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Equity Volatility Jumps Most Since April 2025 Tariff Turmoil

Bloomberg Markets Thursday 05 November 2026, 22:45 UTC By David Marino and Bernard Goyder 1 min read
Key Points

Equity Volatility Jumps Most Since April 2025 Tariff Turmoil The cost to hedge against the biggest S&P 500 plunge in more than a year soared on Thursday as traders sought cover from further wild swings. The Cboe Volatility Index, or VIX, measuring expected volatility in the US benchmark and a key gauge of market stress, rose the most since April 2025 as the S&P 500 dropped 4.4% and the Nasdaq 100 slid more than 6%.

Equity Volatility Jumps Most Since April 2025 Tariff Turmoil The cost to hedge against the biggest S&P 500 plunge in more than a year soared on Thursday as traders sought cover from further wild swings. The Cboe Volatility Index, or VIX, measuring expected volatility in the US benchmark and a key gauge of market stress, rose the most since April 2025 as the S&P 500 dropped 4.4% and the Nasdaq 100 slid more than 6%. The cost of VIX options rose even more, jumping faster than at any time since the Volmageddon episode in 2018.
US (LOCATION) VIX (ORG) Volmageddon (LOCATION)
Originally published by Bloomberg Markets Read original →

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