Daily Summary — Aug 20, 2026
Summary Generated: 20 Aug 2026Neutral
DERIV 3,686 · NORMALMACRO 3,748 · NORMALFUSED 3,717 · NORMAL
◉ Derivatives Volatility
Equity options · tactical execution signal
Measures short-term options volatility structure, correlation stress, and market breadth to identify tactical execution risk.
3,686RPM
REGIME · NORMAL
Top drivers:VIX1DP50+62.0%
◉ Macro Liquidity & Funding Stress
Rates · curve · FX · funding stress
Monitors cross-asset rate, curve, and FX plumbing dynamics to detect systemic liquidity freezes.
3,748RPM
REGIME · NORMAL
Top drivers:NETNEWLOWSP60-119.3%
Expiration Calendar · MONTHLY OPEX 08/21 (T-1) · VIX SETTLEMENT 09/16 (T-27)
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 Net New 52W Highs−Lows (NETNEWLOWS) at P60 1Y with 1W Δ −204 pts — NORMAL regime.
Secondary Focus: 1-Day S&P 500 Volatility (VIX1D) at P50 1Y with 1W velocity +62.0% — NORMAL regime.
Neutral — Keep gross exposure near benchmark; only trim on further cross-asset confirmation.