NYSE: ^MOVE - ICE BofAML MOVE Index

Q

What is the ICE BofAML MOVE Index (NYSE: ^MOVE) index? What are the historical values of the ^MOVE index?

✍: FYIcenter.com

A

The ICE BofAML MOVE Index (NYSE: ^MOV), measures expected volatility of the US fixed income market, by calculating the implied volatility of U.S. Treasury options using a weighted average of option prices on Treasury futures across multiple maturities (2, 5, 10, and 30 years).

The ^MOVE index was created by Harley Bassman, a former managing director at Merrill Lynch. The name, MOVE, stands for Merrill Lynch Option Volatility Estimate. Today, the ^MOVE index is maintained by ICE (Intercontinental Exchange).

The historical values of the ICE BofAML MOVE Index (NYSE: ^MOVE) index are presented below.

ICE BofAML MOVE Index
NYSE: ^MOVE
2026-03-13: 91.16979980 Point

Historical values in Point: Summary Detail
Pages: 123456

      Date      Point   Change (Value, %)    Growth
----------  ---------  -------------------  -------
2021-04-01      58.13  (  -13.14, -18.44%)   63.76%
2021-03-01      71.27  (   -4.39,  -5.80%)   78.17%
2021-02-01      75.66  (   28.25,  59.59%)   82.99%
2021-01-01      47.41  (   -1.57,  -3.21%)   52.00%
2020-12-01      48.98  (    8.14,  19.93%)   53.72%
2020-11-01      40.84  (  -21.07, -34.03%)   44.80%
2020-10-01      61.91  (   22.70,  57.89%)   67.91%
2020-09-01      39.21  (   -7.81, -16.61%)   43.01%
2020-08-01      47.02  (    5.04,  12.01%)   51.57%
2020-07-01      41.98  (  -12.15, -22.45%)   46.05%
2020-06-01      54.13  (    2.58,   5.00%)   59.37%
2020-05-01      51.55  (   -2.04,  -3.81%)   56.54%
2020-04-01      53.59  (  -30.28, -36.10%)   58.78%
2020-03-01      83.87  (  -25.80, -23.53%)   91.99%
2020-02-01     109.67  (   36.69,  50.27%)  120.29%
2020-01-01      72.98  (   14.70,  25.22%)   80.05%
2019-12-01      58.28  (    1.71,   3.02%)   63.92%
2019-11-01      56.57  (   -9.31, -14.13%)   62.05%
2019-10-01      65.88  (  -11.32, -14.66%)   72.26%
2019-09-01      77.20  (   -9.69, -11.15%)   84.68%
2019-08-01      86.89  (   31.64,  57.27%)   95.31%
2019-07-01      55.25  (  -15.18, -21.55%)   60.60%
2019-06-01      70.43  (   -2.25,  -3.10%)   77.25%
2019-05-01      72.68  (   23.21,  46.92%)   79.72%
2019-04-01      49.47  (   -9.08, -15.51%)   54.26%
2019-03-01      58.55  (   11.33,  23.99%)   64.22%
2019-02-01      47.22  (   -2.59,  -5.20%)   51.79%
2019-01-01      49.81  (  -16.77, -25.19%)   54.63%
2018-12-01      66.58  (   14.15,  26.99%)   73.03%
2018-11-01      52.43  (   -7.70, -12.81%)   57.51%
2018-10-01      60.13  (   13.97,  30.26%)   65.95%
2018-09-01      46.16  (   -4.55,  -8.97%)   50.63%
2018-08-01      50.71  (    4.21,   9.05%)   55.62%
2018-07-01      46.50  (   -4.67,  -9.13%)   51.00%
2018-06-01      51.17  (   -9.37, -15.48%)   56.13%
2018-05-01      60.54  (   10.19,  20.24%)   66.40%
2018-04-01      50.35  (   -8.19, -13.99%)   55.23%
2018-03-01      58.54  (   -4.43,  -7.04%)   64.21%
2018-02-01      62.97  (    5.77,  10.09%)   69.07%
2018-01-01      57.20  (   10.60,  22.75%)   62.74%
2017-12-01      46.60  (   -0.23,  -0.49%)   51.11%
2017-11-01      46.83  (   -4.32,  -8.45%)   51.37%
