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
2026-05-15: 79.87000275 Point

Historical values in Point: Summary Detail
Pages: 123456

      Date      Point   Change (Value, %)    Growth
----------  ---------  -------------------  -------
2008-05-01     130.20  (   11.10,   9.32%)  163.01%
2008-04-01     119.10  (  -26.40, -18.14%)  149.12%
2008-03-01     145.50  (   -9.70,  -6.25%)  182.17%
2008-02-01     155.20  (    1.50,   0.98%)  194.32%
2008-01-01     153.70  (    8.30,   5.71%)  192.44%
2007-12-01     145.40  (   13.90,  10.57%)  182.05%
2007-11-01     131.50  (   41.32,  45.82%)  164.64%
2007-10-01      90.18  (  -13.52, -13.04%)  112.91%
2007-09-01     103.70  (   -7.30,  -6.58%)  129.84%
2007-08-01     111.00  (   14.60,  15.15%)  138.98%
2007-07-01      96.40  (   18.90,  24.39%)  120.70%
2007-06-01      77.50  (   18.60,  31.58%)   97.03%
2007-05-01      58.90  (   -0.90,  -1.51%)   73.74%
2007-04-01      59.80  (   -8.10, -11.93%)   74.87%
2007-03-01      67.90  (   -1.90,  -2.72%)   85.01%
2007-02-01      69.80  (    8.20,  13.31%)   87.39%
2007-01-01      61.60  (   -5.20,  -7.78%)   77.13%
2006-12-01      66.80  (   -1.70,  -2.48%)   83.64%
2006-11-01      68.50  (    7.60,  12.48%)   85.76%
2006-10-01      60.90  (   -2.20,  -3.49%)   76.25%
2006-09-01      63.10  (    3.30,   5.52%)   79.00%
2006-08-01      59.80  (   -3.60,  -5.68%)   74.87%
2006-07-01      63.40  (   -2.10,  -3.21%)   79.38%
2006-06-01      65.50  (   -1.60,  -2.38%)   82.01%
2006-05-01      67.10  (    4.10,   6.51%)   84.01%
2006-04-01      63.00  (   -5.60,  -8.16%)   78.88%
2006-03-01      68.60  (   11.74,  20.65%)   85.89%
2006-02-01      56.86  (  -16.84, -22.85%)   71.19%
2006-01-01      73.70  (    1.61,   2.23%)   92.27%
2005-12-01      72.09  (   -1.41,  -1.92%)   90.26%
2005-11-01      73.50  (   -6.58,  -8.22%)   92.02%
2005-10-01      80.08  (    3.37,   4.39%)  100.26%
2005-09-01      76.71  (   -1.49,  -1.91%)   96.04%
2005-08-01      78.20  (    3.40,   4.55%)   97.91%
2005-07-01      74.80  (   -0.80,  -1.06%)   93.65%
2005-06-01      75.60  (    0.60,   0.80%)   94.65%
2005-05-01      75.00  (   -7.53,  -9.12%)   93.90%
2005-04-01      82.53  (   -5.17,  -5.90%)  103.33%
2005-03-01      87.70  (   -2.35,  -2.61%)  109.80%
2005-02-01      90.05  (   10.76,  13.57%)  112.75%
2005-01-01      79.29  (   -7.31,  -8.44%)   99.27%
2004-12-01      86.60  (   -2.96,  -3.31%)  108.43%
2004-11-01      89.56  (   -6.89,  -7.14%)  112.13%
2004-10-01      96.45  (    3.56,   3.83%)  120.76%
2004-09-01      92.89  (   -9.77,  -9.52%)  116.30%
2004-08-01     102.66  (    5.45,   5.61%)  128.53%
2004-07-01      97.21  (    3.30,   3.51%)  121.71%
2004-06-01      93.91  (  -12.21, -11.51%)  117.58%
2004-05-01     106.12  (  -16.81, -13.67%)  132.87%
2004-04-01     122.93  (   17.01,  16.06%)  153.91%
2004-03-01     105.92  (   15.78,  17.51%)  132.62%
2004-02-01      90.14  (  -26.61, -22.79%)  112.86%
2004-01-01     116.75  (   -1.16,  -0.98%)  146.18%
2003-12-01     117.91  (   13.00,  12.39%)  147.63%
2003-11-01     104.91  (  -13.85, -11.66%)  131.35%
2003-10-01     118.76  (    2.07,   1.77%)  148.69%
2003-09-01     116.69  (   -9.86,  -7.79%)  146.10%
2003-08-01     126.55  (  -34.31, -21.33%)  158.44%
2003-07-01     160.86  (   57.26,  55.27%)  201.40%
2003-06-01     103.60  (    3.79,   3.80%)  129.71%
2003-05-01      99.81  (   10.54,  11.81%)  124.97%
2003-04-01      89.27  (  -22.82, -20.36%)  111.77%
2003-03-01     112.09  (    6.73,   6.39%)  140.34%
2003-02-01     105.36  (   -5.53,  -4.99%)  131.91%
2003-01-01     110.89  (  -13.00, -10.49%)  138.84%
2002-12-01     123.89  (        ,        )  155.11%
----------  ---------  -------------------  -------
      Date      Point   Change (Value, %)    Growth
Historical values in Point: Summary Detail
Pages: 123456

 

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