Indicators
US market fear and greed index
Sentiment in the US stock market on a 0 to 100 scale: the lower the value, the stronger the fear; the higher, the stronger the greed.
59.9
Greedas of 02 Oct 2026
History
Values before 2 October 2026 were reconstructed from historical data. Methodology, version 2
Components
Market momentum
The S&P 500's deviation from its 125-day moving average
66.8
Weight 14.3 %
Market breadth
The share of stocks trading above their 200-day moving average
39.1
Weight 14.3 %
52-week highs and lows
New 52-week highs as a share of all new 52-week extremes
36.9
Weight 14.3 %
Market volatility
The VIX volatility index
82.3
Weight 14.3 %
Safe haven demand
Stock returns minus long-dated Treasury returns over 20 days
74.3
Weight 14.3 %
Put and call options
The ratio of put volume to call volume in equity options, 5-day average
64.0
Weight 14.3 %
Junk bond demand
High-yield bond returns minus investment-grade bond returns over 20 days
56.0
Weight 14.3 %
How the indicator works
- Components
- S&P 500 momentum, market breadth, 52-week highs and lows, VIX, demand for bonds, put and call options and demand for high-yield bonds
- What it is measured on
- The S&P 500, the VIX, Treasuries and corporate bonds, equity options and US stocks
- Updates
- Once a day, after the market closes
- When there is no value
- If fewer than 4 of the 7 components are available, no value is published for the day.
Earlier versions of the method: Methodology, version 1 (in effect until 27 Jan 2017)
The indicator reflects market statistics and does not constitute individual investment advice.