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 2026-01-26: 55.76589966 Point Historical values in Point: Summary Detail Pages: ◀◁12345▷ Date Point Change (Value, %) Growth ---------- --------- ------------------- ------- 2018-07-01 46.50 ( -4.67, -9.13%) 83.38% 2018-06-01 51.17 ( -9.37, -15.48%) 91.76% 2018-05-01 60.54 ( 10.19, 20.24%) 108.56% 2018-04-01 50.35 ( -8.19, -13.99%) 90.29% 2018-03-01 58.54 ( -4.43, -7.04%) 104.97% 2018-02-01 62.97 ( 5.77, 10.09%) 112.92% 2018-01-01 57.20 ( 10.60, 22.75%) 102.57% 2017-12-01 46.60 ( -0.23, -0.49%) 83.56% 2017-11-01 46.83 ( -4.32, -8.45%) 83.98% 2017-10-01 51.15 ( -1.73, -3.27%) 91.72% 2017-09-01 52.88 ( 1.75, 3.42%) 94.82% 2017-08-01 51.13 ( 2.99, 6.21%) 91.69% 2017-07-01 48.14 ( -7.08, -12.82%) 86.33% 2017-06-01 55.22 ( 1.27, 2.35%) 99.02% 2017-05-01 53.95 ( -6.24, -10.37%) 96.74% 2017-04-01 60.19 ( -0.51, -0.84%) 107.93% 2017-03-01 60.70 ( -10.19, -14.37%) 108.85% 2017-02-01 70.89 ( -1.63, -2.25%) 127.12% 2017-01-01 72.52 ( 0.89, 1.24%) 130.04% 2016-12-01 71.63 ( -9.33, -11.52%) 128.45% 2016-11-01 80.96 ( 15.49, 23.66%) 145.18% 2016-10-01 65.47 ( 4.91, 8.11%) 117.40% 2016-09-01 60.56 ( -8.52, -12.33%) 108.60% 2016-08-01 69.08 ( 4.93, 7.69%) 123.87% 2016-07-01 64.15 ( -8.49, -11.69%) 115.03% 2016-06-01 72.64 ( 4.73, 6.97%) 130.26% 2016-05-01 67.91 ( 2.99, 4.61%) 121.78% 2016-04-01 64.92 ( -3.88, -5.64%) 116.42% 2016-03-01 68.80 ( -14.59, -17.50%) 123.37% 2016-02-01 83.39 ( 9.39, 12.69%) 149.54% 2016-01-01 74.00 ( 6.20, 9.14%) 132.70% 2015-12-01 67.80 ( -2.10, -3.00%) 121.58% 2015-11-01 69.90 ( -3.20, -4.38%) 125.35% 2015-10-01 73.10 ( -8.50, -10.42%) 131.08% 2015-09-01 81.60 ( -6.10, -6.96%) 146.33% 2015-08-01 87.70 ( 11.90, 15.70%) 157.26% 2015-07-01 75.80 ( -16.50, -17.88%) 135.93% 2015-06-01 92.30 ( 9.60, 11.61%) 165.51% 2015-05-01 82.70 ( 7.40, 9.83%) 148.30% 2015-04-01 75.30 ( -10.80, -12.54%) 135.03% 2015-03-01 86.10 ( -5.30, -5.80%) 154.40% 2015-02-01 91.40 ( 4.80, 5.54%) 163.90% 2015-01-01 86.60 ( 17.70, 25.69%) 155.29% 2014-12-01 68.90 ( 2.30, 3.45%) 123.55% 2014-11-01 66.60 ( -2.10, -3.06%) 119.43% 2014-10-01 68.70 ( 4.50, 7.01%) 123.19% 2014-09-01 64.20 ( 3.71, 6.13%) 115.12% 2014-08-01 60.49 ( 4.03, 7.14%) 108.47% 2014-07-01 56.46 ( 3.76, 7.13%) 101.24% 2014-06-01 52.70 ( -5.60, -9.61%) 94.50% 2014-05-01 58.30 ( -0.60, -1.02%) 