Cboe Global Markets

1-Month Realized vs Implied Volatility

February 8, 2021

Last week, 30-day $SPX realized volatility climbed while 30-day implied volatility fell and they are now in line with each other. Plus, Feb/Mar $VIX futures spread shifted 3+ points and into contango, the Russell 2000 Index up nearly 15% YTD and the $VIX Index moves into the 21 handle today.