IMPORTANT NOTE–Registration is filling up fast for the upcoming webinar I am doing with Price Headley from BigTrends.com next Tuesday. If you want to see which is better for you, cheap options or perfectly priced options, this is a can’t miss event. Sign up here and lock in your access.
Whether car insurance, homeowners’ insurance, or life insurance, insurance everywhere is getting more expensive. However, there is one exception. Portfolio insurance is really cheap right now. Our trade idea on April 19th bet that the S&P500wouldrise.Wedidacall debit spread on XSP that is currently in max profit territory. If it stays where it is right now, that will be a 130% gain. But we don’t think it’s going to stay there. That’s where insurance comes in. With a new trade on the SPDR S&P 500 ETF(SPY) we can protect or enhance our existing profits in the XSP trade. Next week there will be an event that has the potential to get the index moving. We’ll get new CPI data on Wednesday the 15th. We can enter a neutral position in SPY that will profit if there is a big move in the index. If the index moves down big, we will protect our profits in the XSP trade. If the index moves up big, we will add to our current profits on the XSP trade.
On Monday, the Cboe VVIX Index, which measures the implied volatility of VIX options – essentially the volatility of volatility – fell to the lowest level in 9 years! You have to go back to June 2015 to find a lower reading
This MDM graph compares the future expectations of option pricing models (the orange line) to the actual past movement of the stock from 2023 – 2024 (the blue histogram). You can see that the stock has made big moves up and down a bit more frequently than the modeled options prices expect. That’s good for option buyers.
The Volatility Cone compares current volatility expectations (the yellow dots) to historical volatilities. This graph shows that all terms are expecting moves below the two-year historical average. This confirms that SPY options are relatively inexpensive.
The Volatility Term Structure shows that options expiring on May 15th are relatively inexpensive. This is especially true knowing that CPI data on Wednesday the 15th has the potential to surprise a market that is sensitive to inflation data.
CPI data will come out next week. That inflation data could cause a big move in the S&P 500. The price of insurance in the form of options on SPY is very cheap right now. We can enter a neutral trade to speculate or insure our previous trade on the index at a very low relative cost. Be sure to read the ODDS Online Daily Trade Idea report to get the details of our trade ideas for SPY.
Be sure to check out my upcoming webinar with Price Headley from BigTrends.com. You can sign up here.
Sincerely,
Don Fishback
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