Macro Volatility Digest

Week of 8/10/2026: SPX® Skew Collapses on Upside Chasing

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Implied volatilities declined across asset classes last week after weaker US economic data boosted expectations of a Fed hold at the next meeting. Learn more in this week's Macro Volatility Digest.

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Week of 7/20/2026: Hedging Demand Spikes Amid AI-Driven Market Rotation

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Week of 7/13/2026: DSPX Index Jumps to 6-Year High Ahead of Earnings

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Week of 7/6/2026: Stock Dispersion Jumps as the Equity Rally Broadens

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Week of 6/29/2026: Volatility Traders Position for Long Convexity on Global Tech Consolidation

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Week of 6/22/2026: Cross-Asset Volatilities Decline as Traders Pivot Away from Hawkish Fed

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Week of 6/15/2026: Cross-Asset Volatilities Normalize as Geopolitical Risk Premia Dissipates

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Macro Volatility Digest

Week of 8/10/2026: SPX® Skew Collapses on Upside Chasing

Week of 8/3/2026: The Fed Holds, But Bond Volatility Breaks Higher

Week of 7/27/2026: Retail Stays Bullish on Hyperscalers Ahead of Earnings

Week of 7/20/2026: Hedging Demand Spikes Amid AI-Driven Market Rotation

Week of 7/13/2026: DSPX Index Jumps to 6-Year High Ahead of Earnings

Week of 7/6/2026: Stock Dispersion Jumps as the Equity Rally Broadens

Week of 6/29/2026: Volatility Traders Position for Long Convexity on Global Tech Consolidation

Week of 6/22/2026: Cross-Asset Volatilities Decline as Traders Pivot Away from Hawkish Fed

Week of 6/15/2026: Cross-Asset Volatilities Normalize as Geopolitical Risk Premia Dissipates

Week of 6/8/2026: Downside Risks Rise as Tech Volatility Spikes