VIX Report - Cboe Volatility Index News

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. Subscribe now and never miss an update on the Cboe Volatility Index and its impact on global markets.

  1. 7H AGO

    VIX Drops, Signaling Decreased Market Volatility Expectations

    The Cboe Volatility Index, often referred to as the VIX, is currently showing a sale price of 14.92, with a percent change of -1.38% since the last reported session, according to the latest figures on the Cboe dashboard. This decline in the VIX reflects a drop in expected near-term volatility for the S&P 500, suggesting that market participants are less concerned about sharp movements in the stock market at the moment. Driving this change, recent trading sessions saw US equities retreat: the S&P 500 closed down by 0.64%, the Dow Jones was down 0.20%, and the Nasdaq 100 slipped 1.22%. These losses were largely driven by weakness in technology stocks, with particular attention on Marvell Technology, which tumbled more than 18% after reporting disappointing Q2 data center revenue. Dell Technologies also fell over 8% following reports of tighter profit margins on AI server sales. Further contributing to the cautious sentiment was weaker-than-expected economic data. The August MNI Chicago PMI—a key gauge of manufacturing activity—fell more than analysts anticipated, and the University of Michigan's August consumer sentiment index was revised lower. Inflation remains a stubborn concern as well, with the US July core PCE price index, the Federal Reserve’s preferred inflation metric, rising in line with expectations but underscoring ongoing price pressures. Despite the pullback in equities and these economic signals, the drop in the VIX suggests that investors are not rushing for protection against further downside, possibly reflecting an assumption that recent negative news is already priced into the markets or that volatility is expected to be contained in the near term. Looking at the trend over recent sessions, the VIX remains relatively low by historical standards, continuing the pattern observed throughout much of the year. This indicates a market environment characterized by moderate complacency, with occasional spikes driven by sector-specific earnings disappointments or macroeconomic data releases, but no sustained surge in fear or uncertainty. Thanks for tuning in. Be sure to come back next week for more insights and updates. This has been a Quiet Please production, and for more, check out Quiet Please Dot A I. For more http://www.quietplease.ai Get the best deals https://amzn.to/3ODvOta

    3 min
  2. 3D AGO

    Volatility Drops as Investor Confidence Rises: VIX Plunges to 14.43 in August 2025

    As of today, August 30, 2025, the Cboe Volatility Index, known as the VIX, is recording a sale price of 14.43. This reflects a decrease from the last reported figure of 14.85, marking a percent change of approximately -2.83 percent from the previous trading day. The data is based on current real-time reporting from YCharts, which monitors VIX trends and historical changes. The VIX, often referred to as the "investor fear gauge," measures market expectations of volatility over the next 30 days using S&P 500 index option prices. A drop like the one seen today typically signals increased investor confidence or a reduction in near-term market uncertainty. Factors underlying the recent percent change in the VIX include relative calm in S&P 500 option prices, limited news-driven volatility, and stable macroeconomic indicators through August. Looking at the VIX’s recent trajectory, it has declined both day-over-day and year-over-year. On this date last year, the VIX stood at 17.11, emphasizing a broader cooling trend in market volatility. Analysts attribute the ongoing trend to a period of relatively subdued market swings, strong earnings reports from major companies, and a lack of major geopolitical or economic shocks this summer. However, the VIX is known for rapid changes should conditions shift, especially around key policy announcements or unexpected global events. Trading Economics and the United States Federal Reserve confirm that the VIX averaged around 14.85 for August 2025, which further supports the current reading and highlights the overall decline in volatility compared to periods of recent market stress or uncertainty. Investors use the VIX both as a barometer of short-term market sentiment and as a risk management tool. Low VIX levels can signal complacency, while sharp upward movements are often associated with accelerated market sell-offs or external shocks. Thank you for tuning in for this update on the Cboe Volatility Index and its implications. Come back next week for more insight and analysis. This has been a Quiet Please production, and for more, check out QuietPlease.ai. For more http://www.quietplease.ai Get the best deals https://amzn.to/3ODvOta

