dime

SPX 30 day expected move

FX:SPX500   S&P 500 Index
Based on a current VIX of 15 divided by the square root of 12 (months).

This implies a 30 day SPX expected move of +/- 4.33% (1 standard deviation range).

The market is pricing in a 68% probability the SPX will close within 2620-2860 by Aug 2.

What are your thoughts on trading the expected move implied by the VIX or options market?

Comments

Home Stock Screener Forex Screener Crypto Screener Economic Calendar How It Works Chart Features Pricing Refer a friend House Rules Help Center Website & Broker Solutions Widgets Charting Solutions Lightweight Charting Library Blog & News Twitter
Profile Profile Settings Account and Billing Refer a friend My Support Tickets Help Center Ideas Published Followers Following Private Messages Chat Sign Out