· EZU -0.3%, EMXC -1.9%, EWJ -0.6%, EWU +0.6%, FXI -1.2% · USO +2.8%, DBA -0.3%, CPER +0.1%, GLD -0.2%, SLV -0.8% · SHY +0.1%, TLT +0.1%, IGOV +0.2%
⚠ Upcoming Capital Movements
-
Monthly OPEX (October 16, 2026 - Today):
Standard monthly options expiration. Triggers dealer gamma hedging flows (vanna/charm) which can unpin markets after expiration.
-
VIX Expiration (October 21, 2026 - in 5 days):
VIX futures and options expire. Often drives mechanical hedging flows and morning volatility.
Volatility Alerts (≥1.0σ True Range)
Assets experiencing unusually wide trading range comparedto log-normal historical baseline.
1-Day Horizon
| Ticker |
Range |
△1d |
Z-Score |
|
KRWUSD
|
1.5% |
+0.8% |
+1.4σ |
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
EMXC
|
7.5% |
-6.8% |
+1.9σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
MXNUSD
|
8.1% |
-6.9% |
+1.4σ |
|
EMXC
|
11.9% |
-7.0% |
+1.1σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
147.5% |
+138.5% |
+2.0σ |
|
SLV
|
163.4% |
+4.8% |
+1.3σ |
|
EMXC
|
60.0% |
+34.6% |
+1.3σ |
Friday, Oct 16
-
Industrial Production (Today's Print):
Actual: 0.7% MoM vs Consensus: 0.4% MoM —
Headline output beat expectations driven by a 3.5% spike in utility demand, while core factory output rose a modest 0.3% and capacity utilization improved to 76.9%.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
763.23 |
-1.1% |
-2.0% |
0% |
16% |
| ■ QQQ |
709.80 |
-2.5% |
-5.5% |
-2% |
19% |
| ■ IWM |
270.43 |
-1.7% |
-3.1% |
-5% |
11% |
| ■ RSP |
214.09 |
-0.4% |
0.5% |
1% |
16% |
| ■ IJR |
135.93 |
-0.9% |
-1.1% |
-2% |
16% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
65.83 |
-0.3% |
-0.1% |
-3% |
8% |
| ■ EMXC |
92.27 |
-1.9% |
-6.8% |
-7% |
35% |
| ■ EWJ |
94.88 |
-0.6% |
-3.1% |
-2% |
21% |
| ■ EWU |
48.02 |
0.6% |
3.2% |
2% |
18% |
| ■ FXI |
33.85 |
-1.2% |
-1.1% |
-1% |
-14% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
161.75 |
2.8% |
9.1% |
5% |
139% |
| ■ DBA |
28.22 |
-0.3% |
-0.4% |
0% |
9% |
| ■ CPER |
39.51 |
0.1% |
-2.0% |
-2% |
28% |
| ■ GLD |
382.04 |
-0.2% |
-0.7% |
-5% |
-4% |
| ■ SLV |
51.51 |
-0.8% |
-6.0% |
-14% |
5% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.36 |
0.1% |
0.2% |
0% |
1% |
| ■ TLT |
80.05 |
0.1% |
2.7% |
-1% |
-9% |
| ■ IGOV |
40.05 |
0.2% |
0.8% |
-1% |
-5% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
81,611.00 |
-0.9% |
-1.2% |
1% |
-25% |
| ■ ETH-USD |
2,446.46 |
-0.5% |
-1.6% |
-7% |
-37% |
| ■ DOGE-USD |
0.0812 |
-0.4% |
-4.0% |
-8% |
-57% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.12 |
0.3% |
0.4% |
-2% |
-4% |
| ■ GBPUSD |
1.33 |
0.6% |
0.8% |
-1% |
-1% |
| ■ SEKUSD |
0.1009 |
0.5% |
0.9% |
-1% |
-5% |
| ■ NOKUSD |
0.1061 |
0.7% |
1.6% |
-0% |
7% |
| ■ CHFUSD |
1.21 |
0.5% |
1.0% |
-0% |
-4% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063300 |
-0.2% |
0.3% |
-1% |
-5% |
| ■ KRWUSD |
0.0007494 |
0.8% |
0.5% |
4% |
6% |
| ■ TWDUSD |
0.0308 |
-0.1% |
-1.6% |
-2% |
-6% |
| ■ CNYUSD |
0.1496 |
0.1% |
-0.1% |
0% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7072 |
0.5% |
1.0% |
-1% |
-1% |
| ■ AUDUSD |
0.6948 |
0.7% |
-0.4% |
-3% |
7% |
| ■ NZDUSD |
0.5654 |
0.9% |
0.8% |
-1% |
-1% |
| ■ MXNUSD |
0.0541 |
0.3% |
-1.3% |
-7% |
-0% |
Technicals
This chart shows the percent of the S&P 500 over 50 and 200 day simple moving averages — an indication of breadth. This is a test view and may change; feedback is welcome.