    2 min
  3. 5D AGO

    VIX Dips to 14.62 Amidst Stable Equity Market and Subdued Volatility

    The Cboe Volatility Index, widely known as the VIX, is currently at 14.62 as reported by Cboe’s own dashboard and confirmed by both the St. Louis Fed and yCharts. This reflects a decrease from the previous day’s close of 14.79, resulting in a percent change of -1.15 percent. Compared to the same period last year, the VIX was at 16.15, indicating a calmer market environment now. This recent move in the VIX comes as the broader equity markets have remained relatively stable, with limited major earnings surprises or macroeconomic shocks over the past week. Historically, the VIX serves as a gauge of market anxiety by measuring expected volatility in the S&P 500 over the next 30 days. Generally, lower VIX values signal investor confidence and subdued volatility, while spikes often coincide with market turbulence or heightened uncertainty. The slight drop of 1.15 percent since the last close is likely rooted in several factors. There has been reassuring inflation data and no new monetary policy surprises from the Federal Reserve, keeping investor nerves steady. In addition, corporate earnings releases for this quarter have mostly met expectations, helping remove some of the event-driven uncertainty that typically elevates the VIX. Broader geopolitical concerns have, for the moment, not intensified, leaving traders little reason to bid up option prices for downside protection. Comparing this month’s trend, the VIX has traded in a narrow range, following a dip from recent highs near 16.60 on August 21 down to today’s 14.62. The trend suggests the market is pricing in a period of continued stability, with investors perceiving few immediate risks on the horizon. Looking ahead, it’s important to keep an eye on upcoming economic data releases as well as any signals from the Federal Reserve, as surprises or shifts in economic outlook can rapidly shift volatility expectations. Thank you for tuning in to this market update. Come back next week for more insights. This has been a Quiet Please production. For more, check out Quiet Please dot AI. For more http://www.quietplease.ai Get the best deals https://amzn.to/3ODvOta

    3 min
  4. AUG 26

    Volatility Index Uptick Signals Market Uncertainty: A Closer Look at the VIX's Recent Surge

    The Cboe Volatility Index, known as the VIX, is currently reported at 14.79, which represents a 4.01 percent increase from the previous closing value of 14.22 according to YCharts' latest data for August 26, 2025. This upward percent change reflects a modest rise in market-implied volatility expectations, signaling investor concern or uncertainty is ticking up from the previous session. Typically, an increase in the VIX coincides with broader equity weakness or increased demand for portfolio protection, as the index tracks option prices on the S&P 500. The recent bump occurred after several trading sessions of lower volatility levels, where the VIX had drifted near or below 15. Over the prior week, the index had been fluctuating within a relatively contained range, with August 22 closing at 14.22 and the day prior at 16.60, suggesting ongoing but moderate shifts in market sentiment. These fluctuations are often linked to anticipation ahead of economic data releases, changes in monetary policy outlook, or geopolitical news that may impact the broader equity landscape. Additionally, option market data shows $VIX contracts reflecting a substantial implied volatility figure above 100 percent, meaning option traders may be pricing in potential for larger near-term swings despite what appears to be a relatively low index level itself. This divergence can highlight either hedging activity or speculative moves anticipating a pickup in market turbulence. Broadly speaking, the VIX tends to mean revert, or move back toward an average over time, following any sharp spikes. This feature is evident in the past weeks, where upward moves have quickly unwound as traders re-evaluate actual risk against perceived future volatility. In this climate, many investors keep an eye on portfolio hedging strategies and volatility instruments to guard against sudden market shocks. Historically, levels below 15 are considered low and often correspond to periods of relative market calm, while any steady moves upward draw attention for potential inflection points or corrections. The recent 4 percent uptick, though not dramatic, serves as a reminder of lingering sensitivities in the current market environment. Thank you for tuning in to this market update. Be sure to come back next week for more insights and information. This has been a Quiet Please production, and for more, check out QuietPlease.AI. For more http://www.quietplease.ai Get the best deals https://amzn.to/3ODvOta

    3 min
  5. AUG 23

    Volatility Index Hits "Sale Price" as Investor Uncertainty Eases, Signaling Relative Market Calm

