volatility swing back towards long-term trending means and maybe the start of another impulse run to track into..stay tuned to find out in observation. If this week we find regression to HV63 (99.73%), it will be a swift and quick move showing lots of strength. The ability to capture premium between the difference of stated IV from lowering HV10 values to the volatility swing back up above IV to quarterly means, is what it is all about! This capture can be upwards 12.74% as a volatility metric read and beyond, because when a volatility regression occurs, it moves past means until having to consolidate back downwards again. Rinse and repeat. For those interested in volatility analysis and the application of weighted HV ranges to IV, I encourage you to BOOST and share this post, leave a comment, or follow me to join me on this journey.
CBOE:BITX
by splitmyIVandmelt
iBIT - Weekly Volatility SnapshotGood Afternoon, Here is my weekly perspective for NASDAQ:IBIT --- IV (48.31%) entering this week is holding in the 24th percent range for the year and has been climbing weekly from putting in new lows at the beginning of the year. We essentially have been seeing rising IV with rising price action, the best of the best. Premium increases from price action climbing and IV rising affects Vega positively increasing premium too. Bi-weekly trends (27.64%) show a cooling off entering the week and contraction under IV, but it might not last long as there could be major macro news in the crypto world at any moment. This could be a big week on continued regression towards quarterly means (51.52%). If this happens the range will continue to expand in my option and hold a +3.21% value per move on premium over stated IV, but weekly trends would be expanding 23.89% -- A huge move. As always -- For those interested in volatility analysis and the application of weighted HV ranges to IV, I encourage you to BOOST and share this post, leave a comment, or follow me to join me on this journey.
NASDAQ:IBIT
by splitmyIVandmelt
2
BITx - Weekly Volatility SnapshotGood Afternoon, Here is my weekly perspective for CBOE:BITX IV (96.75%) entering this week is holding in the 18th percent range for the year and has been climbing weekly from putting in new lows at the beginning of the year. We essentially have been seeing rising IV with rising price action, the best of the best. Premium increases from price action climbing and IV rising affects Vega positively increasing premium too. Bi-weekly trends (56.07%) show a cooling off entering the week and contraction under IV, but it might not last long as there could be major macro news in the crypto world at any moment. This could be a big week on continued regression towards quarterly means (104.06%). If this happens the range will continue to expand in my option and hold a +7.31% value per move on premium over stated IV, but weekly trends would be expanding 47.99% -- A huge move. As always -- For those interested in volatility analysis and the application of weighted HV ranges to IV, I encourage you to BOOST and share this post, leave a comment, or follow me to join me on this journey.
CBOE:BITX
by splitmyIVandmelt