MOVE index jumps 17 points in a day to 95 while VIX holds near 15

The ICE BofA MOVE index, a gauge of Treasury-market implied volatility, rose 17 points in a single day to about 95, while the VIX held near 15, according to a market commentary post. The divergence points to elevated rate volatility relative to equity volatility.

Detected & updated continuously · Source: Nebula