Daily Summary — Aug 21, 2026
Summary Generated: 21 Aug 2026Risk-On
DERIV 2,943 · NORMALMACRO 3,760 · NORMALFUSED 3,352 · NORMAL
◉ Derivatives Volatility
Equity options · tactical execution signal
Measures short-term options volatility structure, correlation stress, and market breadth to identify tactical execution risk.
2,943RPM
REGIME · NORMAL
Top drivers:VIX1DP37+37.7%
◉ Macro Liquidity & Funding Stress
Rates · curve · FX · funding stress
Monitors cross-asset rate, curve, and FX plumbing dynamics to detect systemic liquidity freezes.
3,760RPM
REGIME · NORMAL
Top drivers:NETNEWLOWSP57-88.9%
Expiration Calendar · MONTHLY OPEX 08/21 (T-0) · VIX SETTLEMENT 09/16 (T-26)
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 P57 1Y with 1W Δ −329 pts — NORMAL regime.
Secondary Focus: 1-Day S&P 500 Volatility (VIX1D) at P37 1Y with 1W velocity +37.7% — NORMAL regime.
Risk-On — Maintain standard VaR limits; dips are buyable in the absence of cross-asset confirmation.