Welcome to Episode 25 of Vol Street Journal™!
This week’s episode examines the underlying market mechanics and volatility dynamics that kept equities stable through a mixed week of single-stock pullbacks and geopolitical headlines. I look at the specific rotational forces operating at and underneath the indices and break down why the volatility complex is refusing to price in broader market panic.
Topics covered:
- Cross-index rotational mechanics between the Dow, Russell, S&P 500, and Nasdaq
- Mega-cap leadership shifts and the single-stock volatility burden
- The VIX/VVIX correlation drop and June futures term structure premiums
- Treasury market dynamics and the changing correlation between the 10-year yield and the MOVE Index
- Diverging credit market indicators and a 10-day tactical credit decay signal
Watch the episode for the full data review and charts.
Here we go!
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