Options fear tracker, week 2: the gap is still near the top of its range

Options are pricing more fear than the market shows. $VIX (the swings options price in for next month) closed at 21.15 Monday. $SPY's realized volatility (how much it actually moved in 21 days) was 11.42. That 9.73-point gap is higher than on 93% of days since 1990 (our calc).

Next check: Weekly update (next: Nov 6 close)

Method and sources

Figures marked "our calc" are our own arithmetic on the cited primary sources (company filings, earnings releases, public datasets). Every figure was checked against its source before publication.

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General research, the same for every reader. Not investment advice.