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