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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.

Newsletter · By Vol Vibes · English · Official site

Indexed issues, last 90 days
17
Latest publication
Sep 30, 2026
Audience
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Earliest in this view
Aug 11, 2026

Latest issues

  1. Issue · Sep 30, 2026

    End-of-month SPX Straddle Trade (opens the original)

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    September is coming to a close with equal weight SPX (RSP) trading 6% off its August highs. Mag7 basket pinning indices just a percentage off ATH. US yields continue to make new highs daily as various energy benchmarks inch relentlessly higher. <img alt="" class="siz

  2. Issue · Sep 28, 2026

    Market Overview - September 28th 2026 (opens the original)

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    Following up on last weeks overview:Two headline saves on Thursday / Friday with indices drifting lower with US yields spiking to new highs. Broad market getting pummeled with average stock down ~10% from highs. Mag7 basket, however, is keeping indices pinned as its up ~10% from Sep start. Lots of parallels drawn between now and 1999/2000 as breadth collapses but large cap tech continues to show relative strength. Lots of econ data this week, GDP on Wed & NFP on Friday along with ~18 different F

  3. Issue · Sep 24, 2026

    SPX ATM Option Structure Dashboards (opens the original)

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    Dashboards for August 2026:Monthly Return & Sharpe Dashboards:<img alt="" class="sizing-normal" height="1181" src="https://substackcdn.com/image/fetch/$s_!Dfon!,w_1456,c_limit,f_auto,q_auto:good,fl_pr

  4. Issue · Sep 21, 2026

    Market Overview - September 21st 2026 (opens the original)

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    Following up on last weeks overview:FOMC hiked rates 25bps last Wednesday, sending equities briefly lower before recovery into end of week. Broad market in ~5% correction on an equal weight basis, with Mag7 basket hitting Oct 2025 ATH into Monday morning. US yields & oil slightly lower even after another weekend of escalating tensions in the Middle East. Short VX trade continues to make out like a bandit as large cap tech bid keeps indices pinned despite broader market weakness. <a class="image-

  5. Issue · Sep 16, 2026

    FOMC (opens the original)

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    Oil & US yields heading into FOMC tomorrow at yearly highs. Equity indices currently sitting in a ~2.5-3% drawdown from ATH with strong sector dispersion. Expectations are heavily in favor of a hike tomorrow with JPM laying out the scenarios for SPX reaction:<img

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