ZH: August 25, 2016
30 Day Realized Volatility Is the Lowest Ever
30 Day Bollinger Band (Standard Deviation) Width:
30 Day VIX/VXV ratio (Spot implied volatility / 3 month vol futures):
30 day volume
50 Day Standard Deviation i.e. including Brexit:
S&P 100 Volatility (VIX Original Formula):