Merrill Lynch Option Volatility Estimate

+10.2411 (14.71%)
INDX (CLOSED)

Merrill Lynch Option Volatility Estimate (MOVE) @ INDX

Printed Saturday, 16 May '26 15:37 MST
Merrill Lynch Option Volatility Estimate

The implied bond volatility in the US Treasury market is measured by the MOVE index, while stock volatility is measured by the VIX index. The VIX is the risk-neutral expected volatility of the stock market over the next 30 days calculated from options on the SP 500 index.

Common Stock β +1.126

Website Attributes Seasonality Filters
Date Name (*Public) Description Symbol Type Size Action
Date Value Error Logarithmic Error Model (*Public)
+U10.2411 (14.71%) on Friday, 15 May 2026, Marketcap U5.33 B
Date Value Δ Open Close Low High Adjusted Volume Δ
Name Version (*Public) Indicator % Auto Description Symbol Company Name Forecasts Buy / Sell Action
Opened (Closed) Expires Symbol Company Name Name (*Public) Size Contract Symbol Open P/L Close P/L Total P/L ROI DTE DIT Delta Action
Details Best Trend by Hindsight Forecast Profit or Loss
Date (*Public) Symbol Strategy Data Origin Slope Sigma Cor % Moves Sigma Moves Gain % Periods Action
Date Name (*Public) Description Price Quantity Total Cost Type Symbol Action
Date RSI Stochastic %D Stochastic %K MACD MACD Divergence MACD Signal DMI CCI Volatility Bollinger Upper Bollinger Mid Bollinger Lower
Date Name Description Type Symbol Company Name Location
Date UTC Location Action Description Object Severity User Action