CBOE 1-Day Volatility Index - Seasonality

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CBOE 1-Day Volatility Index - Seasonality

Seasonality Charts

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Correlation

2022

65.33%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	100%	50%	50%	50%	50%	60%	60%	60%	100%	75%	100%	50%
Average return %	+31.43%	-7.20%	+3.06%	+6.01%	-12.28%	-3.41%	+8.87%	-7.44%	+23.99%	+10.06%	-27.96%	+16.42%
2026	+52.99%	+16.16%	-0.10%	-39.15%	+7.43%	-6.67%	+5.86%	-27.50%	+28.17%	--	--	--
2025	+7.91%	+13.08%	+16.82%	+5.04%	-26.01%	-40.00%	+65.49%	-31.37%	+4.07%	+14.56%	-19.54%	-3.25%
2024	+42.99%	-18.71%	-5.66%	+75.22%	-43.65%	+10.49%	+41.61%	-29.01%	+5.65%	+60.57%	-55.05%	+77.08%
2023	+21.83%	-39.34%	+1.19%	-17.08%	+13.11%	+1.32%	-38.69%	+35.61%	+35.93%	+5.03%	-37.00%	-17.66%
2022	--	--	--	--	--	+17.81%	-29.90%	+15.08%	+50.30%	-39.93%	-0.25%	+9.51%

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Weekly average

Monthly average