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?

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 ...

Long VIX Futures ETF outlook: persistent decay from VIX contango and 0DTE dominance. Read here for an analysis of UVIX ETF.

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

Sellers predominated for the fourth week in a row, as the S&P 500 Index (SPX – 5,638.94) broke below another layer of potential support and the CBOE Volatility Index (VIX – 21.77) pushed above prior ...

・Earlier in 2025, the VIX Index reached its highest daily close since the COVID-19 pandemic at 52.33 on April 8 after U.S. President Donald Trump launched his ‘Liberation Day’ tariffs. ・Several ...