Newsletter
The week,
in volatility.
Options market analysis, volatility readings and platform updates, written from the desk. Every past issue is here in full.
8Issues
WeeklyCadence
Vol onlyImplied against realised, every issue
Every issue
Newest first,
dated.
Each issue opens on its own page with the charts it shipped with.
This Week in Vol: Macro and Earnings
Producer prices near 5 percent against consumer prices in the mid 3s, two inflation prints and an FOMC inside ten days, and SPY vol in its 7th percentile.
September 6, 2026
This Week in Vol: A Hike, Half Priced
The new chair recommitted to 2 percent, the front end added a hike, and equity vol closed at a two week low. HPE goes in Wednesday at 1.56 times.
August 30, 2026
This Week in Vol: Two Sessions of Relief
Treasury's buyback bought two days. NVDA Wednesday, META's flat curve, and why IBIT's 1.4 beta understates it.
August 23, 2026
This Week in Vol: The Retail Week
Earnings season ends with big moves the index refuses to notice. Retail reports this week, the VIX closed at 14.25, and six of the nine names in last week's table moved more than options implied.
August 16, 2026
This Week in Vol — August 9, 2026
VIX closed the week at 14.90 while PLTR, SHOP and ABNB blew through their implied moves. The scorecard, this week’s slate, and why skew percentile matters.
August 9, 2026
This Week in Vol — August 2, 2026
VIX closed under 16 and the term structure is in clean contango, apart from one kink on Friday's jobs report. 261 names report earnings this week, and the biggest of them, PLTR, DIS, LLY and SHOP, are all priced below their own realized earnings history.
August 2, 2026
This Week in Vol — July 26, 2026
VIX is flat at 18.58, but the week is a staircase: the Fed Wednesday at 2, MSFT and META after that close, AAPL and AMZN Thursday, XOM Friday — and Friday's expiration trades over the end of August.
July 26, 2026
This Week in Vol — July 20, 2026
First edition: SPY's vol premium is thin, 1,153 names sit at IV extremes, and this week's straddles trade up to 80% over realized.
July 20, 2026
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