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Will September Live Up to the Volatility Hype?

–Holiday trade drives SP500 into a low vol slopfest
–NFP takes a nose dive, weak Chinese data
–Financials tank, tech rips
–Bonds are back in play

September Volatility Spike?
–VIX, VVIX
–9 day VIX vs 3 month VIX
–contango is massive
–volatility depth chart
–SKEW has been relentless
–exogenous shock needed to kick off Sep vol fest

SPX Expected Move–
–last week EM– 57.49
–next week– 50.13 expected move

Don Kaufman

Don Kaufman is options trader and educator. Former CBOE market maker, former Chief Derivatives Instructor at thinkorswim, and former Director of the Trader Group at TD Ameritrade. In 2015 he co-founded TheoTrade to teach traders how volatility, probability, and risk really work.

More about Don Kaufman

	Today
09.00	Don Kaufman \| Pre-Market Prep \| FREE SESSION 09.20 09.30 Don Kaufman \| Early volatility 09.20 10.30
09.30
10.00
10.30	Jeff Bierman \| Market structure 10.30 11.30
11.00	Jeff Bierman \| Market structure 10.30 11.30
11.30	Brandon Chapman \| Ghost Hour 11.30 12.30
12.00	Brandon Chapman \| Ghost Hour 11.30 12.30
12.30	Gianni Di Poce \| Macro overview 12.30 13.15 Elizabeth \| Price Action 13.15 14.00
13.00
13.30
14.00	Corey Rosenbloom \| Options tactics 14.00 15.00
14.30	Corey Rosenbloom \| Options tactics 14.00 15.00
15.00	Blake Young \| Market wrap 15.00 16.00
15.30	Blake Young \| Market wrap 15.00 16.00