Quick Takes

In its second term, the Trump Administration has set its sights on restructuring the fiscal house. In return, volatility has been robust in 2025 with ...

Volatility Briefing – October 2024 The 2024 U.S. Presidential Election is just days away and, apparently, the race is too close to call for either ...

Volatility Briefing – August 2024 The culmination of international trade concerns, rough earnings reports from technology-related companies, and a disappointing U.S. jobs figure that resurrected ...

March 2024 Volatility Briefing It seems to be all about rates right now. The equity market climbed to all-time highs in March, and volatility stabilized ...

January 2024 Volatility Briefing The equity market climbed to all-time highs in January while the Cboe® Volatility Index (the VIX®) ascended from the 2023 low ...

From the January 1, 1990 inception of the Cboe® Volatility Index (the VIX®) to November 17, 2023, the popular measure of implied volatility has averaged ...

Inversions are for stunt men, not yield curves The Cboe® Volatility Index (the VIX®) is a measure of the market forecast of the likely price ...

Implied volatility, as measured by the Cboe® Volatility Index (the VIX®), averaged 15.85 in August. Consistent with its typical relationship, average implied volatility exceeded realized ...

Implied volatility, as measured by the Cboe® Volatility Index (the VIX®), averaged 13.93 in July. Consistent with its typical relationship, average implied volatility exceeded realized ...

Implied volatility levels declined during the second quarter, primarily during the month of June, as measured by the Cboe® Volatility Index (the VIX®), averaging 16.44. ...