Nasdaq Index Volatility by Hour, Day, Month - Take-profit.org (2024)

FAQs

What days is Nasdaq most volatile? ›

Nasdaq 100 Index (NAS100) Volatility Data

The most volatile day is Thursday (246 points or 1.91%). The least volatile day is Monday (134 points or 1.03%).

Therefore, the volatility in the returns of Nasdaq 100 is likely to be higher when compared to S&P 500.

NASDAQ-100 VIX is at a current level of 21.11, down from 22.95 the previous market day and down from 21.29 one year ago. This is a change of -8.02% from the previous market day and -0.85% from one year ago.

The Nasdaq-100 Volatility Control 12% Index (XNDX12E™) is designed to deliver total-return exposure to the Nasdaq-100 Index® (XNDX®), while targeting a constant 12% level of volatility.

​The 11 am rule suggests that if a market makes a new intraday high for the day between 11:15 am and 11:30 am EST, then it's said to be very likely that the market will end the day near its high.

Traders that follow the 10 a.m. rule think a stock's price trajectory is relatively set for the day by the end of that half-hour. For example, if a stock closed at $40 the previous day, opened at $42 the next, and reached $43 by 10 a.m., this would indicate that the stock is likely to remain above $42 by market close.

As can be seen the most volatile indices in the US markets are the diversified Russell 2000 and NASDAQ 100. In the European region, the DAX 30 of Germany and the AEX index are among the most volatile. In the Asia Pacific, the Nifty 50 is the most volatile with over 100% volatility.

1. Blackstone (BX) Alternative investment manager Blackstone has been the most volatile stock on the New York Stock Exchange in 2023. With assets of over $1 trillion in 2023, it is the biggest alternative investment company in the world.

NDAQ implied volatility (IV) is 26.4, which is in the 98% percentile rank. This means that 98% of the time the IV was lower in the last year than the current level. The current IV (26.4) is 22.0% above its 20 day moving average (21.7) indicating implied volatility is trending higher.

Is Nasdaq more volatile than NYSE? ›

The Nasdaq is known for technology and innovation and is home to digital, biotechnology, and other companies at the cutting edge. As such, stocks listed on the Nasdaq are considered growth-oriented and more volatile. In contrast, companies that list on the NYSE are perceived as more stable and well-established.

VIX 75 tends to exhibit high levels of volatility, making it attractive to traders seeking opportunities for short-term gains. Market volatility can be influenced by various factors, including economic indicators, geopolitical events, and market sentiment.

Invesco (QQQ)

QQQ is the most popular Nasdaq ETF because it uses a full replication strategy, meaning this ETF includes every security in the Nasdaq Index rather than a representative sample. Invesco QQQ offers an annualized return of 9.5% since its inception in 1999.

The volatility 75 index measures the volatility of SP500 securities. A reading above 20 means that the market is fearful, which brings higher volatility. Hence, volatility 75 is often considered a risky and unstable market.

During a bear market, Mondays and Tuesdays are most volatile, and stocks tend to fall the most on these days. In contrast, Thursdays are good days to sell because stocks tend to rise during that day of the week.

Monday is the most volatile day of the week for stocks. Volatility can be both good and bad. It's to your benefit when you get it right but the opposite when you get it wrong. Thus, it might be of interest to know which day of the week is stocks' most volatile.

From the results it is observed that there is no significant difference among the return of week days. However, the results indicate that the returns are leptokurtic distribution with the presence of highest variance on Friday. This clearly indicates that the market is more volatile in Friday than any other days.