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...

...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...

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.

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...

...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...

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

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...

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...

...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...

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...

...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...

...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.

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...

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

Bitcoin’s recent price top also happened to coincide with the: VIX hitting a local low.

The move, however, came without a similar reversal in the VIX Index, which has been trending lower in...

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