Elevated VIX term structure in December has historically led to year-end rallies. We’ve talked several times in the past about elevated December readings from the…

Elevated VIX term structure in December has historically led to year-end rallies. We’ve talked several times in the past about elevated December readings from the…
The S&P 500 is jumping once again to new highs — but is the volatility market sending a non-confirmation warning? A few weeks ago, we…
The following post was initially issued to TLS members on May 11, 2018. The VIX may struggle to move much lower than current levels —…
The following post was originally issued to TLS members on February 7, 2018. By any number of metrics, the stock volatility market just experienced its…
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As measured by the VIX, stocks have never enjoyed a less volatile year than 2017. In this week’s posts, we’ll be looking back at the…
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Non-Commercial Speculators’ net-short position in VIX futures just spiked to its largest ever. The proliferation in exchange traded products (ETP’s) has certainly marked a new…
Speculators in VIX futures are presently holding their largest net-short position ever. There’s little doubt that the current period will go down as one of…