Welcome to Episode 43 of Vol Street Journal™!
This week’s episode spends extra time on market mechanics. It looks at how rotation among the mega-caps and the major indices kept the volatility market calm through a choppy back half of the week. Topics covered:
- HRV and EWS models: both back in healthy territory as Treasury stress eases
- VIX futures term structure: October VX slowly converging on spot VIX
- Wednesday through Friday, session by session: Apple holding the line, the OpenAI headline, and the Dow and Russell taking over
- Realized and implied correlations: why low co-movement is keeping index vol in check
- Treasuries and credit: the MOVE index off its highs, spreads stabilizing, and crowded positioning in TLT calls and Russell shorts
Here we go!
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