1 Feb 2024
A Trader bought 50,000 CBOE Volatility Index $VIX April expiry 50 strike calls for $0.21 which is a total premium of just over $1 million.
Source: Barchart
25 Jan 2024
Average 3-month ATM implied volatility (max/min range since 2008)
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18 Jan 2024
CBOE Volatility Index $VIX jumps to highest level in more than 2 months
Source: Barchart
4 Jan 2024
The volatility index, $VIX, is up 14% to kick off the first trading day of 2024. This puts the $VIX on track for its biggest daily jump since October 13th
Source: The Kobeissi Letter
13 Dec 2023
The $VIX currently stands at 12.07, its lowest close since November 2019
Soruce: Charlie Bilello
6 Dec 2023
Record Low: Equity/Bonds Volatility Ratio Hits Unprecedented Levels!
The divergence between two widely recognized measures of volatility, the VIX index for Equity and the MOVE index for Rates, continues to be stark. In the U.S., equity volatility has reached new lows for 2023, while volatility in U.S. Treasuries remains persistently high. Calculating the ratio between the VIX and MOVE indexes reveals a significant trend—the lowest point since 1994/1995! Anticipate dynamic shifts in 2024! 📈 #MarketTrends #VolatilityAnalysis #Outlook2024
4 Dec 2023
Some investors are worried about VIX index being too low, i.e markets are too complacent
The chart below is a good reminder that a "low VIX" is a normal part of bull markets. Investors seem to always forget this. Source: Mark Ungewitter, Ryan Detrick
24 Nov 2023
Below the average 3-month ATM implied volatility (max/min range since 2008)
Source: TME, GS
