Episodios

  • VIX at 14.49: Calm Market Sentiment Signals Reduced Volatility Ahead

    VIX at 14.49: Calm Market Sentiment Signals Reduced Volatility Ahead
    Jan 13 2026
    The Cboe Volatility Index, known as the VIX, stands at a current spot price of 14.49 as of January 9, 2026, according to Cboe Global Markets data updated through January 12. This reflects a change of 0.00 percent from the prior session, signaling steady market expectations for near-term volatility in the S&P 500 Index.

    The VIX, often called the fear gauge, measures implied volatility from S&P 500 options over the next 30 days. Cboe reports this level aligns with a 52-week range of 13.38 low to 60.13 high, positioning it near the lower end, which typically indicates calmer investor sentiment and reduced fears of sharp market swings.

    Recent percent changes show moderation. FRED St. Louis Fed data lists the January 9 close at 14.49, down from 15.45 on January 8 and 15.38 on January 7, marking a roughly 6 percent drop over those days. Investing.com historical rates confirm a similar pattern, with January 9 around 14.49 to 14.66 amid a session percent change of negative 1.63 percent, following a steeper 9.35 percent decline earlier in the week. Broader trends from late December 2025 into early January 2026 reveal volatility oscillating between 14 and 17, with rebounds like plus 4.35 percent and drops like minus 14.03 percent, driven by mean-reversion tendencies where the VIX trends toward its long-term average.

    Underlying factors include stable oil markets post-U.S. strikes, as noted by Cboe, with WTI implied volatility easing from 68 percent to 51 percent and minimal impact on U.S. inflation expectations, unlike past events. The VIXs inverse relationship with the S&P 500 supports hedging against equity declines, while its mean-reverting nature shapes futures curves amid steady equity sentiment.

    Looking ahead, low VIX levels suggest limited near-term turbulence, though traders watch options activity and geopolitical responses for shifts.

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    3 m
  • 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.

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    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.

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    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.

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    2 m
  • Tame Volatility Ahead of 2026: VIX Slips to 14.95 in Late 2025

    Tame Volatility Ahead of 2026: VIX Slips to 14.95 in Late 2025
    Jan 3 2026
    I appreciate your request, but I need to clarify some limitations with what I can provide.

    The search results I have access to show VIX data through January 2, 2026, with the most recent closing value at 14.95. However, I cannot access the live CBOE dashboard you've referenced (https://www.cboe.com/us/indices/dashboard/VIX/) to retrieve real-time pricing or current percent changes as of this morning.

    According to the Federal Reserve Economic Data (FRED), the VIX closed at 14.95 on December 31, 2025, representing a decline from 14.33 on December 30, 2025. The Cboe Global Markets data shows the VIX spot price was 14.51 as of January 2, 2026, down 2.94 percent. Over the past year, the S&P 500 3-Month VIX has declined 4.21 percent from 18.98 to 18.18 according to YCharts data from the Chicago Board Options Exchange.

    The relatively modest volatility readings reflect a calmer market environment heading into the new year, with the VIX remaining in the mid-teens range. Recent historical data shows volatility spiked to higher levels in November 2025, peaking around 25.76 on November 20, before gradually moderating through December.

    I cannot provide the specific live dashboard data, current percent change figure, or underlying factors you've requested without access to real-time information. For accurate current pricing and detailed market analysis, you would need to visit the CBOE dashboard directly or consult financial news sources reporting live market conditions.

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    2 m
  • Volatility Surges: VIX Jumps 4.35% Amid Market Uncertainty

    Volatility Surges: VIX Jumps 4.35% Amid Market Uncertainty
    Dec 30 2025
    The Cboe Volatility Index, known as the VIX, stands at a current sale price of 14.20 as of the latest market close on December 29, 2025, according to Investing.com historical data. This reflects a percent change of plus 4.35 percent since the prior reported close of 13.60 on December 26, 2025, as reported by the St. Louis Fed's FRED database and cross-verified with CBOE sources.

    This uptick follows a low of 13.47 on December 24, with the VIX fluctuating between 13.60 and 14.69 on December 29 per Investing.com. The increase signals rising market expectations of near-term volatility in the S&P 500, driven by underlying factors like anticipation of key economic data releases and Federal Reserve policy signals. CBOE's Macro Volatility Digest notes implied volatilities gained modestly last week amid US government reopenings and buildup to jobs reports, with a kink in SPX options term structure implying heightened short-term moves.

