The VIX volatility index attracted hedging positions, and the market entered a period of intense volatility.

The VIX volatility index indicates increased hedging in the stock market as the market enters the most volatile months of the year, September and October, with volatility expected to decline in November. MOVE and VIX are at their 10-year averages, and corporate credit spreads are at historically low levels.

Latest News

09-11
美债收益率5%、油价120 美元、VIX 指数25?市场的噩梦场景正在成为现实
美债收益率5%、油价120 美元、VIX 指数25?市场的噩梦场景正在成为现实
09-10
芝加哥期权交易所波动率指数攀升至一个多月高位,最新上涨1.09点,报17.52点。
芝加哥期权交易所波动率指数攀升至一个多月高位,最新上涨1.09点,报17.52点。
09-10
“恐慌指标”VIX开始吸引对冲盘,市场步入一年中历来波动剧烈的时段
“恐慌指标”VIX开始吸引对冲盘,市场步入一年中历来波动剧烈的时段

User Discussion

10-Year at a 2007 High, VIX Under 15: Why I'm Selling Fewer Puts Right Now Most of my feed this week was about the 10-year, and fair enough. On Thursday the yield hit its highest level since June 2007, and the 30-year is now sitting near 5.49%, the highest since 2004. Then stocks went and closed the week green anyway. The S&P 500 and Nasdaq both posted weekly gains, and the Dow snapped a three-week losing streak. I've been running a sell-put / Wheel strategy on US stocks for over five years. This is one of those weeks where the numbers are telling me to do less, not more. Here's how I'm reading it. Quick recap Sept 16: Fed hiked 25 bps in a 12-0 vote, to 3.75%-4.00%. First hike since 2023. The dot plot showed most officials expecting at least one more hike this year. Sept 23: hot S&