VIX Report - Cboe Volatility Index News Podcast Por Inception Point Ai arte de portada

VIX Report - Cboe Volatility Index News

VIX Report - Cboe Volatility Index News

De: Inception Point Ai
Escúchala gratis

OFERTA POR TIEMPO LIMITADO | Obtén 3 meses por US$0.99 al mes

$14.95/mes despues- se aplican términos.
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.

Subscribe now and never miss an update on the Cboe Volatility Index and its impact on global markets.Copyright 2025 Inception Point Ai Política y Gobierno
Episodios
  • VIX Volatility Nudges Up, But Remains in Calm Market Regime

    VIX Volatility Nudges Up, But Remains in Calm Market Regime
    Jan 10 2026
    The Cboe Volatility Index, or VIX, is currently showing a sale price of 15.70, with a percent change of plus 2.08 percent from the last reported close, according to Cboe Global Markets’ VIX trade data, which is delayed by at least 20 minutes and marked as of the evening of January 9, 2026.

    That move higher of just over two percent keeps the VIX in a relatively low to moderate volatility regime. Cboe notes that the VIX spot price is sitting much closer to its 52‑week low of 13.38 than to its 52‑week high of 60.13, underscoring that, despite the uptick, overall implied equity volatility remains subdued by recent historical standards. In other words, option markets are pricing in a mild increase in near‑term uncertainty, but nothing approaching crisis levels.

    The underlying driver of the VIX is the market’s expectation of near‑term volatility in the S&P 500, inferred from SPX option prices across a range of strikes. When traders pay up for protection, implied volatility rises and the VIX moves higher; when demand for hedges fades, the index drifts lower. Cboe emphasizes that volatility, and the VIX itself, tend to be mean‑reverting over time, oscillating around a long‑term average. The current level near the mid‑teens is consistent with that mean‑reversion behavior after periods of both elevated and depressed volatility.

    Recent macro and geopolitical headlines have contributed to small but noticeable shifts in risk perception. Cboe commentary points to events such as U.S. strikes in the Middle East and swings in oil‑market implied volatility as examples of shocks that can temporarily widen the gap between implied and realized volatility. As those fears ease or prove contained, that spread narrows, and the VIX often retraces toward its longer‑run range. This dynamic has been visible in the past week, with oil‑related fears flaring and then partially receding, while equity volatility has nudged up but stayed contained.

    Another important trend is the structure of VIX futures across maturities. Cboe highlights that the term structure often reflects expectations that volatility will not stay at extremes for long. Today, front‑month VIX futures are trading above spot, a pattern known as contango, which typically signals that markets expect somewhat higher volatility down the road than is currently realized, but not a disorderly spike. That supports the idea that the recent move higher in the VIX is part of a gradual adjustment rather than a sudden panic.

    Putting it all together, the current VIX sale price of 15.70 and its 2.08 percent daily increase signal a modest rise in investor caution, driven by a mix of macro risk, geopolitical developments, and routine hedging flows, yet still firmly within a calm‑market volatility regime and consistent with long‑term mean‑reverting trends in implied 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 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
    Más Menos
    3 m
  • VIX Rises 4% as Traders Price In Higher Near-Term Volatility

    VIX Rises 4% as Traders Price In Higher Near-Term Volatility
    Jan 8 2026
    According to Cboe’s VIX dashboard, the Cboe Volatility Index is currently quoted at a spot “sale price” of 15.38, with a percent change of +4.27%, a move of 0.63 points from the prior close. Cboe reports this data as of the latest session close, with prices delayed at least 20 minutes.

    The roughly four‑percent uptick tells us that option prices on the S&P 500 have risen, meaning traders are paying more for protection and are pricing in higher near‑term volatility. The VIX, by design, reflects 30‑day implied volatility derived from a wide strip of S&P 500 index options, so any change in demand for puts and calls, shifts in skew, or repricing around key events will feed directly into this index level.

    Recent macro drivers behind the increase include a mix of geopolitical and policy uncertainty and position‑driven flows. Cboe’s volatility commentary points to lingering concerns around geopolitical risk, including Middle East tensions and oil‑market volatility, as well as ongoing focus on U.S. inflation and central‑bank policy paths, which continue to inject event risk into equity pricing. At the same time, options markets have shown episodes of “spot up, vol up” behavior, where equities rally but implied volatility rises anyway as investors rebuild hedges or buy upside convexity, helping keep the VIX elevated rather than letting it grind lower.

    Structurally, the VIX remains not far above its 52‑week low of 13.38 and well below its 52‑week high above 60, per Cboe data, underscoring that the current reading is still in a historically moderate range even after today’s jump. The index also tends to exhibit mean‑reversion over time, so short, sharp spikes like this often follow periods when volatility had been compressed and hedging was relatively cheap.

    Options and VIX futures positioning adds another layer: when markets lean heavily short volatility, even modest negative headlines or data surprises can force a quick repricing higher in implied volatility, amplifying percentage moves in the VIX. Conversely, if investors are already well‑hedged, similar news may trigger a more muted response. The current 4‑plus‑percent climb suggests a meaningful but not panicked adjustment in expectations, consistent with a market that is recalibrating to a slightly higher volatility regime rather than pricing in outright crisis.

    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.

    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
    Más Menos
    3 m
  • Volatility Index Stands at 14.69 Amid Steady Oil Markets and Firm Inflation Expectations

    Volatility Index Stands at 14.69 Amid Steady Oil Markets and Firm Inflation Expectations
    Jan 6 2026
    The Cboe Volatility Index, known as the VIX, currently stands at a spot price of 14.69 as of January 5, 2026, according to Cboe Global Markets trade data. This reflects a percent change of 1.24 percent, up 0.18 points from the prior session, per the same Cboe report updated at 9:15 PM on January 5.

    This modest uptick follows a close of 14.51 on January 2, as reported by the St. Louis Fed's VIXCLS data updated January 5, after holidays with no trading on January 1. Earlier, the VIX closed at 14.95 on December 31 and 14.33 on December 30, per Investing.com historical rates and FRED observations, showing some fluctuation in the low teens amid stable market sentiment.

    Underlying factors for the recent change include steady oil markets post-US strikes, with WTI 1-month implied volatility easing from 68 percent to 51 percent as supply disruption fears faded, notes Cboe insights. US inflation expectations held firm despite oil jumps, unlike the 2022 Russia-Ukraine response. The VIX, a gauge of 30-day S&P 500 volatility from SPX options, maintains its inverse tie to stocks, hovering near the 52-week low of 13.38 after a high of 60.13, Cboe data shows. Mean-reversion tendencies keep it trending toward long-term averages, with implied vols slightly above realized levels.

    Recent trends indicate low volatility persistence: Investing.com data lists daily closes like 14.95 on January 1 adjusted, down to 14.20 on December 29, with percent changes ranging from -14.03 percent to +21.89 percent in prior weeks. Broader context from Cboe highlights equity vols rising post-Fed uncertainty despite rallies, and upcoming data like jobs reports could spur moves, with VIX futures for January 21 at 22.27 settlement.

    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
    Más Menos
    2 m
Todavía no hay opiniones