Quick Takes

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. ...

With the recent seizure and sale of First Republic Bank, it is clear that there is still some pain in the banking industry simmering beneath ...

If there was ever a true statement, it would be that change is constant. In 2020, after years of easy money, strong equity markets and ...

A question that we find ourselves asking more and more as 2023 continues to unfold, is how far…? How far can a market fall, or ...