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Week of 10/19/2026: Scramble for Downside Hedges Fuels VIX Surge Ahead of MegaCap Earnings

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Implied volatilities were mixed across major asset classes last week as hotter-than-expected September CPI and PPI reports revived Fed rate-hike fears and collided with mounting worries about debt-funded AI spending. Learn more in this week's Macro Volatility Digest.

Macro Volatility Digest

Week of 10/12/2026: Volatilities Fall on Oil/Yield Reprieve as the S&P Rallies Into Earnings Season

Macro Volatility Digest

Week of 9/21/2026: Oil-Rates Correlation Jumps to a 35-Year High

Macro Volatility Digest

Week of 9/14/2026: Macro Uncertainty Fuels Hedging Demand Ahead of FOMC

Macro Volatility Digest

Week of 8/31/2026: Equity Volatility Falls to Near a 1-Year Low Post Jackson Hole

Macro Volatility Digest

Week of 8/24/2026: Cross-Asset Volatilities Rise as Treasury Endeavors to Avert Yield Contagion

Macro Volatility Digest

Week of 8/17/2026: Volatility/Convexity Premia Fall to Lowest YTD Levels on Benign Inflation Data

Macro Volatility Digest

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

Macro Volatility Digest

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

Macro Volatility Digest

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

Macro Volatility Digest

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

Volatility Insights

Crossed Wires: Separating Perception From Reality

Macro Volatility Digest

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

Macro Volatility Digest

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

Volatility Insights

Beyond ETFs: How Derivatives & Tokenization Are Reshaping Crypto

Macro Volatility Digest

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

Macro Volatility Digest

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

Macro Volatility Digest

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

Macro Volatility Digest

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

Macro Volatility Digest

Week of 6/1/2026: Single Stock Volatility Jumps to a Record vs. the VIX® Index

Macro Volatility Digest

Week of 5/18/2026: Index Hedging Jumps, But Stock Optimism Persists

Macro Volatility Digest

Week of 5/11/2026: Upside Chasing in Tech Stocks Surges to Covid Extremes

Macro Volatility Digest

Week of 5/4/2026: SPX® Realized Skew Inverts as Traders Focus on Right Tail

Macro Volatility Digest

“Spot Up, 'VIX' Up” as Investors Hedge Record Highs in US Equities

Volatility Insights

Small Caps, Big Momentum: The Rise of 0DTE Trading in Russell 2000® Index & ETF Options