104.54% 2014-04-01 58.90 ( -2.90, -4.69%) 105.62% 2014-03-01 61.80 ( 4.10, 7.11%) 110.82% 2014-02-01 57.70 ( -7.00, -10.82%) 103.47% 2014-01-01 64.70 ( -8.80, -11.97%) 116.02% 2013-12-01 73.50 ( 5.50, 8.09%) 131.80% 2013-11-01 68.00 ( 6.30, 10.21%) 121.94% 2013-10-01 61.70 ( -18.50, -23.07%) 110.64% 2013-09-01 80.20 ( -23.30, -22.51%) 143.82% 2013-08-01 103.50 ( 20.90, 25.30%) 185.60% 2013-07-01 82.60 ( -17.20, -17.23%) 148.12% 2013-06-01 99.80 ( 19.80, 24.75%) 178.96% 2013-05-01 80.00 ( 30.80, 62.60%) 143.46% 2013-04-01 49.20 ( -8.10, -14.14%) 88.23% 2013-03-01 57.30 ( 1.42, 2.54%) 102.75% 2013-02-01 55.88 ( -9.72, -14.82%) 100.20% 2013-01-01 65.60 ( 6.20, 10.44%) 117.63% 2012-12-01 59.40 ( 7.60, 14.67%) 106.52% 2012-11-01 51.80 ( -19.63, -27.48%) 92.89% 2012-10-01 71.43 ( 10.96, 18.12%) 128.09% 2012-09-01 60.47 ( -8.23, -11.98%) 108.44% 2012-08-01 68.70 ( -1.10, -1.58%) 123.19% 2012-07-01 69.80 ( -3.40, -4.64%) 125.17% 2012-06-01 73.20 ( -1.20, -1.61%) 131.26% 2012-05-01 74.40 ( 11.50, 18.28%) 133.41% 2012-04-01 62.90 ( -15.70, -19.97%) 112.79% 2012-03-01 78.60 ( 2.70, 3.56%) 140.95% 2012-02-01 75.90 ( 3.80, 5.27%) 136.10% 2012-01-01 72.10 ( -19.00, -20.86%) 129.29% 2011-12-01 91.10 ( -8.60, -8.63%) 163.36% 2011-11-01 99.70 ( -7.50, -7.00%) 178.78% 2011-10-01 107.20 ( 6.60, 6.56%) 192.23% 2011-09-01 100.60 ( 2.70, 2.76%) 180.40% 2011-08-01 97.90 ( 9.90, 11.25%) 175.56% 2011-07-01 88.00 ( -0.90, -1.01%) 157.80% 2011-06-01 88.90 ( 17.40, 24.34%) 159.42% 2011-05-01 71.50 ( -5.30, -6.90%) 128.21% 2011-04-01 76.80 ( -14.10, -15.51%) 137.72% 2011-03-01 90.90 ( 0.40, 0.44%) 163.00% 2011-02-01 90.50 ( -5.70, -5.93%) 162.29% 2011-01-01 96.20 ( -14.20, -12.86%) 172.51% 2010-12-01 110.40 ( 8.50, 8.34%) 197.97% 2010-11-01 101.90 ( 2.10, 2.10%) 182.73% 2010-10-01 99.80 ( 14.70, 17.27%) 178.96% 2010-09-01 85.10 ( -18.60, -17.94%) 152.60% 2010-08-01 103.70 ( 25.50, 32.61%) 185.96% 2010-07-01 78.20 ( -11.50, -12.82%) 140.23% 2010-06-01 89.70 ( -22.40, -19.98%) 160.85% 2010-05-01 112.10 ( 26.60, 31.11%) 201.02% 2010-04-01 85.50 ( 0.20, 0.23%) 153.32% ---------- --------- ------------------- ------- Date Point Change (Value, %) Growth Historical values in Point: Summary Detail Pages: ◀◁12345▷
⇒ Relation of VIX and MOVE Indixes
⇐ Relation of 13Wk T-Bill Index and 30Yr Bond
2025-02-17, ∼6102🔥, 0💬
Related Topics:
