Volatility Analysis Data

  • Fed Interest Rate Wed, 20th Sep 2023 (Timezone: America/New York)

    Release Data: 5.25-5.50% (Previous: 5.25-5.50%) US Federal Open Market Committee

    LTC volatility 2.32x, typical 3.38x · volume 2.70x, typical 4.77x Muted

  • Core Inflation Wed, 13th Sep 2023 (Timezone: America/New York)

    Release Data: 4.3% (Previous: 4.7%) US Bureau of Labor Statistics

    LTC volatility 2.16x, typical 3.28x · volume 5.24x, typical 5.86x Muted

  • Core CPI Wed, 13th Sep 2023 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.2%) US Bureau of Labor Statistics

    LTC volatility 2.16x, typical 3.28x · volume 5.24x, typical 5.86x Muted

  • CPI Wed, 13th Sep 2023 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.2%) US Bureau of Labor Statistics

    LTC volatility 2.16x, typical 3.28x · volume 5.24x, typical 5.86x Muted

  • Core Inflation Tue, 12th Apr 2022 (Timezone: America/New York)

    Release Data: 6.5% (Previous: 6.4%) US Bureau of Labor Statistics

    LTC volatility 1.98x, typical 3.28x · volume 6.37x, typical 5.86x Muted

  • Core CPI Tue, 12th Apr 2022 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.5%) US Bureau of Labor Statistics

    LTC volatility 1.98x, typical 3.28x · volume 6.37x, typical 5.86x Muted

  • CPI Tue, 12th Apr 2022 (Timezone: America/New York)

    Release Data: 1.1% (Previous: 0.7%) US Bureau of Labor Statistics

    LTC volatility 1.98x, typical 3.28x · volume 6.37x, typical 5.86x Muted

  • Unemployment Rate Fri, 3rd Dec 2021 (Timezone: America/New York)

    Release Data: 4.2% (Previous: 4.5%) US Bureau of Labor Statistics

    LTC volatility 1.80x, typical 2.67x · volume 2.32x, typical 3.64x Muted

  • Non-Farm Private Payrolls Fri, 3rd Dec 2021 (Timezone: America/New York)

    Release Data: 636K (Previous: 894K) US Bureau of Labor Statistics

    LTC volatility 1.80x, typical 2.75x · volume 2.32x, typical 3.66x Muted

  • Non-Farm Payrolls Fri, 3rd Dec 2021 (Timezone: America/New York)

    Release Data: 637K (Previous: 857K) US Bureau of Labor Statistics

    LTC volatility 1.80x, typical 2.75x · volume 2.32x, typical 3.66x Muted

  • Core Inflation Wed, 10th Nov 2021 (Timezone: America/New York)

    Release Data: 4.6% (Previous: 4.0%) US Bureau of Labor Statistics

    LTC volatility 1.65x, typical 3.28x · volume 2.49x, typical 5.86x Muted

  • Core CPI Wed, 10th Nov 2021 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.3%) US Bureau of Labor Statistics

    LTC volatility 1.65x, typical 3.28x · volume 2.49x, typical 5.86x Muted

  • CPI Wed, 10th Nov 2021 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 0.5%) US Bureau of Labor Statistics

    LTC volatility 1.65x, typical 3.28x · volume 2.49x, typical 5.86x Muted

  • Unemployment Rate Fri, 3rd Sep 2021 (Timezone: America/New York)

    Release Data: 5.1% (Previous: 5.4%) US Bureau of Labor Statistics

    LTC volatility 1.51x, typical 2.67x · volume 2.30x, typical 3.64x Muted

  • Non-Farm Private Payrolls Fri, 3rd Sep 2021 (Timezone: America/New York)

    Release Data: 443K (Previous: 880K) US Bureau of Labor Statistics

    LTC volatility 1.51x, typical 2.75x · volume 2.30x, typical 3.66x Muted

  • Non-Farm Payrolls Fri, 3rd Sep 2021 (Timezone: America/New York)

    Release Data: 487K (Previous: 931K) US Bureau of Labor Statistics

    LTC volatility 1.51x, typical 2.75x · volume 2.30x, typical 3.66x Muted

  • Fed Interest Rate Wed, 28th Jul 2021 (Timezone: America/New York)

    Release Data: 0.00-0.25% (Previous: 0.00-0.25%) US Federal Open Market Committee

    LTC volatility 2.12x, typical 3.38x · volume 1.79x, typical 4.77x Muted

  • Unemployment Rate Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: 5.9% (Previous: 5.8%) US Bureau of Labor Statistics

    LTC volatility 1.85x, typical 2.67x · volume 2.12x, typical 3.64x Muted

  • Non-Farm Private Payrolls Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: 702K (Previous: 420K) US Bureau of Labor Statistics

    LTC volatility 1.85x, typical 2.75x · volume 2.12x, typical 3.66x Muted

  • Non-Farm Payrolls Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: 796K (Previous: 421K) US Bureau of Labor Statistics

    LTC volatility 1.85x, typical 2.75x · volume 2.12x, typical 3.66x Muted

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