Volatility Analysis Data

  • Fed Interest Rate Wed, 18th Sep 2024 (Timezone: America/New York)

    Release Data: 4.75-5.00% (Previous: 5.25-5.50%) US Federal Open Market Committee

    SOL volatility 5.00x, typical 3.18x · volume 11.01x, typical 6.15x Strong

  • Retail Sales Ex Autos Tue, 17th Sep 2024 (Timezone: America/New York)

    Release Data: -0.2% (Previous: 0.4%) US Bureau of Census

    SOL volatility 0.83x, typical 1.56x · volume 1.63x, typical 1.65x Quiet

  • Retail Sales Tue, 17th Sep 2024 (Timezone: America/New York)

    Release Data: -0.2% (Previous: 0.9%) US Bureau of Census

    SOL volatility 0.83x, typical 1.56x · volume 1.63x, typical 1.65x Quiet

  • Import Prices Fri, 13th Sep 2024 (Timezone: America/New York)

    Release Data: -0.3% (Previous: 0.1%) US Bureau of Labor Statistics

    SOL volatility 1.23x, typical 1.20x · volume 1.72x, typical 1.32x Quiet

  • Export Prices Fri, 13th Sep 2024 (Timezone: America/New York)

    Release Data: -0.7% (Previous: 0.5%) US Bureau of Labor Statistics

    SOL volatility 1.23x, typical 1.20x · volume 1.72x, typical 1.32x Quiet

  • Core PPI Thu, 12th Sep 2024 (Timezone: America/New York)

    Release Data: 0.4% (Previous: -0.1%) US Bureau of Labor Statistics

    SOL volatility 1.91x, typical 1.79x · volume 2.48x, typical 2.21x Ordinary

  • PPI Thu, 12th Sep 2024 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.0%) US Bureau of Labor Statistics

    SOL volatility 1.91x, typical 1.79x · volume 2.48x, typical 2.21x Ordinary

  • Initial Claims Thu, 12th Sep 2024 (Timezone: America/New York)

    Release Data: 230K (Previous: 228K) US Department of Labor

    SOL volatility 1.91x, typical 1.38x · volume 2.48x, typical 1.58x Strong

  • Continued Claims Thu, 12th Sep 2024 (Timezone: America/New York)

    Release Data: 1827K (Previous: 1845K) US Department of Labor

    SOL volatility 1.91x, typical 1.38x · volume 2.48x, typical 1.58x Strong

  • Core Inflation Wed, 11th Sep 2024 (Timezone: America/New York)

    Release Data: 3.2% (Previous: 3.2%) US Bureau of Labor Statistics

    SOL volatility 2.54x, typical 3.74x · volume 3.75x, typical 6.61x Muted

  • Core CPI Wed, 11th Sep 2024 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.2%) US Bureau of Labor Statistics

    SOL volatility 2.54x, typical 3.74x · volume 3.75x, typical 6.61x Muted

  • CPI Wed, 11th Sep 2024 (Timezone: America/New York)

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

    SOL volatility 2.54x, typical 3.74x · volume 3.75x, typical 6.61x Muted

  • Unemployment Rate Fri, 6th Sep 2024 (Timezone: America/New York)

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

    SOL volatility 4.37x, typical 2.71x · volume 7.69x, typical 4.27x Strong

  • Non-Farm Private Payrolls Fri, 6th Sep 2024 (Timezone: America/New York)

    Release Data: 33K (Previous: 40K) US Bureau of Labor Statistics

    SOL volatility 4.37x, typical 2.77x · volume 7.69x, typical 4.45x Strong

  • Non-Farm Payrolls Fri, 6th Sep 2024 (Timezone: America/New York)

    Release Data: 71K (Previous: 88K) US Bureau of Labor Statistics

    SOL volatility 4.37x, typical 2.77x · volume 7.69x, typical 4.45x Strong

  • Initial Claims Thu, 5th Sep 2024 (Timezone: America/New York)

    Release Data: 228K (Previous: 232K) US Department of Labor

    SOL volatility 2.78x, typical 1.38x · volume 4.29x, typical 1.58x Exceptional

  • Continued Claims Thu, 5th Sep 2024 (Timezone: America/New York)

    Release Data: 1845K (Previous: 1849K) US Department of Labor

    SOL volatility 2.78x, typical 1.38x · volume 4.29x, typical 1.58x Exceptional

  • JOLTs Job Openings Wed, 4th Sep 2024 (Timezone: America/New York)

    Release Data: 7.504M (Previous: 7.412M) US Bureau of Labor Statistics

    SOL volatility 3.33x, typical 1.81x · volume 5.38x, typical 2.37x Strong

  • International Exports Wed, 4th Sep 2024 (Timezone: America/New York)

    Release Data: $271.1B (Previous: $268.4B) US Bureau of Census, Bureau of Economic Analysis

    SOL volatility 1.66x, typical 1.17x · volume 1.29x, typical 1.13x Strong

  • International Imports Wed, 4th Sep 2024 (Timezone: America/New York)

    Release Data: $349.8B (Previous: $342.2B) US Bureau of Census, Bureau of Economic Analysis

    SOL volatility 1.66x, typical 1.17x · volume 1.29x, typical 1.13x Strong

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