Vol Street Journal™

Your unscheduled but mostly weekly deep dive into the volatility market. Brought to you by @vixedsignals.

[Vol Street Journal™ @volstreetj]

https://t.co/7MGsyMbJPW

$SPX $SPY $NDX $QQQ $RUT $IWM $DJX $DIA $VIX $VVIX $VX $VIXEQ

[Vol Street Journal™ @volstreetj]

This week’s @volstreetj episode reviews post-expiration VX curve dynamics, the impact of VIXEQ rolling over, and further tech earnings rejections. I also break down heavy index futures positioning and the MOVE index divergence against 10-year yields.

Link👇

[Vol Street Journal™ @volstreetj]

https://t.co/TDnaKeAgmm

$SPX $SPY $NDX $QQQ $RUT $IWM $DJX $DIA $VIX $VVIX $VX

[Vol Street Journal™ @volstreetj]

This week’s @volstreetj episode reviews market model degradation, a flattening VX curve, and rising mega-cap correlations. I break down the recent market rejection of strong corporate earnings and a historic dislocation between the DXY and crude oil.

Link👇

[Vol Street Journal™ @volstreetj]

https://t.co/OScdWv8g6t

$SPX $SPY $NDX $QQQ $RUT $IWM $DJX $DIA $VIX $VVIX $VX

[Vol Street Journal™ @volstreetj]

Are we priced for perfection? In this week's episode I revisit what the extreme level of dispersion in the S&P is telling us. I also dissect a noteworthy divergence between the HRV & EWS models, and how their outputs align with other mixed signals I'm tracking.

Link👇

[Vol Street Journal™ @volstreetj]

https://t.co/w19V0iutK5

$SPX $SPY $NDX $QQQ $RUT $IWM $DJX $DIA $VIX $VVIX $VX

[Vol Street Journal™ @volstreetj]

Compelling divergences are emerging in markets. In this week's episode, I break down the HRV model recovery vs an elevated EWS, one-month implied correlation hitting a 5-handle, chronic undervixing, the negative VRP, and shifts in the LQD/IEF ratio.

Link to episode👇

[Vol Street Journal™ @volstreetj]

https://t.co/DfVUortPqK

$SPX $SPY $NDX $QQQ $RUT $IWM $DJX $DIA $VIX $VVIX $VX

[Vol Street Journal™ @volstreetj]

Evidence points toward growing market vulnerability. In this week's episode, I break down stress accumulating in my market models, a flattening VIX futures curve, a compressed VRP, credit spreads widening, and crowded speculator positioning.

Link to episode👇

[Vol Street Journal™ @volstreetj]

https://t.co/D2Ir6amiov

$SPX $SPY $NDX $QQQ $RUT $IWM $DJX $DIA $VIX $VVIX $VX $BKX $SOX

[Vol Street Journal™ @volstreetj]

It was a short but eventful week in markets as equities and VOLs try to find their footing in an environment where macro headlines, the Fed, major IPOs, and significant expirations are all impacting flows.

Lots to explore in episode 30 of @volstreetj, link👇

[Vol Street Journal™ @volstreetj]

https://t.co/pdJ179tOgn

$SPX $SPY $NDX $QQQ $RUT $IWM $DJX $DIA $VIX $VVIX $VX $BKX $SOX

[Vol Street Journal™ @volstreetj]

A late-week recovery crushed VOLs, resetting the market's defensive cushion. In Ep. 29 of @volstreetj, I explore how the VX curve absorbed the sell-off, trajectory shifts in the HRV and EWS models, and what broadening sector rotation suggests for risk.

Link to episode👇

[Vol Street Journal™ @volstreetj]

https://t.co/nqjaYM39KW

[Vol Street Journal™ @volstreetj]

A Friday surge sent VIX to 21.50, shattering a month-long compression regime. In Ep. 28, I explore Friday's breakdown in market mechanics, spikes in COR1M and the EWS model, and what the flatter VX curve suggests for the risk environment.

Link to episode👇

[Vol Street Journal™ @volstreetj]

https://t.co/vuwgBz0Gry

$SPX $SPY $NDX $QQQ $RUT $IWM $DJX $DIA $VIX $VVIX $VX

[Vol Street Journal™ @volstreetj]

This week we analyze the health of the vol market & rotational mechanics, driven by active dispersion & historic correlation lows.

A deep dive into:
• COR1M at rare lows
• Market HRV in strong "risk on" mode
• Steep contango in VIX
• Single-stock variance

Link to video👇

[Vol Street Journal™ @volstreetj]

https://t.co/o3ERIjt7GU

[Vol Street Journal™ @volstreetj]

This week I examine market resilience & the VOL complex, breaking down why structural health continues to defy macro stressors.

• Market HRV framework
• VIX compression
• VX curve dynamics
• Volatility composition
• Index rotation
• A⤵️ in liquidity
Full deep-dive👇