    The Cboe Volatility Index, commonly referred to as the VIX or the "fear gauge," is currently at a "sale price" of 14.22, as per Cboe’s official dashboard for August 23, 2025. This marks a significant decline from the previous market day’s closing value of 16.60, representing a percent change of minus 14.34 percent. The index is also lower compared to its level of 17.55 recorded one year ago, underscoring a retreat in volatility over the longer term based on YCharts. The VIX measures expected volatility in the S&P 500 over the next 30 days by analyzing a wide range of option prices on the index. When the VIX moves sharply, it’s usually because investors anticipate bigger swings in the market, either due to economic data releases, company earnings, geopolitical events, or changes in monetary policy. This latest drop in the VIX percentage points to a notable easing in investor uncertainty. Several factors could be driving this move. First, recent financial news has reported steadying inflation metrics and continued signals from the Federal Reserve that interest rates are likely to remain unchanged in the near term, which tend to calm market nerves. Second, the current earnings season for major US corporations has largely delivered results in line with analyst expectations, reducing surprise and uncertainty. Third, there have not been significant headlines about geopolitical tensions or abrupt market-moving economic shocks in the last week, further contributing to the sense of stability. All these elements collectively support a downward trend in volatility. Looking at longer-term patterns, this decrease follows a brief uptick earlier in the week, when the VIX had climbed as high as 16.60. That rise was likely linked to renewed discussions around rate policy and some signs of economic slowdown in overseas markets. The snapback lower now implies renewed confidence among investors or at least a temporary lull in anxiety. Over the past year, the VIX has trended downward, consistent with a market that has largely digested major uncertainties and entered a period of relative calm. Market watchers should keep in mind, however, that low volatility readings don’t necessarily guarantee stability going forward. The VIX is known for sudden reversals, especially if unexpected economic or geopolitical news emerges. Additionally, periods of extremely low volatility can sometimes precede bigger market reactions if conditions quickly change. Traders and long-term investors alike often use the VIX as a signal to adjust their hedging strategies or anticipate broader market moves. Thanks for tuning in. Come back next week for more updates, insights, and analysis. This has been a Quiet Please production. For more, check out Quiet Please Dot A I. For more http://www.quietplease.ai Get the best deals https://amzn.to/3ODvOta

    3 min
  6. AUG 21

    VIX Rises Modestly Amid Shifting Investor Sentiment

    The Cboe Volatility Index, often known as the VIX, is currently at 15.57. This level marks a noticeable shift: it is up from the previous closing value of 14.99, representing a percent change of approximately 3.87 percent since the last reported session according to YCharts. The VIX, sometimes called the "fear gauge," reflects expected volatility in the S&P 500 over the next 30 days. A higher VIX typically signals increased uncertainty or anticipated market turbulence, while a lower VIX often means investors expect calmer market conditions. Recent data shows that this uptick follows several days of relatively modest volatility. For context, in the few sessions prior, the VIX posted figures such as 14.99 on August 20 and 14.65 a year ago. The latest movement to 15.57 suggests renewed market jitters or recalibration of risk among investors. As for underlying factors for the percent change seen, market participants may be responding to several influences: - Concerns over economic data releases and impacts of interest rate policies - Persisting global geopolitical tensions - Earnings reports from major firms and sector-specific news - Seasonal effects, as late summer tends to see increased trading volumes and repositioning ahead of fall OptionCharts reports that VIX options currently have an implied volatility of 97.76 percent, indicating robust expectations for potentially rapid movement in the index itself. Trading volumes have also been substantial, which often accompanies shifting investor sentiment. Looking at the longer-term trend, the move up to 15.57 still sits within the broader band of moderate volatility observed over recent months. While the VIX briefly touched lower levels earlier in the year, the percent changes over recent sessions suggest investors are becoming slightly more cautious, but not alarmed. The index remains far below historic crisis levels, where VIX readings often spike above 30. In conclusion, the VIX "sale price" is now at 15.57, up 3.87 percent from the previous close. This reflects a modest but noteworthy increase in anticipated market volatility, driven by a mixture of economic, earnings-related, and seasonal factors. Investors appear to be bracing for more active markets, but there is no immediate signal of severe stress or panic. Thanks for tuning in. Come back next week for more market updates and analysis. This has been a Quiet Please production. For more from me, check out Quiet Please Dot A I. For more http://www.quietplease.ai Get the best deals https://amzn.to/3ODvOta

