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VIX Report - Cboe Volatility Index News

VIX Report - Cboe Volatility Index News

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 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.

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  • 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.

    Thank you for tuning in. Come back next week for more. This has been a Quiet Please production. For me, check out Quiet Please Dot A I.

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    3 min
  • 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.

    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.

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    2 min
  • Volatility Drops as Fear Gauge VIX Declines 4.26% in December 2025

    Volatility Drops as Fear Gauge VIX Declines 4.26% in December 2025
    Dec 20 2025
    The Cboe Volatility Index, known as the VIX, closed at 16.87 on December 18, 2025, according to FRED St. Louis Fed data updated December 19. This marks a decline of 0.75 points, or 4.26 percent, from the prior session, as reported by Klick Analytics symbol data.

    The drop reflects calming market sentiment after recent turbulence. CBOE's own records show the VIX spot price at 14.91 as of December 19, down 11.62 percent intraday, signaling reduced expectations for near-term S&P 500 swings. The VIX measures 30-day implied volatility from SPX options, often called the fear gauge due to its inverse tie to stocks.

    Recent trends point to mean-reversion, a hallmark of volatility where levels trend toward long-term averages around 17-20. Klick Analytics quick stats list an average of 17.21, with the recent 16.87 near the lower end versus a 52-week high of 52.33 in April 2025 and low of 11.86 in May 2024. Historical data from Investing.com shows volatility: up 4.35 percent one day, down 1.63 percent the next, with bigger swings like 21.89 percent gains earlier.

    Underlying factors include stable oil markets post-U.S. strikes, per CBOE insights, as WTI implied volatility eased from 68 percent to 51 percent without spiking U.S. inflation fears, unlike 2022 events. The VIX's strong inverse S&P 500 link suggests equity gains eased volatility demand. Over weeks, it fell from 17.62 on December 17 and 16.48 on December 16, per FRED, amid broader calm.

    Traders note VIX futures and options exploit this, hedging portfolios or betting on volatility premiums over realized levels. CBOE highlights calendar spreads from nine monthly and weekly contracts.

    Thank you for tuning in. Come back next week for more. This has been a Quiet Please production. 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
    Voir plus Voir moins
    3 min
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