Weekly Recap

This Week in Volatility

Aug 24 – Aug 28, 2026 · Week 2026-W35

Highest Risk Score

74/100

Wednesday, August 26

Largest Regime Shift

Stress → Calm

Thursday, August 27

Biggest VIX Move

+1.57

Thursday, August 27

Term structure evolution

Curve shifted from contango to steep contango.

Weekly interpretation

Across the week, the composite Risk Score averaged 58/100, with the highest print of 74 on Wednesday, August 26. The most notable regime transition was from Stress to Calm on Thursday, August 27. Curve shifted from contango to steep contango. This is interpretation of recent conditions, not a forecast.

What changed

Highest Risk Score printed 74 · Biggest VIX move +1.57 on Thursday, August 27 · Curve shifted from contango to steep contango.

What to watch

Monitor whether the elevated composite normalises or whether breadth, skew and credit continue to lean defensive.

Days this week

The Weekly Recap interprets what happened across the volatility complex this week. It does not provide investment advice or predict future market direction.

Market intelligence tool only — all trading decisions and associated risks remain the responsibility of the user.