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Vol Vibes

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.

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Substack
PricingFreemiumPublishesDaily
Issues341Founded2 years agoLast Issue6 days ago
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Latest Issues

Market Overview - June 22nd 2026

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...

6 days ago
7

SPX ATM Option Structure Dashboards

June 2026 Update | Option Strategy Returns & Sharpe + Intraweek Breakdown

Dashboards for May 2026:

8 days ago
4
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FOMC

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...

12 days ago
7

VIX Futures Monthly Expiration

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...

12 days ago
4
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Market Overview - June 15th 2026

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...

13 days ago
5
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