
Options, Volatility & Trading. Detailed analysis of 0-DTE option structures, historical option strategy performance dashboards for US Indices, market performance around events / data releases & general market commentary through the lens of volatility.
| Platform | Pricing | Freemium | Publishes | Daily | |
|---|---|---|---|---|---|
| Issues | 341 | Founded | 2 years ago | Last Issue | 6 days ago |
| Active | |||||

Following up on last weeks overview:
Markets had a choppy short week, highlighted by Warsh hinting at the Fed’s hand holding coming to an end. Hard to pinpoint what sent markets lower (amid rising rate hike odds), but, his mention of marke...
June 2026 Update | Option Strategy Returns & Sharpe + Intraweek Breakdown
Dashboards for May 2026:
Kevin Warsh will have his first press conference tomorrow as the new Fed chair. While markets are fairly set at ‘no change’ for the meeting tomorrow, the picture for last quarter of the year as well as early 2027 remains unclear:
One thing...
SPX Index & Index Options Performance
With June VX contract expiring tomorrow morning we are half way through the year already. After the jump last week, June contract is off ~4.5 pts going into expiration in just 4 sessions. Even with spo...
Following up on last weeks overview:
Choppy week but last minute deal announcement lifted equities positive for the week. As of Monday indices are within a percentage off ATH with small caps hitting new highs along with dow. This bounce li...
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The writers behind this newsletter.
Market Commentary | Cross Asset Volatility | Equity Index Option Studies
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