Vol Street Journal™ :: Episode 21
Episode 21 of the Vol Street Journal examines whether the recent volatility crush is losing momentum and its implications for equity markets. The host highlights an “undervixing” technical state, noting that implied volatility is unlikely to fall further unless individual stock volatility collapses. Key data points include the implied correlation index dropping from 42 to 13.5, a flat VIX futures curve, the MOVE Index returning below 80, modest gains in CME book depth, and tightening high‑yield and investment‑grade credit spreads.
Vol Street Journal™ :: Episode 20
Episode 20 of Vol Street Journal highlights emerging cracks in the war‑trade regime as market dynamics begin to stabilize despite heightened Iran tensions and a recent oil price surge. The host notes a decoupling of the S&P 500 and Treasury yields...
Vol Street Journal™ :: Episode 18
In Episode 18 of Vol Street Journal, the host highlights a tightening VIX curve, signaling heightened sensitivity to market moves. He notes an unusual flattening of the skew as put implied volatility fell even during a 120‑point market decline. The...
Iran in the Crosshairs: The Situation Three Weeks In…
The United States has successfully degraded Iran's ballistic missile and drone capabilities, hitting over 6,000 targets, but analysts believe much of the nuclear material remains undisclosed. Power in Tehran has shifted from the theocratic establishment to the Islamic Revolutionary Guard...
Vol Street Journal™ :: Episode 17
Episode 17 of the Vol Street Journal examines the "Art of the Tell" – subtle market signals that precede regime shifts. It highlights a VIX/VVIX divergence where the S&P 500 posted a lower low while volatility indices stayed subdued, and...
Vol Street Journal™ :: Episode 14
Episode 14 of the Vol Street Journal highlighted a resilient 6800 floor, with bulls repelling bearish pressure for the third time this year. The host noted a "non‑confirmation" as the VIX failed to post a higher high while equities made...
