It’s the agreement view of most options analysts that the daily turbulence in the U.S. stock market will soon increase this year following the fall back in 2011. So far, nothing has happened to prove the contrary.

Deutsche Bank AG was the third major bank that told their equity derivatives clients to prepare for more frequent stretch of volatility as the bull market in the Standard & Poor’s 500 Index approaches its 7th year. Daily swings in the S&P 500 have broadened the gap more that 50 % in the past month from last year’s average through December 5 according to data compiled by Bloomberg.

Stocks plummeted last week with the S&P 500 dropping 1.8 % to 2,020.58 with the Chicago Board Options Exchange Volatility Index increasing for the 5th successive time in six days. The diminishing returns was prompted by tumbling oil and apprehensions that Greece will soon exit the euro sent American equities to the largest decline to the start of the year for the past ten years.

JPMorgan Chase & Co. and the Bank of America Corp. derivative strategists speculated that the daily volatility will inexorably increase their equities. The Deutsche Bank made an almost near identical prediction contending that the end of Federal Reserve stimulus and intermittent panic regarding the rate of global growth will result to more equity disturbances.

The S&P 500 was able to cap its first four-day extension of losses in the course of 13 months. The VIX, referred to as am apprehension gauge mainly because its normally moves in the opposite direction of U.S. equities fuelled 12 % to 19.92 which was more than five points higher than its December closing level.

A freefall in oil prices has aggravated the moves in U.S. stocks as losses in energy companies spread to the wider market. The S&P 500 has rolled about 0.77 % on a daily basis since December 5 much broader that the 0.51 % fluctuations in 2014 up until that point. Crude plummeted 24 % in that period.

Experts feel that the VIX moves will extend as risk tolerance wind down among investors and the growing popularity in volatility-linked products intensifies swings.

The strategists anticipate moderate higher volatility on equilibrium for 2015, with the VIX mostly remaining between 13 and 18 with readings above 30 probable at times. The VIX typical average 14.18 in 2014 down from 14.23 is less than half of the level in 2009.

The volatility gauge leaped above 20 in two episodes during the past three months of last year obscuring 30 in the intraday trading. In both cases, it eradicated more than half its gains within three days as stocks rallied towards fresh records.

Other experts feel that these various fluctuations in stocks will persist into this year as market liquidity decreases under multiple stresses in equities. The same pattern of volatility shocks will go on as the Fed is nearing its liftoff for the increase in interest rates.

Although it will not be a comfortable ride, professional forecasters on Wall Street are undivided in seeing U.S. equities gaining by the end of this year. None of the stocks strategists identified by Bloomberg predicts a recession by 2015 with the average estimate calling for an 8.5 % advance.

Trader’s anticipation of more turbulence has resulted in an up of demand for VIX options surging. The CBOED VVIX Index has jumped 32 % since December 26 to 121.87, 46 % higher than its 12-month average. The gauge closed at 138.6 during the mid-December sell-off , which was considered the highest in four years.

The two most commonly owned VIX contracts are expecting the volatility gauge to increase this month. Contracts that are due to expire on January 21, betting on the VIX is expected to increase to 20 followed by options wagering on a jump to 30 by that same day.