Back to Glossary
General TradingM

MOVE Index

The Merrill Lynch Option Volatility Estimate Index, which measures implied volatility in the US Treasury bond market. Often called the 'VIX for bonds,' it signals expected bond market turbulence.

Example

When the MOVE Index spiked above 180 in October 2022, it signaled extreme bond market volatility and contributed to sell-offs in stocks and crypto as risk appetite evaporated.