『VIX Report - Cboe Volatility Index News』のカバーアート

VIX Report - Cboe Volatility Index News

VIX Report - Cboe Volatility Index News

著者： Inception Point Ai
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 Stay ahead of the market with the "VIX Report: The Cboe Volatility Index" podcast.

Dive deep into the dynamics of the VIX, the premier measure of market volatility and investor sentiment. Our expert analysis, market insights, and interviews with financial professionals provide you with the knowledge to navigate the ever-changing financial landscape. Whether you're a seasoned investor or just getting started, this podcast offers valuable information to help you make informed decisions.

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  • Volatility Drops as Fear Gauge VIX Declines 4.26% in December 2025

    Volatility Drops as Fear Gauge VIX Declines 4.26% in December 2025
    2025/12/20
    The Cboe Volatility Index, known as the VIX, closed at 16.87 on December 18, 2025, according to FRED St. Louis Fed data updated December 19. This marks a decline of 0.75 points, or 4.26 percent, from the prior session, as reported by Klick Analytics symbol data.

    The drop reflects calming market sentiment after recent turbulence. CBOE's own records show the VIX spot price at 14.91 as of December 19, down 11.62 percent intraday, signaling reduced expectations for near-term S&P 500 swings. The VIX measures 30-day implied volatility from SPX options, often called the fear gauge due to its inverse tie to stocks.

    Recent trends point to mean-reversion, a hallmark of volatility where levels trend toward long-term averages around 17-20. Klick Analytics quick stats list an average of 17.21, with the recent 16.87 near the lower end versus a 52-week high of 52.33 in April 2025 and low of 11.86 in May 2024. Historical data from Investing.com shows volatility: up 4.35 percent one day, down 1.63 percent the next, with bigger swings like 21.89 percent gains earlier.

    Underlying factors include stable oil markets post-U.S. strikes, per CBOE insights, as WTI implied volatility eased from 68 percent to 51 percent without spiking U.S. inflation fears, unlike 2022 events. The VIX's strong inverse S&P 500 link suggests equity gains eased volatility demand. Over weeks, it fell from 17.62 on December 17 and 16.48 on December 16, per FRED, amid broader calm.

    Traders note VIX futures and options exploit this, hedging portfolios or betting on volatility premiums over realized levels. CBOE highlights calendar spreads from nine monthly and weekly contracts.

    Thank you for tuning in. Come back next week for more. This has been a Quiet Please production. For me, check out Quiet Please Dot A I.

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  • Volatility Uptick: S&P 500 Options Pricing Reflects Increased Hedging Demand

    Volatility Uptick: S&P 500 Options Pricing Reflects Increased Hedging Demand
    2025/12/18
    According to Cboe’s VIX index dashboard, the Cboe Volatility Index is currently trading at approximately 16½, with a percent change of roughly +7% from the prior close. In simple terms, the “sale price” of volatility has moved up from the mid‑15s into the mid‑16s, reflecting a noticeable but not extreme uptick in implied fear and demand for protection in S&P 500 options.

    Cboe explains that VIX is derived from real-time prices of a wide range of S&P 500 index options, so any increase in the cost of those options will push the index higher. When traders grow more concerned about equity downside or near-term event risk, they bid up out-of-the-money puts and, to a lesser extent, calls. That higher option premium feeds directly into a higher VIX reading.

    Recent historical data from sources such as the Federal Reserve’s FRED database and Investing.com show VIX having spent much of the past several sessions in a relatively low-to-mid range near 15–16, consistent with a market that had been calm but not complacent. The current move higher therefore looks like a short-term repricing of risk rather than a structural volatility regime change.

    The underlying factors behind today’s uptick likely include:
    Broad equity index consolidation after a strong run, which often leads investors to add portfolio hedges.
    Ongoing uncertainty around upcoming economic releases and central bank policy paths, which can increase the perceived need for short-dated options protection.
    Sensitivity to headline risk, where any surprise in geopolitics, earnings, or macro data can quickly alter volatility expectations.

    Trend-wise, VIX has remained well below the extreme levels seen during crisis episodes, suggesting that, while anxiety has risen modestly, markets are still pricing a fairly orderly environment. The pattern of small daily swings around the mid-teens area over recent weeks points to a trading range, with episodic spikes driven by news and event calendars rather than a persistent, trending surge in volatility.

    Thanks for tuning in, and be sure to come back next week for more. This has been a Quiet Please production, and for more from me check out QuietPlease dot A I.

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  • Volatility Index Rises Amid Geopolitics and Economic Uncertainty

    Volatility Index Rises Amid Geopolitics and Economic Uncertainty
    2025/12/16
    The Cboe Volatility Index, known as the VIX, currently stands at a spot price of 16.52 as of December 15, 2025, according to the Cboe website. This reflects a percent change of plus 4.96 percent, or an increase of 0.78 points from the prior close.

    The VIX, often called the fear gauge, measures expected near-term volatility in the S&P 500 Index based on option prices. Cboe reports this latest spot price at 9:15 PM on December 15, with data delayed 20 minutes. The 52-week range shows a high of 60.13 and low of 13.99, indicating the current level is moderate compared to recent extremes.

    For context, the VIX closed at 15.74 on December 12, per FRED St. Louis Fed data updated December 15, up from 14.85 on December 11 and after 16.93 on December 9, per Investing.com historical rates. This recent uptick aligns with the 4.96 percent gain to 16.52. Broader trends show volatility mean-reverting toward long-term averages, with an inverse relationship to S&P 500 gains; as stocks rally, VIX tends to ease, though it can spike on uncertainty.

    Underlying factors for the percent change include stable oil markets post-US strikes, as investors await Iran's response, per Cboe insights. WTI implied volatility eased from 68 percent to 51 percent, reducing supply disruption fears. US inflation expectations held steady despite oil jumps, unlike 2022's Russia-Ukraine crisis. Fed funds futures price a 62 percent chance of a December rate cut, up 35 percent from mid-week, adding to macro volatility. Equity vols rose week-over-week despite rallies, with SPX options implying higher risk premiums amid cooling economy signals and stretched valuations.

    VIX futures for December 17 expiry settled at 21.7706, down slightly, suggesting near-term calm but potential for shifts. Overall, the VIX trend points to modest gains amid geopolitical watchfulness and Fed anticipation, staying below panic levels.

    Thank you for tuning in. Come back next week for more. This has been a Quiet Please production, and for me check out Quiet Please Dot A I.

    For more http://www.quietplease.ai

    Get the best deals https://amzn.to/3ODvOta

    This content was created in partnership and with the help of Artificial Intelligence AI
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    3 分
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