Daily Market Report
A curated daily report: today’s biggest up-moves in volatility and biggest moves in skew over the
liquid options universe (reliably adjusted and cleaned for liquidity and outliers via the anomaly
universe), plus the top net-premium flow, the market tide, and the day’s catalysts. One call for
the whole digest. Defaults to the last market day; pass date for a point-in-time report.
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Response
A curated daily market report: the biggest up-moves in volatility and biggest moves in skew over the liquid options universe (liquidity- and outlier-adjusted via the anomaly universe), the top net-premium flow, the market tide, and the day's catalysts. One call for the whole digest.
The day's high-signal catalysts — macro (econ/FOMC/CPI, market/OPEX) first, then FDA decisions, then optionable ≥$1B earnings ranked by expected move (blended with size), plus guidance, investor days, splits, IPOs and halts. Each entry carries an impact string (earnings expected move ±X%, FDA decision, econ forecast). Low-signal ex-dividends and analyst notes are excluded.
