Cboe Global Markets

Short-Term S&P 500 Index Realized Volatility at 14-Month Low

February 22, 2021

Short-term S&P 500 Index realized volatility reaches lowest levels in 14 months, the $RVX Index at a 45% premium to the spot $VIX Index as the Russell 2000 Index remains on pace to outperform the S&P 500 Index for 6th consecutive month, industrial materials showing recent gains & Kevin Davitt provides an update on the $VIX futures curve.