GITNUX MARKETDATA REPORT 2024

S&P 500 Volatility Statistics

S&P 500 volatility statistics indicate fluctuations in the index's daily prices over a certain period, providing insights into market uncertainty and risk levels.

With sources from: finance.yahoo.com, investopedia.com, cboe.com, bloomberg.com and many more

Statistic 1

The VIX is often used as a hedging tool by portfolio managers to mitigate risk.

Statistic 2

The S&P 500's 10-day historical volatility was observed to be around 33% during the 2020 market crash.

Statistic 3

Short-term spikes in S&P 500 volatility are often driven by geopolitical events.

Statistic 4

Implied volatility of the S&P 500 options generally increases during earnings seasons.

Statistic 5

The VIX, often referred to as the "fear gauge," measures the market's expectation of 30-day forward-looking volatility.

Statistic 6

Historical data suggests that S&P 500 returns are negatively correlated with contemporaneous changes in the VIX.

Statistic 7

Volatility tends to cluster, meaning that high volatility days are often followed by high volatility days for the S&P 500.

Statistic 8

The S&P 500's volatility often decreases during periods of economic expansion.

Statistic 9

The VIX reached an all-time high of 82.69 during the 2008 financial crisis.

Statistic 10

Leveraged ETFs that track S&P 500 volatility, such as VXX and UVXY, are popular among traders.

Statistic 11

VIX futures can be used to predict S&P 500 volatility several months into the future.

Statistic 12

Long-term average of the VIX is around 20.

Statistic 13

The S&P 500 experienced over 20 trading days with volatility greater than 40% in 2020.

Statistic 14

High volatility in the S&P 500 often signals larger price swings in the index.

Statistic 15

Studies have shown that S&P 500 volatility tends to be higher in months with major economic announcements.

Statistic 16

On average, the VIX tends to be inversely related to the S&P 500 index price.

Statistic 17

During the COVID-19 pandemic in March 2020, the VIX spiked to levels above 80.

Statistic 18

The average annualized volatility of the S&P 500 over the last 20 years is approximately 15%.

Statistic 19

The highest single-day percentage increase in the S&P 500 volatility index (VIX) occurred on October 19, 1987.

Statistic 20

The VIX is calculated using prices of the S&P 500 index options.

Sources Icon Sources

Statistic 1

"The VIX is often used as a hedging tool by portfolio managers to mitigate risk."

Sources Icon

Statistic 2

"The S&P 500's 10-day historical volatility was observed to be around 33% during the 2020 market crash."

Sources Icon

Statistic 3

"Short-term spikes in S&P 500 volatility are often driven by geopolitical events."

Sources Icon

Statistic 4

"Implied volatility of the S&P 500 options generally increases during earnings seasons."

Sources Icon

Statistic 5

"The VIX, often referred to as the "fear gauge," measures the market's expectation of 30-day forward-looking volatility."

Sources Icon

Statistic 6

"Historical data suggests that S&P 500 returns are negatively correlated with contemporaneous changes in the VIX."

Sources Icon

Statistic 7

"Volatility tends to cluster, meaning that high volatility days are often followed by high volatility days for the S&P 500."

Sources Icon

Statistic 8

"The S&P 500's volatility often decreases during periods of economic expansion."

Sources Icon

Statistic 9

"The VIX reached an all-time high of 82.69 during the 2008 financial crisis."

Sources Icon

Statistic 10

"Leveraged ETFs that track S&P 500 volatility, such as VXX and UVXY, are popular among traders."

Sources Icon

Statistic 11

"VIX futures can be used to predict S&P 500 volatility several months into the future."

Sources Icon

Statistic 12

"Long-term average of the VIX is around 20."

Sources Icon

Statistic 13

"The S&P 500 experienced over 20 trading days with volatility greater than 40% in 2020."

Sources Icon

Statistic 14

"High volatility in the S&P 500 often signals larger price swings in the index."

Sources Icon

Statistic 15

"Studies have shown that S&P 500 volatility tends to be higher in months with major economic announcements."

Sources Icon

Statistic 16

"On average, the VIX tends to be inversely related to the S&P 500 index price."

Sources Icon

Statistic 17

"During the COVID-19 pandemic in March 2020, the VIX spiked to levels above 80."

Sources Icon

Statistic 18

"The average annualized volatility of the S&P 500 over the last 20 years is approximately 15%."

Sources Icon

Statistic 19

"The highest single-day percentage increase in the S&P 500 volatility index (VIX) occurred on October 19, 1987."

Sources Icon

Statistic 20

"The VIX is calculated using prices of the S&P 500 index options."

Sources Icon

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