Vol Street Journal™ :: Episode 23
The latest Vol Street Journal episode highlights a transition to a constructive volatility regime, noting the normalization of the variance risk premium and new structural cushions in the VIX futures curve. It examines the intraday split between the VIX and VVIX, emphasizing the 95‑point threshold as a stress marker. The show also reports that 30‑day SPX realized volatility slipped below 12% for the first time in weeks, while the MOVE index rose as rates‑market volatility re‑emerged.
Vol Street Journal™ :: Episode 22
Episode 22 of Vol Street Journal examines the structural shift in market volatility as the VIX settles into a teenage range. The host discusses the improving VIX futures term structure, the breakdown of VIX “ceilings, floors, and pivot points,” and...
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...
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...