Weekly Recap

This Week in Volatility

Jul 6 – Jul 10, 2026 · Week 2026-W28

Highest Risk Score

64/100

Wednesday, July 8

Largest Regime Shift

Stress → Elevated

Thursday, July 9

Biggest VIX Move

+1.71

Friday, July 10

Term structure evolution

Curve shifted from flattening to contango.

Weekly interpretation

Across the week, the composite Risk Score averaged 45/100, with the highest print of 64 on Wednesday, July 8. The most notable regime transition was from Stress to Elevated on Thursday, July 9. Curve shifted from flattening to contango. This is interpretation of recent conditions, not a forecast.

What changed

Highest Risk Score printed 64 · Biggest VIX move +1.71 on Friday, July 10 · Curve shifted from flattening to 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.