Move Index

The MOVE Index (Merrill Lynch Option Volatility Estimate) measures the market’s expectation of implied volatility of the US bond market using 1-month Treasury options weighted for 2, 5, 10, and 30 year contracts. The MOVE Index is used by MacroVar proprietary risk management model.

BofA Move Index closed up 129.97 as of January 3, 2023 from 121.61 from the previous day, 113.17 last week and 118.62 last month.

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The last 20 values of the series are displayed below. Sign up free to access the full historical data series using MacroVar Web/Excel or API.

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BofA Move Index Historical Data

Date	Open	High	Low	Close
2023-01-03	121.61	129.97	121.61	129.97
2022-12-30	120.25	121.61	120.25	121.61
2022-12-29	120.07	120.25	120.07	120.25
2022-12-28	124.89	124.89	120.07	120.07
2022-12-27	113.17	124.89	113.17	124.89
2022-12-23	112.05	113.17	112.05	113.17
2022-12-22	115	115	112.05	112.05
2022-12-21	119.92	119.92	115	115
2022-12-20	118.32	119.92	118.32	119.92
2022-12-19	113.65	118.32	113.65	118.32
2022-12-16	111.26	113.65	111.26	113.65
2022-12-15	120.26	120.26	111.26	111.26
2022-12-14	135.08	135.08	120.26	120.26
2022-12-13	141.93	141.93	135.08	135.08
2022-12-12	132.79	141.93	132.79	141.93
2022-12-09	129.54	132.79	129.54	132.79
2022-12-08	131.1	131.1	129.54	129.54
2022-12-07	129.09	131.1	129.09	131.1
2022-12-06	126.5	129.09	126.5	129.09
2022-12-05	118.62	126.5	118.62	126.5
2022-12-02	119.77	119.77	118.62	118.62
2022-12-01	127.27	127.27	119.77	119.77
2022-11-30	131.23	131.23	127.27	127.27
2022-11-29	131.73	131.73	131.23	131.23
2022-11-28	129.6	131.73	129.6	131.73
2022-11-25	136.2	136.2	129.6	129.6
2022-11-23	133.53	136.2	133.53	136.2
2022-11-22	132.13	133.53	132.13	133.53
2022-11-21	129.33	132.13	129.33	132.13
2022-11-18	129.33	129.33	129.33	129.33
2022-11-17	132.18	132.18	132.18	132.18
2022-11-16	128.62	130.83	128.62	130.83
2022-11-15	128.62	128.62	128.62	128.62
2022-11-14	119.99	119.99	119.99	119.99
2022-11-10	124.4	124.4	111.69	111.69
2022-11-09	126.33	126.33	124.4	124.4
2022-11-08	128.33	128.33	126.33	126.33
2022-11-07	136.28	136.28	128.33	128.33
2022-11-04	136.28	136.28	128.44	128.44
2022-11-03	141.17	141.17	136.28	136.28

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Move Index Statistics

BofA Move Index closed up 129.97 as of January 3, 2023. BofA Move Index trend was last calculated at 0/100 (range: -100 to +100). indicating a negative trend based on MacroVar models. BofA Move Index short-term price momentum was last calculated at 0/100 (range: -100 to +100). indicating a negative short-term momentum. BofA Move Index momentum exhaustion is 100 indicating an overbought short-term momentum and possible price reversal. BofA Move Index moving averages were last recorded as follows: 1-month moving average 0 in an downtrend, BofA Move Index 1-quarter moving average 0 in an downtrend, BofA Move Index 1-year moving average 0 in an downtrend BofA Move Index daily return was last recorded at 0.07, weekly return at 0, monthly return at 0 and annual return at 0 BofA Move Index 20-day volatility was last recorded at 0, MacroVar models monitor S&P 500 statistics based on historical data since 1970.