Equity Market Volatility Tracker: Taxes
EMVTAXESEMV • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
12.92
Year-over-Year Change
108.96%
Date Range
1/1/1985 - 7/1/2025
Summary
The Equity Market Volatility Tracker: Taxes measures the implied volatility of S&P 500 index options, adjusting for the impact of taxes. This provides insight into investor sentiment and risk perceptions in U.S. equity markets.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
The Equity Market Volatility Tracker: Taxes tracks the volatility of the S&P 500 index, a key indicator of overall market risk. It incorporates the effect of taxes on option pricing, giving a more complete picture of market uncertainty compared to other volatility measures.
Methodology
The data is calculated based on options prices and market information.
Historical Context
This metric is widely followed by economists, policymakers, and market participants to gauge investor risk appetite and potential market instability.
Key Facts
- The Equity Market Volatility Tracker: Taxes reached a record high during the 2020 COVID-19 market turmoil.
- This metric is calculated using options data, incorporating the impact of taxes on pricing.
- Elevated levels of the Equity Market Volatility Tracker: Taxes signal heightened uncertainty and risk aversion among equity investors.
FAQs
Q: What does this economic trend measure?
A: The Equity Market Volatility Tracker: Taxes measures the implied volatility of the S&P 500 index, adjusting for the effect of taxes on option prices.
Q: Why is this trend relevant for users or analysts?
A: This metric provides insight into investor sentiment and risk perceptions in the U.S. equity market, which is crucial for economists, policymakers, and market participants.
Q: How is this data collected or calculated?
A: The data is calculated based on options prices and other market information.
Q: How is this trend used in economic policy?
A: Policymakers and analysts closely monitor the Equity Market Volatility Tracker: Taxes to gauge market stability and investor risk appetite, which informs economic and financial policy decisions.
Q: Are there update delays or limitations?
A: The Equity Market Volatility Tracker: Taxes is updated regularly by the Federal Reserve, with minimal delays, providing timely insights into market conditions.
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Citation
U.S. Federal Reserve, Equity Market Volatility Tracker: Taxes (EMVTAXESEMV), retrieved from FRED.