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...

...ratio currently sits at historic highs while its volatility has recently diverged from that of the VIX...

The VIX at that level, unless something is really, really wrong, or there’s a very, very quick and rapid...point, like you could, there’s some parallels to COVID right in March, 2020 with where you saw the VIX...historically, these types of big volatile moves in traditional markets that have led to like a blowout in the VIX...

Bitcoin implied volatility is 3-5x higher than the VIX, creating some very lucrative opportunities for...Bitcoin implied volatility is 3-5x that of VIX, and oracle latency creates frontrunning opportunities...

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.

...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...

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...

We’ve yet to see the VIX blowout that usually characterizes cycle bottoms too.

...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...

High-yield spreads have narrowed to near cycle lows, while equity volatility (VIX) remains muted.

Large unprecedented spikes in the VIX usually indicate fast – and sizable – price drops across risk assets...

Wednesday’s news also led to a decline in UST 2-year yields, a weaker US dollar, and a sharp drop in the VIX...

Uses cases for Squeeth as a volatility index for ETH can be compared to VIX for the S&P 500 index...

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...

Implied volatility is rising but we haven’t seen the big move that blows out the VIX and gives us confidence...

...asset's current drawdown as a % of its median max drawdown in past recessions (for credit spreads, the VIX...Brent Crude and the VIX are now pricing in a >50% chance of recession, while equities, credit spreads...Sources: Delphi Digital, Macrobond Sources: Delphi Digital, Macrobond The VIX curve provides another...

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...

The VIX finished the month at 16 which feels VERY at odds with individual stock volatility.

...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...

...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...