Daily Summary — May 25, 2026
Summary Generated: 25 May 2026Neutral
DERIV 4,014 · NORMALMACRO 4,084 · NORMALFUSED 4,084 · NORMAL
◉ Derivatives Volatility
Equity options · tactical execution signal
Measures short-term options volatility structure, correlation stress, and market breadth to identify tactical execution risk.
4,014RPM
REGIME · NORMAL
Top drivers:VIXEQP67+34.8%
◉ Macro Liquidity & Funding Stress
Rates · curve · FX · funding stress
Monitors cross-asset rate, curve, and FX plumbing dynamics to detect systemic liquidity freezes.
4,084RPM
REGIME · NORMAL
Top drivers:NETNEWLOWSP80+34.3%
Expiration Calendar · MONTHLY OPEX 06/19 (T-25) · VIX SETTLEMENT 06/17 (T-23) · QUAD WITCHING
Cross-asset volatility remains suppressed across the tape in Subdued/Elevated territory. Credit spreads, FX vol, and rates plumbing are calm, indicating no immediate systemic contagion.
Primary Focus: NYSE+Nasdaq Cumulative Net New 52W Lows (NETNEWLOWS) at P80 1Y with 1W velocity +34.3% — FRAGILE regime.
Secondary Focus: S&P 500 Equal-Weight Realized Vol (30D) (VIXEQ) at P67 1Y with 1W velocity +34.8% — ELEVATED regime.
Neutral — Keep gross exposure near benchmark; only trim on further cross-asset confirmation.