27 Jun 2024
Major divergence spotted:
The VIX has been trending higher since mid-May. But even the SP500 has been moving higher. This is an anomaly. Source: Game of Trades
25 Jun 2024
Wow. The average S&P500 stock has been on average 4.5x as volatile as the broader index!
Chart: Goldman Sachs Source: Markets & Mayhem
24 Jun 2024
History shows an average 25% increase in volatility from July-Nov of election years...
Mike Zaccardi, CFA, CMT, BofA
4 Jun 2024
Low-volatility regimes can last longer than you think.
Source: Mark Ungewitter
23 May 2024
The return of volatility
Source: Bloomberg
22 May 2024
The death of volatility? VIX, VXN and VXTLT are all printing new recent lows, hitting levels not seen in years.
Source: Bloomberg, The Market Ear
10 May 2024
NO FEAR... CBOE Volatility Index $VIX closed at its lowest level since January 23!
Source: barchart
7 May 2024
$VVIX just made its lowest close in about 8 years
What is the Cboe VVIX Index? Volatility is often called a new asset class, and every asset class deserves its own volatility index. The Cboe VVIX IndexSM represents the expected volatility of the VIX®. VVIX derives the expected 30-day volatility of VIX by applying the VIX algorithm to VIX options. Source: Swordfishvegetable
