Aug 8, 2024 · The MOVE Index, a.k.a the "VIX of bonds," helps investors track volatility across U.S. Treasuries. Sometimes, it can signal future action in equities.

Jun 13, 2023 · Implied volatility in the stock (VIX) and bond markets (MOVE) tell an unusual tale of investor sentiment. Implied volatility uses options contracts to measure the expected price movement of a security or index. The ratio of the VIX to …

Jul 13, 2022 · When the MOVE Index spikes, that added volatility premium means risky bonds sometimes get priced lower, boosting yields. The MOVE Index also has vital implications for the domestic mortgage...

May 25, 2022 · There are two ways to use the VIX in this manner: The first is to look at the actual level of the VIX to determine its stock-market implications. Another approach involves looking at ratios...

VIX is a real-time volatility index that reflects the market’s expectations regarding the volatility of the S&P 500 Index for the next 30-days. VIX is closely monitored by many investors as it has historically provided a reliable insight into equity market risk. Chart: The correlation between MOVE and VIX (monthly chart)

Oct 2, 2023 · The MOVE index is used to gain insight into the expectations of bond market participants on future interest rate volatility. You can use the index to help identify increases in market volatility in order to develop trading strategies which profit from bond market volatility.

With the VIX Index at 28, the daily expected volatility is 28 divided by 19.1. This implies a daily move of approximately 1.46%. As mentioned above, while the VIX Index generally tends to move in the opposite direction of the S&P 500 Index, this relationship is not always maintained.

Looking at the definition, MOVE is a weighted average of the 1-month implied volatility of the 2y (20%), 5y (20%), 10y (40%) and 30y (20%) US treasuries. VIX is a strike-weighted average of the 1-month implied volatility of S&P500. So why and how should MOVE and VIX be connected, and more generally how should rate vol and equity vol be connected?

Oct 26, 2023 · VIX is the ticker symbol for the Cboe Volatility Index, which is widely used by investors to anticipate future market volatility.

Apr 24, 2023 · The VIX Index attempts to provide market watchers, traders and investors a real-time look at market sentiment regarding the variance of potential returns in a month. The VIX1D Index is intended provide a real-time look at market sentiment over the …