Search Results for: volatility

VIX – Volatility Indexes The current low volatility environment is likely temporary, presenting an opportunity to capitalize on inexpensive volatility levels to protect equity positions. Image: Bloomberg

Bond Volatility – MOVE Index The recent decline in U.S. rates volatility, as shown by the MOVE index, is like finding a calm sea after a storm—great news for both the bond market and the broader economy. Image: The Daily Shot

VIX – Volatility Index While the current low VIX suggests investors are feeling as calm as a cat in a sunbeam, it also serves as a warning about potential future volatility if market conditions shift unexpectedly. Image: Morgan Stanley Wealth Management

Stock Market Concentration and Volatility When equity markets become concentrated, they get a little too excited—like kids in a candy store! Image: Goldman Sachs Global Investment Research

Volatility – U.S. Options Expiration The expiration of $2.9tn in options notional may lead to increased market volatility and price movements, driven by heightened trading activity, shifts in trader sentiment, and the mechanics in option exercise and settlement. Image: Goldman Sachs Global Investment Research

Equity, Bond, FX and Oil Volatility Premiums Volatility premiums have significantly declined across asset classes after the U.S. elections. As election results become known, market uncertainty diminishes, leading to lower volatility premiums and increased stability. Image: Deutsche Bank Asset Allocation

MOVE – U.S. Treasury Volatility Index The MOVE index, which measures implied volatility in U.S. Treasury options, has surged to its highest level since January 2024, signaling potential shifts in broader financial markets. Image: Bloomberg

VIX Index and S&P 500 Realized Volatility The spread between the VIX and the S&P 10-day realized volatility, when in the 98th percentile, may signal a potential opportunity for U.S. stocks to rally towards the end of the year. Image: BofA Global Research

S&P 500 Volatility The concentration of large-cap stocks has significantly impacted market volatility, with these stocks accounting for a record share of it. Image: Goldman Sachs Global Investment Research

Volatility – VIX and U.S. Election The historical trend of the VIX spiking before U.S. elections and then rapidly declining afterward can be attributed to heightened uncertainty and investor fear in the lead-up to the elections. Image: Morgan Stanley Research

Volatility – Return vs. VIX While a higher VIX indicates increased market uncertainty, it can also present opportunities for investors to achieve better average returns by strategically navigating the volatility. Image: Alpine Macro