These numbers are from Matt Moran at The CBOE:
CBOE Volatility Index (VIX) has risen more than 35% on 6 trading days —
All of CBOE’s 19 volatility indexes roseThursday.
The list below provides today’s daily percentage changes.
The fact that VIX (based on implied volatility of S&P 500 options) had the biggest % rise of all these indexes could reflect the fact that some investors recently have increased interest in overall portfolio risk managment.
The webpage www.cboe.com/volatility provides daily updates on all these indexes.
35.4% VIX CBOE Volatility Index®
34.4% VXD CBOE DJIA Volatility Index
34.2% VXEEM CBOE Emerging Markets ETF Volatility Index
33.0% VXIBM CBOE Equity VIX® on IBM
33.0% VXEWZ CBOE Brazil ETF Volatility Index
32.6% VXXLE CBOE Energy Sector ETF Volatility Index
29.6% VXAPL CBOE Equity VIX® on Apple
29.1% VXGS CBOE Equity VIX® on Goldman Sachs
28.1% VXN CBOE NASDAQ Volatility Index
27.9% RVX CBOE Russell 2000 Volatility Index
27.3% VXFXI CBOE China ETF Volatility Index
26.2% OVX CBOE Crude Oil ETF Volatility Index
24.5% VXGOG CBOE Equity VIX® on Google
23.5% VXV CBOE S&P 500 3-Month Volatility Index
22.9% VXGDX CBOE Gold Miners ETF Volatility Index
20.1% VXAZN CBOE Equity VIX® on Amazon
16.8% VXSLV CBOE Silver ETF Volatility Index
11.7% GVZ CBOE Gold ETF Volatility Index
7.9% EVZ CBOE EuroCurrency ETF Volatility Index
markets flat before jobs report.