Market Metrics and Trends

A Look at Monthly Volatility and Equity and Options Volumes

Market Metrics

  • Volatility (VIX): Monthly average 15.75; -3.6% M/M, -18.4% Y/Y
  • S&P 500 (Price): Monthly average 6,408.95; +1.8% M/M, +17.0% Y/Y
  • Performance (month/year): Best = Mats/Comms +5.6%/+17.2%; worst = Util/Health, -2.0%/-0.4%
  • Equity ADV: Monthly average 16.4 billion shares; -9.2% M/M, +42.8% Y/Y
  • Options ADV: Monthly average 58.4 million contracts; +6.8%, +24.1% Y/Y

 

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Author

Matthew Paluzzi
Research Associate
SIFMA Insights