200d MA Crossovers
Stocks Crossing Above 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Drawdown |
Industry |
P/OI |
5Y Avg |
| CSGP |
COSTAR GROUP, INC. |
377 |
40.7% |
real estate services |
58.4 |
50.0 |
| PAHC |
PHIBRO ANIMAL HEALTH CORP |
162 |
37.5% |
pharmaceuticals |
7.9 |
9.0 |
| IDXX |
IDEXX LABORATORIES INC /DE |
65 |
10.9% |
health care equipment |
30.3 |
37.5 |
| CHH |
CHOICE HOTELS INTERNATIONAL INC /DE |
48 |
10.2% |
hotels, resorts & cruise lines |
12.0 |
13.0 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| MAN |
ManpowerGroup Inc. |
142 |
73.4% |
human resource & employment services |
6.1 |
8.7 |
| SNX |
TD SYNNEX CORP |
209 |
57.9% |
technology distributors |
11.0 |
8.8 |
| CSCO |
CISCO SYSTEMS, INC. |
532 |
53.6% |
communications equipment |
28.3 |
18.0 |
| RHI |
ROBERT HALF INC. |
149 |
50.7% |
human resource & employment services |
281.2 |
20.7 |
| MDB |
MongoDB, Inc. |
79 |
49.5% |
None |
|
|
| SMTC |
SEMTECH CORP |
78 |
47.8% |
semiconductors |
133.7 |
38.7 |
| AMCX |
AMC Global Media Inc. |
156 |
41.2% |
None |
5.3 |
5.0 |
| SMCI |
Super Micro Computer, Inc. |
70 |
37.0% |
technology hardware, storage & peripherals |
7.5 |
21.2 |
| CZR |
Caesars Entertainment, Inc. |
232 |
24.9% |
casinos & gaming |
2.9 |
3.7 |
| WCC |
WESCO INTERNATIONAL INC |
78 |
18.2% |
trading companies & distributors |
11.6 |
7.1 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| FOXF |
FOX FACTORY HOLDING CORP |
automotive parts & equipment |
23.3% |
-13.3% |
+6.3σ |
| CHRW |
C. H. ROBINSON WORLDWIDE, INC. |
air freight & logistics |
10.1% |
-3.0% |
+3.9σ |
| TRV |
TRAVELERS COMPANIES, INC. |
property & casualty insurance |
5.3% |
+1.4% |
+3.3σ |
| AZTA |
Azenta, Inc. |
life sciences tools & services |
13.1% |
-6.7% |
+3.2σ |
| CMS |
CMS ENERGY CORP |
multi-utilities |
4.3% |
+2.6% |
+3.1σ |
| FIVN |
Five9, Inc. |
application software |
13.7% |
-8.2% |
+3.0σ |
| MSGS |
Madison Square Garden Sports Corp. |
movies & entertainment |
6.0% |
-2.1% |
+2.8σ |
| TWLO |
TWILIO INC |
systems software |
13.2% |
-10.6% |
+2.7σ |
| PANW |
Palo Alto Networks Inc |
systems software |
9.2% |
-7.6% |
+2.6σ |
| SDGR |
Schrodinger, Inc. |
health care services |
13.8% |
-11.3% |
+2.5σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
65.4% |
-32.3% |
+6.0σ |
| FUN |
Six Flags Entertainment Corporation/NEW |
leisure facilities |
49.1% |
-29.0% |
+5.5σ |
| PDFS |
PDF SOLUTIONS INC |
semiconductor materials & equipment |
40.2% |
-27.9% |
+4.5σ |
| HPE |
Hewlett Packard Enterprise Co |
technology hardware, storage & peripherals |
33.6% |
-24.9% |
+4.0σ |
| COHU |
COHU INC |
semiconductor materials & equipment |
35.6% |
-25.5% |
+3.9σ |
| MAN |
ManpowerGroup Inc. |
human resource & employment services |
27.4% |
-21.4% |
+3.7σ |
| FLEX |
FLEX LTD. |
electronic manufacturing services |
32.9% |
-24.5% |
+3.7σ |
| VIAV |
VIAVI SOLUTIONS INC. |
communications equipment |
35.7% |
-26.3% |
+3.6σ |
| CIEN |
CIENA CORP |
communications equipment |
35.0% |
-25.9% |
+3.3σ |
| MTSI |
MACOM Technology Solutions Holdings, Inc. |
semiconductors |
28.4% |
-20.5% |
+3.2σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
600.7% |
-84.0% |
+10.1σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
71.5% |
-37.1% |
+4.7σ |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
110.2% |
-44.0% |
+4.6σ |
| PTC |
PTC INC. |
application software |
46.7% |
+42.0% |
+4.2σ |
| GEN |
Gen Digital Inc. |
systems software |
45.5% |
-16.7% |
+3.7σ |
| FICO |
FAIR ISAAC CORP |
application software |
65.2% |
-18.8% |
+3.7σ |
| UNIT |
Uniti Group Inc. |
alternative carriers |
76.2% |
-40.7% |
+3.5σ |
| DFH |
Dream Finders Homes, Inc. |
homebuilding |
66.7% |
-22.3% |
+3.3σ |
| CBRL |
CRACKER BARREL OLD COUNTRY STORE, INC |
restaurants |
59.1% |
+59.1% |
+3.3σ |
| MRP |
Millrose Properties, Inc. |
single-family residential reits |
38.0% |
-22.1% |
+3.2σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
674.9% |
-78.8% |
+10.0σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
328.7% |
-75.7% |
+5.8σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
125.2% |
-39.1% |
+4.8σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
219.1% |
-51.7% |
+4.5σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
822.1% |
-88.2% |
+3.7σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
201.0% |
+166.6% |
+3.7σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
107.0% |
-27.4% |
+3.7σ |
| KLAC |
KLA CORP |
semiconductor materials & equipment |
1,366.9% |
-84.9% |
+3.7σ |
| WD |
Walker & Dunlop, Inc. |
commercial & residential mortgage finance |
178.1% |
-58.5% |
+3.6σ |
| WHR |
WHIRLPOOL CORP /DE/ |
household appliances |
239.0% |
-60.3% |
+3.6σ |
About the Price Report
Goal: Convey trends in prices across select asset classes. Data related to valuations, yields, and macro are treated in separate reports.
Coming Soon: Technical & Momentum Indicators. If you see a chart or metric you think would be useful here, send it to Justin.
This report is generated daily and sent to subscribers either daily or weekly.
