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VIX Report - Cboe Volatility Index News

VIX Report - Cboe Volatility Index News

Written by: Inception Point Ai
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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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Episodes
  • Declining Volatility: VIX Drops 5.4% as Market Fears Subside Ahead of 2026

    Declining Volatility: VIX Drops 5.4% as Market Fears Subside Ahead of 2026
    Jan 17 2026
    The Cboe Volatility Index, known as the VIX, stands at a current sale price of 15.84 as of the latest close on January 15, 2026, according to FRED St. Louis Fed data. This reflects a percent change of negative 5.40 percent from the prior close of 16.75 on January 14, marking a decline in expected market volatility.

    The drop follows a volatile week, with the VIX at 15.12 on January 12 and 14.49 on January 9, per FRED and Investing.com historical rates. Investing.com shows broader trends with daily swings, including a 4.35 percent gain to 15.12 earlier in the period amid S&P 500 fluctuations, then sharper drops like negative 9.35 percent and 8.57 percent in prior sessions. Recent CBOE VIX futures data indicates settling prices around 22.45 for January 2026 contracts, down slightly, signaling market expectations of moderating volatility ahead.

    Underlying factors include stabilizing U.S. equity markets after bond yield rises to 4.23 percent on concerns over Fed Chair nominations, as noted in Barchart commentary, dampening rate cut speculation. Equity retracements from highs due to stretched valuations and cooling economy have eased volatility premiums, per CBOE insights. Implied volatilities rose modestly last week on economic data anticipation but fell post-Fed meeting, with VIX gaining modestly despite rallies in "spot up, vol up" dynamics.

    Overall, the VIX trend points downward from mid-teens peaks, reflecting reduced fear in S&P 500 options pricing, though futures suggest caution into 2026.

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    2 mins
  • VIX at 14.49: Calm Market Sentiment Signals Reduced Volatility Ahead

    VIX at 14.49: Calm Market Sentiment Signals Reduced Volatility Ahead
    Jan 13 2026
    The Cboe Volatility Index, known as the VIX, stands at a current spot price of 14.49 as of January 9, 2026, according to Cboe Global Markets data updated through January 12. This reflects a change of 0.00 percent from the prior session, signaling steady market expectations for near-term volatility in the S&P 500 Index.

    The VIX, often called the fear gauge, measures implied volatility from S&P 500 options over the next 30 days. Cboe reports this level aligns with a 52-week range of 13.38 low to 60.13 high, positioning it near the lower end, which typically indicates calmer investor sentiment and reduced fears of sharp market swings.

    Recent percent changes show moderation. FRED St. Louis Fed data lists the January 9 close at 14.49, down from 15.45 on January 8 and 15.38 on January 7, marking a roughly 6 percent drop over those days. Investing.com historical rates confirm a similar pattern, with January 9 around 14.49 to 14.66 amid a session percent change of negative 1.63 percent, following a steeper 9.35 percent decline earlier in the week. Broader trends from late December 2025 into early January 2026 reveal volatility oscillating between 14 and 17, with rebounds like plus 4.35 percent and drops like minus 14.03 percent, driven by mean-reversion tendencies where the VIX trends toward its long-term average.

    Underlying factors include stable oil markets post-U.S. strikes, as noted by Cboe, with WTI implied volatility easing from 68 percent to 51 percent and minimal impact on U.S. inflation expectations, unlike past events. The VIXs inverse relationship with the S&P 500 supports hedging against equity declines, while its mean-reverting nature shapes futures curves amid steady equity sentiment.

    Looking ahead, low VIX levels suggest limited near-term turbulence, though traders watch options activity and geopolitical responses for shifts.

    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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    3 mins
  • VIX Volatility Nudges Up, But Remains in Calm Market Regime

    VIX Volatility Nudges Up, But Remains in Calm Market Regime
    Jan 10 2026
    The Cboe Volatility Index, or VIX, is currently showing a sale price of 15.70, with a percent change of plus 2.08 percent from the last reported close, according to Cboe Global Markets’ VIX trade data, which is delayed by at least 20 minutes and marked as of the evening of January 9, 2026.

    That move higher of just over two percent keeps the VIX in a relatively low to moderate volatility regime. Cboe notes that the VIX spot price is sitting much closer to its 52‑week low of 13.38 than to its 52‑week high of 60.13, underscoring that, despite the uptick, overall implied equity volatility remains subdued by recent historical standards. In other words, option markets are pricing in a mild increase in near‑term uncertainty, but nothing approaching crisis levels.

    The underlying driver of the VIX is the market’s expectation of near‑term volatility in the S&P 500, inferred from SPX option prices across a range of strikes. When traders pay up for protection, implied volatility rises and the VIX moves higher; when demand for hedges fades, the index drifts lower. Cboe emphasizes that volatility, and the VIX itself, tend to be mean‑reverting over time, oscillating around a long‑term average. The current level near the mid‑teens is consistent with that mean‑reversion behavior after periods of both elevated and depressed volatility.

    Recent macro and geopolitical headlines have contributed to small but noticeable shifts in risk perception. Cboe commentary points to events such as U.S. strikes in the Middle East and swings in oil‑market implied volatility as examples of shocks that can temporarily widen the gap between implied and realized volatility. As those fears ease or prove contained, that spread narrows, and the VIX often retraces toward its longer‑run range. This dynamic has been visible in the past week, with oil‑related fears flaring and then partially receding, while equity volatility has nudged up but stayed contained.

    Another important trend is the structure of VIX futures across maturities. Cboe highlights that the term structure often reflects expectations that volatility will not stay at extremes for long. Today, front‑month VIX futures are trading above spot, a pattern known as contango, which typically signals that markets expect somewhat higher volatility down the road than is currently realized, but not a disorderly spike. That supports the idea that the recent move higher in the VIX is part of a gradual adjustment rather than a sudden panic.

    Putting it all together, the current VIX sale price of 15.70 and its 2.08 percent daily increase signal a modest rise in investor caution, driven by a mix of macro risk, geopolitical developments, and routine hedging flows, yet still firmly within a calm‑market volatility regime and consistent with long‑term mean‑reverting trends in implied volatility.

    Thanks for tuning in, and be sure to come back next week for more. This has been a Quiet Please production, and 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

    This content was created in partnership and with the help of Artificial Intelligence AI
    Show More Show Less
    3 mins
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