Volatility
VIX, MOVE, SKEW, and VVIX. The price of uncertainty across equities, rates, and tail-risk distributions.
Volatility is the market's price of uncertainty. The VIX measures 30-day implied equity volatility, the MOVE does the same for Treasuries, and SKEW captures demand for tail-risk protection. Persistent divergences between equity and bond vol often precede regime shifts, while spikes in both simultaneously signal broad deleveraging.
Data as of · 4 metrics with live data
VIX
dailyCBOE Volatility Index — the canonical "fear gauge" measuring S&P 500 expected 30-day volatility. Convex pairs the live reading with regime context, cross-asset signals, and what the level means for positioning.
MOVE Index
dailyICE BofA US Bond Market Option Volatility Estimate (MOVE); the bond-market counterpart to VIX, measuring implied volatility in Treasury options across 2Y / 5Y / 10Y / 30Y tenors in basis points.
CBOE SKEW Index
dailyCBOE SKEW Index measures the perceived probability of a tail event (≥2σ move down) from S&P 500 options pricing; 100 = lognormal, >120 signals growing tail-hedge demand.
VVIX (Vol of Vol)
dailyCBOE VVIX measures the 30-day expected volatility of VIX itself, derived from VIX options; spikes without VIX rising can signal positioning stress.
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Data sourced from FRED, CoinGecko, CBOE, CFTC, and EIA. Updated at varying frequencies. This page is for informational purposes only and does not constitute financial advice.