Vix, the "fear gauge", is back down below 15, having hit a four-year high of 65 earlier in August amid the sell-off: Vix back under 20 as volatility returns to long-term average after rout. But be afraid, very afraid because the Vvix closed … Read on blog or Reader Thoughts of a Cynical Investor Read on blog or Reader So u think safe to play margin or contra? By atans1 on 19/08/2024 Vix, the "fear gauge", is back down below 15, having hit a four-year high of 65 earlier in August amid the sell-off: Vix back under 20 as volatility returns to long-term average after rout. But be afraid, very afraid because the Vvix closed on Friday at 103.4, compared with a long-term average of about 90, and an average of 83 for the first seven months of this year.  The more well-known (to the plebs) Vix index is known as Wall Street's "fear gauge" because it uses options tied to the S&P 500 to quantify how much investors expect the stock index to swing over the next 30 days. "Vvix" is the expected volatility of expected volatility. Vvix uses a similar calculation on derivatives tied to the Vix itself, showing how much investors expect fear to rise and fall over the same period. Comment Like You can also reply to this email to leave a comment.

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