VIX Index Spot Price
VIX Index Spot Price The VIX has dropped below its long-term median. 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
VIX – Volatility Index Seasonality of Spikes from Prior Month Low into Current Month Peak Historically, May-July tends to see decreased risk of VIX spikes. Image: BofA Global Research
VIX’s 3-Month Rolling Median Deviation from Its Best-Fit Regression with S&P 500 Realized Volatility VIX remains high compared to S&P 500 realized volatility. Image: Goldman Sachs Global Investment Research
VIX vs. Liquidity (S&P 500 Futures Depth) Should investors expect the market depth to increase, as VIX and liquidity are highly negatively correlated? Image: J.P. Morgan
Implied Volatility (VIX) and Realized S&P 500 Volatility (1-Month) According to Goldman Sachs, the volatility risk premium will return toward 2021’s highs in the coming weeks. Image: Goldman Sachs Global Investment Research