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LPVIX

$--
--%
1d
1w
1m

Analysis and statistics

  • Open
    21.3662$
  • Previous Close
    21.3662$
  • 52 Week Change
    --
  • Day Range
    0.00$
  • 52 Week High/Low
    --
  • Dividend Per Share
    --
  • Market cap
    --$
  • EPS
    --
  • Beta
    --
  • Volume
    --

About

LPVIX.US represents the LiveVol Implied Volatility Index, a volatility index calculated based on options prices of U.S. listed equities. Unlike the more widely known VIX index that derives its implied volatility from S&P 500 options, LPVIX utilizes options data from a broader range of individual stocks. This makes it potentially more representative of overall equity market volatility, as opposed to just large-cap volatility. It serves as a gauge of market uncertainty and risk perception, with higher values generally indicating greater expected volatility and lower values suggesting calmer market conditions.
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Factors

VIX Futures Prices: LPVIX.US tracks VIX futures; their price changes directly impact LPVIX.US. Volatility Expectations: Market sentiment about future volatility strongly influences VIX futures and consequently LPVIX.US. Supply and Demand: Higher demand for LPVIX.US, driven by fear, pushes the price up; increased supply lowers it. Time Decay: As VIX futures contracts approach expiration, LPVIX.US values erode if volatility expectations remain stable. Rolling Costs: LPVIX.US continually rolls over futures contracts, incurring costs that can impact returns, especially during contango.

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