The CBOE Volatility Index and the S&P 500 fell yesterday, departing from their usually inverse correlation. The VIX futures were mixed. The volatility index was down 0.08 points to 16.29. It hit a ...

While the VIX index ended last week unch’d at 14.5%, there were notable changes underneath the index surface. Read more here.

Implied volatilities fell across asset classes last week as risk assets rebounded. SPX convexity premium (VIX minus SPX 1M ATM vol) came in further last week, ending the week at just 3.4 pts. The ...

The 20-day historical volatility (HV) has fallen below 6% for the first time in over a year This week, I’m examining two volatility measures on the S&P 500 Index (SPX). The 20-day historical ...

The SPX never broke below the Friday, Oct. 10 low during this VIX explosion “Will the cross below the SPX’s 30-day moving average trigger a sell signal as it did in July 2024 and this past February?