Fear-Price Index

Fear-Price Index puts a price on fear in US markets.

The Fear-Price Index (恐惧的标价指数) is the percentile of 1-year implied volatility (VIX1Y) over the trailing 3 years, on a 0 to 100 scale. Higher means long-dated options are historically more expensive. It updates after every US trading day, and the formula is public so anyone can reproduce it.

A weekly review every week and a monthly review every month: how the market priced fear, which side the money is betting on, what our call is, and what would prove it wrong. Videos are narrated in Chinese with English subtitles.

Data and commentary only. Not investment advice, no stock picks.

Website https://chronicle.klay-wang.com
Author https://klay-wang.com