    Recent trends show volatility easing from mid-December peaks around 17 but rebounding this week, with VIX futures settling lower at 16.6251 for near-term contracts on December 29 via CBOE market statistics. Earlier in December, the index dipped -9.35 percent in one session from 16.09 to 14.66, then surged +21.89 percent to 17.39, per Investing.com, reflecting choppy equity retracements from record highs due to valuation concerns and cooling economy signs. Overall, the VIX remains below 20, indicating moderate fear levels, though futures like VX/Z5 at 21.77 suggest expectations of persistent uncertainty into January.

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    2 m
  • VIX Closes at 13.60 on December 26, 2025: A Modest Uptick Amid Stable Market Volatility

    VIX Closes at 13.60 on December 26, 2025: A Modest Uptick Amid Stable Market Volatility
    Dec 27 2025
    The Cboe Volatility Index, known as the VIX, closed at 13.60 on December 26, 2025, up 0.97 percent from the previous market day's close of 13.47, according to YCharts data sourced from the Chicago Board Options Exchange. This slight uptick marks a modest increase in expected market volatility after a period of decline.

    The VIX, often called the fear gauge, measures the market's anticipated 30-day volatility based on S&P 500 index option prices. It tends to rise when stocks fall and ease during rallies, reflecting investor uncertainty. YCharts reports the current level at 13.60, with CBOE's own site showing a spot price of 13.92 as of late December 26, indicating stability in low-teens territory after hitting a 52-week low around 13.38.

    The 0.97 percent gain follows a downtrend from mid-December peaks. On December 18, the VIX spiked to 16.87 amid broader market jitters, possibly tied to year-end positioning and geopolitical tensions like US strikes affecting oil volatility, as noted in CBOE commentary. Since then, it steadily fell to 13.47 on December 24, then edged up. Over the past month, values dropped from highs near 26.42 in late November, signaling calming markets with S&P 500 strength at 6812.63. Year-over-year, it's down 7.67 percent from 14.73, underscoring mean-reversion toward long-term averages.

    Underlying factors for the recent percent change include abating oil supply fears, with WTI implied volatility easing from 68 percent to 51 percent per CBOE, and steady US inflation expectations despite oil jumps. Low VIX readings suggest investor complacency, though historical spikes like 80.86 in 2008 remind of rapid shifts.

    Looking ahead, next data comes December 29. Keep watching for S&P 500 cues driving VIX moves.

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    3 m
  • Volatility Eases: VIX Declines Amid Stabilizing Market Conditions

    Volatility Eases: VIX Declines Amid Stabilizing Market Conditions
    Dec 23 2025
    The Cboe Volatility Index, known as the VIX, stands at a current sale price of 14.91 as of its latest close on December 19, 2025, according to FRED data from the St. Louis Fed updated December 22. This reflects a sharp percent change of negative 11.6 percent from the prior close of 16.87 on December 18, dropping from recent highs around 17.62 on December 17 as reported by Investing.com historical rates.

    This decline signals easing market fears, with the VIXoften called the fear gaugepulling back after spiking amid holiday-season uncertainties. Cboe VIX Futures data shows front-month contracts at 23.52 with a 1.02 point drop, or down 4.2 percent, while near-term settlements like VX/Z5 for December 17 settled at 21.77, indicating futures markets pricing in moderated volatility ahead. Underlying factors include stabilizing U.S. equities post-Fed signals, as noted in Cboes Macro Volatility Digest, where implied volatilities eased after FOMC uncertainty but equity vols ticked up slightly on valuation concerns before retracing.

    Trends show volatility choppy lately: from 16.48 on December 16 to 17.62 on December 17, then tumbling, per Investing.com and Perplexity Finance charts. Longer-term, VIX has fluctuated between 14 and 20 this month, with a notable 21.89 percent surge earlier tied to economic cooling fears, now reversing as markets rally into year-end. Cboe reports VIX futures reflecting 30-day S&P 500 implied volatility expectations, currently bending lower on reduced risk premiums.

    Investors watch for jobs data and Fed paths, but this dip suggests calmer trading post-spike.

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