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Unusual VIX Today, 12/12/22

edited December 2022 in Other Investing
On a strong market day,
stock VIX, VXN, RVX up; bond MOVE up;
EM VXEEM down; gold GVZ down; oil OVX down. Looks strange.
Also interesting that, historically, VIX down on SP500 down days is MORE common than VIX up on up days (like today; also looks an outlier).
Chart LINK


  • Good context. I was surprised to see that too.
  • edited December 2022
    I wonder if the CPI release tomorrow and/or the impending
    FOMC meeting influenced this strange behavior?
  • I heard that there was a leak of some sort on CPI or FOMC.
  • CPI +7.1% WAS less than expected +7.3%. Somebody KNEW something yesterday afternoon. That would explain the sudden runup yesterday, and of course, the futures this AM AFTER the CPI report.

  • edited December 2022

    Have wondered/imagined being on the inside, of the numbers folks.

    FOMC new rules and, the big kids.

    'Course none of this prevents leaks, friends of friends, etc.

    I've not checked restrictions among the vast pool of employees working for the FED in the numbers crunching sectors. Would be a large temptation knowing what numbers are forthcoming and what the likely impact upon one's portfolio will be.

    NOTE: I had early appointments today that lasted all day; but looking later through 15 items I watch, 10:30 AM was about the average length of the market pop in various sectors from the open.
  • So we'll be see .50 % increase today ?!
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