SIFMA Insights - Market Metrics & Trends - Equity Volumes, Options Volumes, And Volatility

Date 02/11/2022

In this monthly report, we look at market metrics and trends for volatility, price and volumes.

In October, sector performance varied by index. The Nasdaq was the hardest hit at -29.8% YTD and the lowest October pop at +3.9%.

Volatility (VIX): Monthly average 30.01; +9.5% M/M, +67.9% Y/Y
S&P 500 (Price): Monthly average 3,726.05; -3.2% M/M, -16.5% Y/Y
Performance (month/year): best = energy +24.8%/energy +63.2%; worst = comms -0.1%/comms -39.5%
Equity ADV (billion shares): Monthly average 11.5; +0.8% M/M, +10.5% Y/Y
Options ADV (million contracts): Monthly average 42.5; -0.5% M/M, +10.2% Y/Y

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