2017-10-01      51.15  (   -1.73,  -3.27%)   56.10%
2017-09-01      52.88  (    1.75,   3.42%)   58.00%
2017-08-01      51.13  (    2.99,   6.21%)   56.08%
2017-07-01      48.14  (   -7.08, -12.82%)   52.80%
2017-06-01      55.22  (    1.27,   2.35%)   60.57%
2017-05-01      53.95  (   -6.24, -10.37%)   59.18%
2017-04-01      60.19  (   -0.51,  -0.84%)   66.02%
2017-03-01      60.70  (  -10.19, -14.37%)   66.58%
2017-02-01      70.89  (   -1.63,  -2.25%)   77.76%
2017-01-01      72.52  (    0.89,   1.24%)   79.54%
2016-12-01      71.63  (   -9.33, -11.52%)   78.57%
2016-11-01      80.96  (   15.49,  23.66%)   88.80%
2016-10-01      65.47  (    4.91,   8.11%)   71.81%
2016-09-01      60.56  (   -8.52, -12.33%)   66.43%
2016-08-01      69.08  (    4.93,   7.69%)   75.77%
2016-07-01      64.15  (   -8.49, -11.69%)   70.36%
2016-06-01      72.64  (    4.73,   6.97%)   79.68%
2016-05-01      67.91  (    2.99,   4.61%)   74.49%
2016-04-01      64.92  (   -3.88,  -5.64%)   71.21%
2016-03-01      68.80  (  -14.59, -17.50%)   75.46%
2016-02-01      83.39  (    9.39,  12.69%)   91.47%
2016-01-01      74.00  (    6.20,   9.14%)   81.17%
2015-12-01      67.80  (   -2.10,  -3.00%)   74.37%
2015-11-01      69.90  (   -3.20,  -4.38%)   76.67%
2015-10-01      73.10  (   -8.50, -10.42%)   80.18%
2015-09-01      81.60  (   -6.10,  -6.96%)   89.50%
2015-08-01      87.70  (   11.90,  15.70%)   96.19%
2015-07-01      75.80  (  -16.50, -17.88%)   83.14%
2015-06-01      92.30  (    9.60,  11.61%)  101.24%
2015-05-01      82.70  (    7.40,   9.83%)   90.71%
2015-04-01      75.30  (  -10.80, -12.54%)   82.59%
2015-03-01      86.10  (   -5.30,  -5.80%)   94.44%
2015-02-01      91.40  (    4.80,   5.54%)  100.25%
2015-01-01      86.60  (   17.70,  25.69%)   94.99%
2014-12-01      68.90  (    2.30,   3.45%)   75.57%
2014-11-01      66.60  (   -2.10,  -3.06%)   73.05%
2014-10-01      68.70  (    4.50,   7.01%)   75.35%
2014-09-01      64.20  (    3.71,   6.13%)   70.42%
2014-08-01      60.49  (    4.03,   7.14%)   66.35%
2014-07-01      56.46  (    3.76,   7.13%)   61.93%
2014-06-01      52.70  (   -5.60,  -9.61%)   57.80%
2014-05-01      58.30  (   -0.60,  -1.02%)   63.95%
2014-04-01      58.90  (   -2.90,  -4.69%)   64.60%
2014-03-01      61.80  (    4.10,   7.11%)   67.79%
2014-02-01      57.70  (   -7.00, -10.82%)   63.29%
2014-01-01      64.70  (   -8.80, -11.97%)   70.97%
2013-12-01      73.50  (    5.50,   8.09%)   80.62%
2013-11-01      68.00  (    6.30,  10.21%)   74.59%
2013-10-01      61.70  (  -18.50, -23.07%)   67.68%
2013-09-01      80.20  (  -23.30, -22.51%)   87.97%
2013-08-01     103.50  (   20.90,  25.30%)  113.52%
2013-07-01      82.60  (  -17.20, -17.23%)   90.60%
2013-06-01      99.80  (   19.80,  24.75%)  109.47%
2013-05-01      80.00  (   30.80,  62.60%)   87.75%
2013-04-01      49.20  (   -8.10, -14.14%)   53.97%
2013-03-01      57.30  (    1.42,   2.54%)   62.85%
2013-02-01      55.88  (   -9.72, -14.82%)   61.29%
2013-01-01      65.60  (    6.20,  10.44%)   71.95%
----------  ---------  -------------------  -------
      Date      Point   Change (Value, %)    Growth
Historical values in Point: Summary Detail
Pages: 123456

 

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