Cem Karsan, better known as Kai Volatility, has been predicting summer volatility dynamics for two years running. He calls it the Summer of George. And he thinks 2026 is setting up to be the most extreme version yet. The reason is structural. Structured products tied to covered call strategies have exploded from $500 billion to $2.5 trillion in just four years. Every options expiration is now the biggest one ever. When that much passive flow compresses index volatility, single stocks do not calm down. They get more volatile. Sectors rip. Rotation becomes violent. The index looks quiet while everything underneath it is on fire. Helpful links: tastylive: tastylive.com Get Tom's pre-market analysis every morning: tastylive.com/newsletters FREE Options Strategy Guide: tinyurl.com/bp9ms763 Follow tastylive on X: x.com/tastyliveshow CHAPTERS: 00:00 The Super Bowl of Events: Nvidia, Vol Expiration, Bonds 00:42 Summer of George: What It Is and Why It Matters in...