Posts by Volatility Box

VIX1D measures expected 1-day SPX volatility, ranging from 8-15 in calm markets to 50+ during panic. This guide covers the VIX1D-to-range formula, overnight bias, 0DTE strategy thresholds at VIX1D 20, market maker hedging, and Hourly Model integration.

ES futures average 40-60 points of daily range at normal VIX levels. This guide covers the VIX-to-range formula, ATR-based stops, FOMC day adjustments, MES for small accounts, and Volatility Box Futures model levels.

Position sizing should be driven by volatility, not fixed dollar amounts. This guide covers the ATR formula, Kelly criterion, VIX-based scaling, and inverse volatility allocation with step-by-step examples.

Bollinger Bands measure volatility through standard deviation envelopes that expand and contract with market conditions. This guide covers squeeze identification, breakout trading rules, BBW and %B indicators, and how to combine Bollinger Bands with Keltner Channels for the TTM Squeeze signal.

The volatility risk premium pays out ~85% of the time. This guide covers how to sell premium systematically with iron condors, strangles, and credit spreads — including position sizing, mechanical management rules, and the lessons from Volmageddon.

IV crush drops implied volatility 30-50% overnight after earnings. Stocks move less than expected 70-75% of the time. This guide covers how to profit from IV collapse using iron condors, short strangles, and credit spreads with specific data for AAPL, NVDA, TSLA, and more.

UVXY provides 1.5x daily leveraged exposure to VIX futures and decays roughly 60-75% per year from contango and leverage reset. This guide covers the mechanics, crash performance, shorting strategies, and options setups for trading UVXY.

0DTE options compress the full option lifecycle into a single session with extreme theta decay and peak gamma exposure. This guide covers strategies, risk rules, and how to use VIX regime and Hourly Models for 0DTE trade selection.

IV rank and IV percentile both measure relative implied volatility, but they calculate differently and can diverge sharply. This guide covers both formulas, the outlier distortion problem, strategy-specific thresholds, and how to use both metrics for trade selection.

You cannot trade VIX directly. This guide covers VIX futures, options, ETFs, and 4 strategies including mean reversion and contango harvesting. Includes key levels, risk management, and platform-specific instructions.