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Implied Volatility Data: How volatile was each calendar year for the U.S stock market? [Premium Subscribers]

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Implied Volatility Data: How volatile was each calendar year for the U.S stock market? [Premium Subscribers]

Weekly updates on the innovation economy and market commentary.

Drawing Capital
Sep 1, 2023
∙ Paid
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Implied Volatility Data: How volatile was each calendar year for the U.S stock market? [Premium Subscribers]

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How volatile was each calendar year for the U.S stock market? 

One method of measuring this question is counting the number of days that the VIX was above 20 in a calendar year. 

A quick note for SPX a…

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