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Stock Rout Shatters Years of Calm in Markets
Some are seeking clues in rates for where volatility goes
Options are still trading mostly in lower strike ranges
The Cboe Volatility Index reached its highest level since August 2015 on Monday, blowing past 35 as U.S. stocks continued the previous week’s meltdown.
At its peak, the VIX more than doubled from Friday’s close to reach 35.73, a staggering figure given the struggles with historically low volatility in recent years. The gauge retreated and is currently hovering around 30. Since 1990, the index’s average has been 19.3, but during the past three years of market calm that figure’s been below 13.
https://www.bloomberg.com/news/articles/2018-02-05/vix-crosses-25-showing-some-signs-of-life-but-restraint-as-well
