Nasdaq 100 vs. Nasdaq VIX

Nasdaq 100 vs. Nasdaq VIX The implied volatility of the Nasdaq 100 decreases during the market sell off. Are investors buying the dip? Image: The Daily Shot

VIX vs. S&P 500

VIX vs. S&P 500 The VIX and the S&P 500 tend to move in opposite directions. As the VIX is raising, it is a warning signal for the recent market rally. Image: The Daily Shot

VIX Index Spot Price

VIX Index Spot Price The VIX has barely dropped during the most recent phase of the S&P 500 rally. Image: Goldman Sachs Global Investment Research

VIX vs. Global FX Volality Index

VIX vs. Global FX Volality Index More currency volatility on the horizon? The unknowns of the U.S. presidential election and the coronavirus pandemic could weigh on the U.S. dollar. Image: Bloomberg

Seasonality of Monthly Spikes in the VIX

Seasonality of Monthly Spikes in the VIX Historically, there are higher than average VIX spikes in August, September and October. Image: BofA Global Research

VIX vs. IG Credit Spread and S&P 500

VIX vs. IG Credit Spread and S&P 500 This chart shows that the VIX has realigned with the IG credit spread, but not with the S&P 500. Image: Deutsche Bank

VIX Futures Bump Around U.S. Election Day

VIX Futures Bump Around U.S. Election Day Compared with prior cycles, implied volatility for the period around the U.S. election is very high, mainly because of the coronavirus. Image: Goldman Sachs Global Investment Research

Volatility – S&P 500 Return vs. VIX

Volatility – S&P 500 Return vs. VIX Despite the market rally, the VIX remains high and suggests a regime of high volatility in the near term. Image: Goldman Sachs Global Investment Research