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Cboe Research Hub
Access high-quality financial research from Cboe on the Finvaulta platform. This hub features 3 expert reports, including the Macro Volatility Digest, providing deep insights into market volatility and institutional-grade analysis.
3 reports available
Macro Volatility Digest
Cboe reports a record divergence between single stock and index volatility, with the VIXEQ-VIX spread hitting 29 points as idiosyncratic risks dominate. Concurrently, equity-bond correlations have collapsed to record lows, challenging traditional portfolio diversification.
Macro Volatility Digest
Volatility increased globally as the US 10-year yield hit 4.6%, driving defensive hedging in indices like the Russell 2000 while single-stock call buying remains at 'meme stock' era extremes.
Macro Volatility Digest
Retail call buying in mega-cap technology stocks has surged to 2021-era extremes, driving a wedge between muted index volatility and elevated single-stock volatility. Meanwhile, cross-asset correlations are shifting, with gold trading as a risk asset and oil volatility remaining historically rich.
All reports
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Macro Volatility Digest
Cboe · Jun 1, 2026
Macro Volatility Digest
Cboe · May 18, 2026
Macro Volatility Digest
Cboe · May 11, 2026