VIX Seasonal Composite

VIX Seasonal Composite Historically, August-October tends to see increased risk of VIX spikes. Image: Nautilus Research

S&P 500 and VIX

S&P 500 and VIX The simultaneous rise in the VIX and the S&P 500 is unusual and a red flag. Image: BofA Global Research

VIX and Macro Variables

VIX and Macro Variables VIX is currently in line with macro variables. Image: Goldman Sachs Global Investment Research

S&P 500 and 3-Month VIX Relative to VIX (VIX3M/VIX)

S&P 500 and 3-Month VIX Relative to VIX (VIX3M/VIX) The 3-month VIX relative to VIX (VIX3M/VIX) now shows a bearish divergence, which tends to be a bearish signal for the S&P 500. Image: BofA Global Research