Week of 8/17/2026: Volatility/Convexity Premia Fall to Lowest YTD Levels on Benign Inflation Data
By Ed Tom
Cross-asset implied volatilities declined across the board on the back of a run of “goldilocks” inflation prints (soft CPI, flat PPI) that has reinforced hopes the Fed is done hiking. Learn more in this week's Macro Volatility Digest.





