Market Metrics and Trends

A Look at Monthly Volatility and Equity and Options Volumes

Market Metrics

  • Volatility (VIX): Monthly average 15.77; +0.1% M/M, -11.2% Y/Y
  • S&P 500 (Price): Monthly average 6,584.02; +2.7% M/M, +17.1% Y/Y
  • Performance (month/year): Best = Tech/Comms +7.2%/+23.7%; worst = Mats/Health, -2.3%/+1.2%
  • Equity ADV: Monthly average 18.3 billion shares; +11.8% M/M, +54.4% Y/Y
  • Options ADV: Monthly average 64.7 million contracts; +10.9%, +38.5% Y/Y

 

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Author

Matthew Paluzzi
Research Associate
SIFMA Insights