The Second Hottest Year For VIX in a Decade

Looking back a decade, the VIX tends to rise in the second half of the year

Apr 12, 2017 at 10:34 AM
facebook twitter linkedin


The CBOE Volatility Index (VIX) has been soaring lately, amid troubling geopolitical developments in Syria and North Korea. Yesterday, we looked at what the VIX spike could mean for stocks going forward. Today, our attention is drawn to an interesting historical development on the stock market's "fear gauge."

Specifically, the VIX is up 3.5% today at 15.59, bringing its 2017 lead to 11.4%. According to Schaeffer's Quantitative Analyst Chris Prybal, this is the second largest percentage gain for this point in the year, when surveying data from the past decade. The only year in which the VIX was up more year-to-date than it is so far in 2017 was 2014, with most other years actually sporting negative returns. As Prybal notes, "Over the past 10 years, volatility has tended to spike later in the year, as opposed to the first half -- apart from 2010."

cboe volatility index vix chart over 10 years

 

Stop leaving money on the table with the same old broken options trading approach...

There is no options strategy that more perfectly capitalizes during earnings season better than this simple call and put buying strategy. Perfect for aggressive traders looking to recover their suffering portfolios so far in 2022. With the simplest possible options strategy, Schaeffer's team with 100+ years of options trading excellence, target 200% gains on every single trade. So many trades are being beaten down by the market, but don't be one of them! Don't waste another second... join us right now before the next trade is released! 

 
Schaeffer's Daily Bulletin Offer
 


 


 
Special Offers from Schaeffer's Trading Partners