S&P 500 implied volatility briefly surpassed that of crude oil in February

For four consecutive days in early February, stock market implied volatility surpassed crude oil price volatility for the first time since 2008. The VIX, a measure of implied volatility, or the market’s expected range of near-term price changes on Standard and Poor’s (S&P) 500 index options, closed higher than the OVX, a measure of implied volatility on crude oil options.
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S&P 500 implied volatility briefly surpassed that of crude oil in February was originally posted by Energy News That Matters