Weekly Recap

This Week in Volatility

Oct 5 – Oct 9, 2026 · Week 2026-W41

Highest Risk Score

60/100

Thursday, October 8

Largest Regime Shift

Stress → Calm

Friday, October 9

Biggest VIX Move

+1.57

Tuesday, October 6

Term structure evolution

Curve shifted from contango to steep contango.

Weekly interpretation

Across the week, the composite Risk Score averaged 43/100, with the highest print of 60 on Thursday, October 8. The most notable regime transition was from Stress to Calm on Friday, October 9. Curve shifted from contango to steep contango. This is interpretation of recent conditions, not a forecast.

What changed

Highest Risk Score printed 60 · Biggest VIX move +1.57 on Tuesday, October 6 · 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.