Volatility Lens
VIX, compression, IV vs RV, risk regimes
VIX Bounced 5% on Tuesday — The Mechanical Crush Is Over and Structural Expansion Has Begun
Alpha Insights | Post 03 | Tuesday 9 June 2026 VIX Bounced 5% on Tuesday — The Mechanical Crush Is Over and Structural Expansion Has…
VIX Crashed 12% on Monday — The Fear Isn’t Gone, It Moved to the Term Structure
Alpha Insights | Post 03 | Monday 8 June 2026 VIX Crashed 12% on Monday — The Fear Isn’t Gone, It Moved to the Term…
VIX Jumps 19 Per Cent: What the Volatility Structure Is Saying Now
Alpha Insights | Post 03 | Friday 5 June 2026 VIX Jumps 19 Per Cent: What the Volatility Structure Is Saying Now The biggest single-day…
VIX at 15.25 Looks Calm. The 3-Month at 19.21 Tells a Different Story.
the daily read • Macro Foundations • 4 June 2026 VIX at 15.25 Looks Calm. The 3-Month at 19.21 Tells a Different Story. Spot volatility…
VIX Rising for Three Sessions, 7595-7600 Just Broke, and Options Flows Are Put-Dominated — Read This Before Thursday
Alpha Insights • Volatility Lens • 3 June 2026 VIX Rising for Three Sessions, 7595-7600 Just Broke, and Options Flows Are Put-Dominated — Read This…
VIX at 16 While Iran Threatens the Strait of Hormuz. Someone Is Pricing This Week Very Wrong.
Tuesday 2 June 2026 — Post 4 of 19 | Volatility Lens VIX at 16 While Iran Threatens the Strait of Hormuz. Someone Is Pricing…
VIX Falls to 15.32 on the Day US Bombs Iran. The Options Market Is Mispriced and Here Is the Evidence.
Monday 1 June 2026 — Post 4 of 4 | Volatility Lens VIX Falls to 15.32 on the Day US Bombs Iran. The Options Market…
VIX Jumped 6.78% on a 1.2% SPY Drop. The Vol Market Is Saying This Is Not Over.
Alpha Insights — Volatility Lens | 15 May 2026 VIX Jumped 6.78% on a 1.2% SPY Drop. The Vol Market Is Saying This Is Not…
VIX Falls to 17.26. CPI Delivered. Now Friday Expiry Runs the Volatility Clock.
Alpha Insights — Volatility Lens | 15 May 2026 VIX Falls to 17.26. CPI Delivered. Now Friday Expiry Runs the Volatility Clock. Yesterday VIX stood…
VIX Stalled. The Two-Session Decline Is Over. CPI Is Tomorrow and the Options Market Is Priced for a Move.
Alpha Insights — Volatility Lens | 14 May 2026 VIX Stalled. The Two-Session Decline Is Over. CPI Is Tomorrow and the Options Market Is Priced…