Daily Summary — Aug 07, 2026
Summary Generated: 07 Aug 2026Risk-On
DERIV 2,990 · NORMALMACRO 3,821 · NORMALFUSED 3,406 · NORMAL
◉ Derivatives Volatility
Equity options · tactical execution signal
Measures short-term options volatility structure, correlation stress, and market breadth to identify tactical execution risk.
2,990RPM
REGIME · NORMAL
Top drivers:VIXEQ_VIX_SPREADP55+33.6%
◉ Macro Liquidity & Funding Stress
Rates · curve · FX · funding stress
Monitors cross-asset rate, curve, and FX plumbing dynamics to detect systemic liquidity freezes.
3,821RPM
REGIME · NORMAL
Top drivers:VIXEQ_VIX_SPREADP55+33.6%
Expiration Calendar · MONTHLY OPEX 08/21 (T-14) · VIX SETTLEMENT 08/19 (T-12)
Localized stress in FX Vol & Dispersion (FX_DISPERSION, JYVIX). Other asset-class buckets remain contained — treat as an early-warning window pending cross-asset confirmation.
Primary Focus: VIXEQ − VIX Dispersion Spread (VIXEQ_VIX_SPREAD) at P55 1Y with 1W Δ +2.07 pts — NORMAL regime.
Risk-On — Maintain standard VaR limits; dips are buyable in the absence of cross-asset confirmation.