CBOE Volatility Index - Seasonality

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CBOE Volatility Index - Seasonality

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	60%	70%	70%	60%	80%	50%	60%	60%	50%	70%	80%	67%
Average return %	+11.04%	+18.32%	-7.10%	+1.39%	-5.40%	-2.08%	-4.40%	+3.70%	+7.78%	+13.74%	-10.63%	+6.34%
2025	-5.30%	+19.48%	+13.50%	+11.62%	-25.33%	-9.91%	-0.06%	-8.13%	+5.99%	+7.13%	-6.25%	-12.35%
2024	+15.26%	-6.62%	-2.91%	+20.29%	-17.44%	-3.72%	+31.51%	-8.31%	+11.53%	+38.43%	-41.67%	+28.42%
2023	-10.48%	+6.70%	-9.66%	-15.61%	+13.69%	-24.25%	+0.29%	-0.44%	+29.11%	+3.54%	-28.78%	-3.64%
2022	+44.19%	+21.43%	-31.81%	+62.45%	-21.59%	+9.62%	-25.71%	+21.28%	+22.23%	-18.15%	-20.48%	+5.30%
2021	+45.45%	-15.53%	-30.59%	-4.07%	-9.94%	-5.55%	+15.22%	-9.65%	+40.41%	-29.73%	+67.22%	-36.67%
2020	+36.72%	+112.90%	+33.48%	-36.22%	-19.44%	+10.61%	-19.62%	+7.97%	-0.15%	+44.18%	-45.90%	+10.60%
2019	-34.82%	-10.80%	-7.24%	-4.30%	+42.61%	-19.40%	+6.90%	+17.74%	-14.44%	-18.60%	-4.54%	+9.19%
2018	+23.01%	+46.17%	+0.60%	-20.23%	-3.14%	+4.28%	-20.26%	+0.23%	-5.75%	+75.17%	-14.88%	+40.68%
2017	-14.60%	+7.76%	-4.26%	-12.53%	-3.79%	+7.40%	-8.23%	+3.22%	-10.20%	+7.05%	+10.81%	-2.13%
2016	+10.93%	+1.73%	-32.12%	+12.54%	-9.62%	+10.15%	-24.06%	+13.06%	-0.97%	+28.37%	-21.86%	+5.33%

Seasonality Charts

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Correlation

Pre-election

59.21%

2011

81.44%

Daily Average

Weekly average

Monthly average