Closing S&P 500 and VIX on Each Date When the S&P 500 Hit A New All-Time High Today’s U.S. stock market looks a lot like the dot-com bubble of the late 1990s. Image: Goldman Sachs Global Investment Research
Volatility – VIX/MOVE Ratio The VIX/MOVE ratio is back to pre-COVID lows. Image: The Daily Shot
Volatility – VIX Could the VIX be ready to spike again? Image: Goldman Sachs Global Investment Research
VIX Index Spot Price The VIX has dropped below its long-term median. Image: Goldman Sachs Global Investment Research
VIX Non-Commercial Net Positioning Net shorts on the VIX remain elevated. Are speculators too complacent? Image: Real Investment Advice
Seasonality – Average VIX Level by Month Historically, the August-October period tends to see increased risk of VIX spikes. Image: Morgan Stanley Research
VIX Seasonal Composite Historically, August-October tends to see increased risk of VIX spikes. Image: Nautilus Research
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
Volatility – VIX and SKEW Index Could investor complacency evaporate this year? Image: Morgan Stanley Wealth Management
Seasonality – Average Daily Return for S&P 500 and Level for VIX Seasonality suggests that the S&P 500 tends to move lower with higher volatility over the next few months. Image: Topdown Charts