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The S&P500 “Fear Index” closed at all time highs this week as volatility across assets remain near historic highs

Ryan Todd
·1-min read

The CBOE Volatility Index (VIX), also known as the "Fear Index," has now surpassed and sustained some of the highest levels set in 2008. Interpreted as a measure of 30-day forward expectation of volatility in the S&P500 index, the VIX traded above the 83 handle this week and closed at all time highs on Monday, according to FactSet.

Source: The Block, FactSet

 

The 5-day rolling average of the VIX is also now above highs set in 2008.

Source: The Block, FactSet

As forward expectations of volatility within the S&P500 remain at historic levels, annualized 30-day realized volatility has also jumped across asset classes this week, including bitcoin. Even traditionally perceived safe-haven assets such as gold and U.S. treasuries haven't been spared from this new volatility regime.

Source: The Block, FactSet