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...amid the worst daily decline for the S&P 500 since early June and the largest one-day jump for the VIX...volatility time and again (see this recent Daily post for more context), so is it any surprise the VIX...VIX Index (Inverse)
Source: Cboe, Bloomberg
It’s important to note, volatility tends to rise in the later...
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4 Min
DeFi
Sep 2020
...given the consistency of bitcoin’s price action around volatility spikes; the latest pullback in the VIX...VIX Index (Inverse)
Source: Bloomberg, Cboe
The question...VIX Index / 52-Week Avg vs.
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4 Min
DeFi
Jul 2020
...recently is BTC’s resilience despite the spike in volatility across equity markets earlier this week; the VIX...The VIX is running higher and the US dollar is catching a bid, but bitcoin’s ability to hold onto its...
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5 Min
Data
Oct 2020
The move, however, came without a similar reversal in the VIX Index, which has been trending lower in...
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7 Min
DeFi
Aug 2020
Bitcoin’s recent price top also happened to coincide with the:
VIX hitting a local low.
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4 Min
Macro & Markets
Dec 2020
...ratio currently sits at historic highs while its volatility has recently diverged from that of the VIX...
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3 Min
Macro & Markets
Oct 2022
Largest VIX move since COVID, GFC —> one of the largest one-day spikes in implied volatility (VIX)...started pic.twitter.com/xtU8Blpn57
— 3xLiquidated 🎢 (@3xliquidated) August 5, 2024
At one point, the VIX...
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14 Min
Macro & Markets
Aug 2024
...correlation with the S&P 500, where we can see the correlation between the two tends to rise when the VIX...The March 2020 VIX spike distorts its SMA a bit, but we’ve seen this relationship hold true in prior...
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13 Min
Macro & Markets
Feb 2022
...equities is this last leg lower capitulation event where you see volatility blowout and you see a big VIX...That’s what this chart is showing, the S&P in white versus the VIX in orange....saying, there’s still elevated risks with equities and equity market pullbacks, as we haven’t seen VIX...
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35 Min
Macro & Markets
Jun 2022
BTC has rebounded as the VIX subsided from recent highs; it’s now back to trading at early February levels...volatility would likely weigh on crypto assets as we’ve seen a strong inverse relationship between the VIX...
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10 Min
DeFi
Mar 2022
As we covered in last month’s Chartbook, the BVIN is similar to that of VIX in many ways, with the key...However, generally speaking, when the VIX and BVIN surge, the opposite happens for the stock market and...On August 22nd, the VIX broke out from its prior two months of downward price movement.
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24 Min
Macro & Markets
Sep 2022
...right after bitcoin broke above $13,000 in the face of rising market volatility and a 40 print on the VIX...
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5 Min
DeFi
Nov 2020
We’ve yet to see the VIX blowout that usually characterizes cycle bottoms too.
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9 Min
Macro & Markets
Jul 2022
Uses cases for Squeeth as a volatility index for ETH can be compared to VIX for the S&P 500 index...
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9 Min
Structured Products
Feb 2022
Below, we take the 9-day VIX and subtract the ‘normal’ VIX, which has a tenor of between 23 and 37 days...Positive numbers above zero mean that the 9D VIX was more volatile on that trading day than the 25D VIX...Negative numbers below zero mean the longer-dated 25D VIX was more volatile than the 9D VIX.
Alpha Insight
7 Min
Financial Market Themes
Jun 2023
A rapid risk-off move that coincides with another VIX spike would not bode well for BTC in our view.
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9 Min
Spot Exchange
Sep 2020
In crypto land, markets haven’t had much reprieve either as the historical trend of VIX spikes and BTC...The VIX broke above 35 this week as pressure on U.S. equities fails to subside....look back over the last 25 years, the S&P 500 saw strong returns in the 12 months following weekly VIX...
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33 Min
Macro & Markets
Mar 2022
Large unprecedented spikes in the VIX usually indicate fast – and sizable – price drops across risk assets...
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11 Min
Global Macro Themes
Aug 2022
As we know, spikes in the VIX have historically coincided with BTC / crypto market selloffs, especially...Short-term volatility seems to be peaking with the VIX fading from its highest level since January 2021...
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19 Min
Macro & Markets
Dec 2021
Wednesday’s news also led to a decline in UST 2-year yields, a weaker US dollar, and a sharp drop in the VIX...
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10 Min
Macro & Markets
Aug 2022