    3 min
  7. AUG 19

    Mild Uptick in VIX Signals Slight Increase in Market Risk Perception

    The Cboe Volatility Index, commonly known as the VIX, is currently quoted at 15.19 as of August 19, 2025. This represents a percent change of 1.33% higher from the previous closing level of 14.99, according to data directly from the Cboe's dashboard. The movement comes after several days of relatively stable readings, with the VIX closing at 14.99 on August 18 and oscillating within the mid-14 range over the past week. The VIX measures the market's expectation of 30-day forward-looking volatility, derived from the prices of S&P 500 index options. This means that a higher VIX reflects greater anticipated volatility, often linked to market uncertainty or increased risk aversion among investors. A percent increase of 1.33% in the VIX today suggests a mild uptick in perceived short-term market risk compared to last session. Looking at recent trends, the VIX has hovered near the lower bound of its 52-week range, which peaked at 60.13 and dropped as low as 12.70 during the year. This low-volatility regime indicates that the broader market remains relatively calm by historic standards. Driving today’s VIX movement are primarily modest changes in overall investor sentiment rather than any single outsized event. There has been no major shock to equity markets or headline economic data that would drive a sharp volatility spike. Instead, traders may be reacting to incremental changes such as earnings releases, Fed commentary on interest rates and inflation, or fluctuations in global risk sentiment. Macrotrends and FRED both show similar patterns: slight day-to-day movements in the VIX in the past week, echoing a market that is neither panicked nor complacent. Historically, the VIX exhibits mean-reversion, a tendency to return to a longer-term average as risk perceptions normalize. When the index remains subdued, as it has in recent months, market participants often turn their attention to events with the potential to disrupt the current calm—such as central bank meetings, major geopolitical headlines, or large shifts in economic data. Portfolio managers might use this period of low implied volatility to recalibrate hedging strategies with VIX futures or options, a common use case noted by the Cboe. It's also important to note the broader context: The S&P 500 remains near all-time highs, inflation indicators are relatively steady, and the Federal Reserve's policy trajectory appears well telegraphed to markets. As a result, realized market volatility has stayed low, keeping the VIX in check. Thank you for tuning in and make sure to come back next week for more insights. This has been a Quiet Please production, and for more, check out QuietPlease.ai. For more http://www.quietplease.ai Get the best deals https://amzn.to/3ODvOta

    3 min
  8. AUG 16

    "Volatility Ticks Up Slightly: A Deeper Look at the VIX Gauge"

    The Cboe Volatility Index, or VIX, is currently at 14.83 as of August 16, 2025. This value represents a 2.35 percent increase from the previous market day, when the VIX closed at 14.49, according to data reported by YCharts and the St. Louis Fed. The VIX, often called the "fear gauge," measures expected volatility in the S&P 500 over the next 30 days by aggregating weighted prices of S&P 500 Index options. A rise in the VIX usually signals growing uncertainty about equity market direction, as investors pay more for options to hedge portfolios or speculate on volatility. Several underlying factors have driven this recent uptick in the VIX. First, the percent change likely reflects short-term shifts in risk sentiment, possibly linked to macroeconomic data releases, shifting expectations for Federal Reserve policy, or geopolitical events. Even minor negative trends or surprises in economic indicators can quickly translate into higher demand for downside protection, pushing the VIX higher. This current VIX level of 14.83, while up on the day, remains relatively low by historical standards, suggesting that markets are pricing in modest future volatility despite the recent single-day jump. Typically, a VIX below 20 is associated with calmer, less volatile markets, whereas spikes above that range often coincide with sharper downturns or market stress. Looking at the trends, the VIX has hovered in the mid- to upper-teens for much of the past month, briefly rising above 16 earlier in the week before settling slightly lower. This pattern indicates a market in consolidation, with sporadic but short-lived increases in volatility likely driven by news cycles or technical factors within the equity markets. The mean-reverting nature of the VIX—that is, its tendency to drift back toward a long-term average—is a key dynamic, as volatility spikes are typically followed by periods of moderation. The daily percent changes should be understood within this broader context of ongoing portfolio hedging, shifting risk premia, and the structural tendency of volatility measures to respond sharply to both real and anticipated developments. Market participants continue to use VIX-related products to hedge against adverse moves or to position around anticipated events, keeping the index responsive to even subtle changes in sentiment. Thanks for tuning in. Come back next week for more insights into market volatility and trends. This has been a Quiet Please production. For more from me, check out Quiet Please Dot A I. For more http://www.quietplease.ai Get the best deals https://amzn.to/3ODvOta

    3 min

About

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. Subscribe now and never miss an update on the Cboe Volatility Index and its impact on global markets.

More From Quiet. Please