0 to 25
Extreme fear
High risk aversion and notable negative sentiment.
VTA35 and a sentiment index for the Israeli market
Israeli Fear Index
What is the level of fear in the Israeli market? This page lets you follow VTA35, the volatility index of the Tel Aviv Stock Exchange, alongside a Fear & Greed index that gives a broader picture of investor sentiment.
Israel · Tel Aviv Stock Exchange Investor sentiment
VTA35
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Tel Aviv Stock Exchange Fear Index
The exchange's volatility index, reflecting market expectations for volatility over the next 30 days as derived from options prices on the TA-35.
Fear & Greed Index for the Israeli Market
A complementary sentiment index that combines several indicators of the Israeli market to give a broader picture of market mood.
Developed by Elyashiv Meizlish
VTA35 vs Fear & Greed
VTA35
What does it measure?
Expected volatility in the TA-35 index.
What is it based on?
Options prices on the TA-35.
Horizon:
30 days forward.
Fear & Greed
What does it measure?
A broader sentiment of the market.
What is it based on?
Several indicators of the Israeli market.
Scale:
0 to 100.
How to read the Fear & Greed index?
26 to 74
Middle range
A relatively balanced market without a sharp emotional direction.
75 to 100
Extreme greed
Heightened risk appetite and significant buying momentum.
Methodology and correct use
How to correctly use sentiment indices?
What do the indices give?
A quick read of fear, volatility and sentiment in the market.
When are they useful?
On volatile days, significant events or a sharp shift in market mood.
How to use them correctly?
As a context tool alongside filings, company data and professional analysis.
What is important to remember?
The indices are not a forecast and not investment advice.
Reading sentiment as part of the wider picture
Sentiment indices give a quick point of view on the market. The full picture can be examined alongside filings, updates and analyses on companies and the Israeli capital market.
To the public entity index