Category: Volatility Lens
VIX, compression, IV vs RV, risk regimes
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…
VIX Falls Two Sessions, VVIX Still Nervous
Alpha Insights — Volatility Lens | 13 May 2026 VIX Falls Two Sessions in a Row, but VVIX at 97.76 Says the Options Market Is…
VIX 18.38 With VVIX Near 100: The Term Structure Is Telling You Smart Money Is Hedging
VIX 18.38 With VVIX Near 100: The Term Structure Is Telling You Smart Money Is Hedging — Tuesday 12 May 2026 Volatility Lens | Tuesday…
VIX at 17.19 From a 21-Day Range of 16.99 to 108.86. That Compression Tells You Everything.
VIX at 17.19 From a 21-Day Range of 16.99 to 108.86. That Compression Tells You Everything. Volatility Lens | Sunday 10 May 2026 Three weeks…
VIX at the 27th Percentile While the Gulf Burns: The Vol Market’s Dangerous Calm
VIX at the 27th Percentile While the Gulf Burns: The Vol Market’s Dangerous Calm VIX at the 27th Percentile While the Gulf Burns: The Vol…
VIX Held 17 at an All-Time High: What the Vol Market Is Refusing to Believe
VIX Held 17 at an All-Time High: What the Vol Market Is Refusing to Believe Volatility Lens · 7 May 2026 VIX Held 17 at…