Vol Compression Trio Fear Disarms
Vol Compression Trio Fear Disarms
Market Signal
The volatility complex disarmed in one session: VIXY closed down 12.25% over seven days, tripping the midterm-window fear-disarms trigger, while the desk's volatility gauges flipped to calm and vol-compressed the same evening. Fear leaving a consolidating tape reads two ways — a turn-tell arming, or melt-up complacency — and the deciding evidence is still missing.
Related
9 events DateTypeEvent
Aug 6 TweetThe Kobeissi Letter — record 4.0M S&P 500 call volume as put/call skew posts its biggest two-day drop since 2017 Aug 8 ScanMarket Pulse — Macro Dashboard Jul 31 ScanMarket Pulse — Macro Dashboard Jul 28 ScanMarket Pulse — Macro Dashboard Aug 14 ScanMarket Pulse — Macro Dashboard Jul 25 ScanMarket Pulse — Macro Dashboard Jul 17 ScanMarket Pulse — Macro Dashboard Jul 11 ScanMarket Pulse — Macro Dashboard Jul 7 ScanMarket Pulse — Macro Dashboard No direct external sources are attached to this read.