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OFR Volatility Stress
The volatility category of the OFR Financial Stress Index: how much turbulence options and futures markets are pricing across equities, rates, currencies and oil.
Plays the chart through its history. Pauses are where the data set a record or moved most.
Continuation · the recent trend, flattening · 30 days
Dashed: the projection from the latest reading. Shaded: the range about two in three outcomes land in. A projection, not a promise.
What this chart reads
- OFR Volatility Stresslatest 2026-10-19
Sources
OFR Volatility Stress. Source: Office of Financial Research, US Department of the Treasury, OFR Financial Stress Index, volatility category (financialresearch.gov/financial-stress-index). A US government work, public domain. It replaces Cboe's VIX, which reached us through FRED under permission granted to FRED, not to Palanor.
Charts are drawn from Palanor's signal library and recomputed from source data on every view. Transformations (changes, indexing, year-on-year rates) are Palanor's.