Daily Summary — Aug 13, 2026
Summary Generated: 13 Aug 2026Risk-On
DERIV 2,658 · NORMALMACRO 3,626 · NORMALFUSED 3,142 · NORMAL
◉ Derivatives Volatility
Equity options · tactical execution signal
Measures short-term options volatility structure, correlation stress, and market breadth to identify tactical execution risk.
2,658RPM
REGIME · NORMAL
Top drivers:NETNEWLOWSP94-756.5%
◉ Macro Liquidity & Funding Stress
Rates · curve · FX · funding stress
Monitors cross-asset rate, curve, and FX plumbing dynamics to detect systemic liquidity freezes.
3,626RPM
REGIME · NORMAL
Top drivers:FX_DISPERSIONP94+6.5%
Expiration Calendar · MONTHLY OPEX 08/21 (T-8) · VIX SETTLEMENT 08/19 (T-6)
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 P94 1Y with 1W Δ −312 pts — FRAGILE regime.
Secondary Focus: FX Carry vs. Broad G7 Divergence (FX_DISPERSION) at P94 1Y with 1W Δ +0.16 % — FRAGILE regime.
Risk-On — Maintain standard VaR limits; dips are buyable in the absence of cross-asset confirmation.