^VIX

CBOE Volatility Index
Cboe IndicesUSDINDEX DELAYED
Last price
15.01
▼ 0.51 (3.29%)
MARKET · —

Price

1D — H — L — Range — Vol —
Drag pan · Pinch zoom · Hold crosshair · pick a tool then drag to draw
Open
15.50
Prev close
15.52
Day high
15.54
Day low
14.96
Volume
0
Market cap
—
P/E (TTM)
—
52W range
13.38 – 35.30

Day trading desk

Current session · delayed
Gap from prior close
-0.13%
Prior close 15.52
VWAP
—
—
Relative volume
—
—
Session range
3.88%
14.96 – 15.54
Position in range
9%
Near session low
ATR (14D)
1.14
7.61% of price
Prior day high
16.38
PDH
Prior day low
15.48
PDL
Bid / ask spread
—
Quote not published
Session volume
—
Shares traded

VWAP and the session figures are computed from the delayed intraday series on this page, so they lag the live tape and will not match a broker's real-time VWAP exactly. Turn on Prior day H/L/C, Opening range and Volume profile in the chart's Studies menu to see these levels drawn on price.

About this index

Reference

Not an index of shares. VIX is the market's expected 30-day volatility of the S&P 500, derived from SPX option prices. It cannot be bought directly — the products below hold futures and decay over time.

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
-6.42% -8.4%
1M
-1.90% -3.1%
3M
-5.24% -9.8%
6M
-22.99% -41.2%
YTD
+0.40% -13.8%
1Y
-12.94% -29.4%
3Y
-24.12% -106.4%
5Y
— —

Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.

Tracking funds

Investable exposure
SymbolNameLastChg%VolumeMkt cap
VIXY ProShares VIX Short-Term Futures ETF 16.10 -0.44 -2.66% 1.68M —
UVXY ProShares Ultra VIX Short-Term Futures ETF 16.07 -0.62 -3.71% 6.25M —
SVXY ProShares Short VIX Short-Term Futures ETF 65.32 0.80 +1.24% 1.25M —

The index itself cannot be bought. These funds track it, each with its own expense ratio and tracking difference.

Moving averages & technicals

Computed from 2Y daily closes
SMA 10
15.64
-4.03% from price
SMA 20
15.89
-5.56% from price
SMA 50
15.66
-4.13% from price
SMA 100
16.51
-9.10% from price
SMA 200
18.05
-16.84% from price
EMA 12
15.61
-3.83% from price
EMA 26
15.68
-4.26% from price
EMA 50
15.92
-5.70% from price
RSI (14)
46.1
Neutral
MACD (12,26,9)
-0.07
Hist -0.04
ATR (14)
1.14
7.61% of price
Realised vol 30D
90.2%
Annualised
Bollinger upper
17.85
20, 2σ
Bollinger lower
13.93
20, 2σ
50 / 200 cross
Death
15.66 vs 18.05
Trend bias
Below 200
-16.84%

Risk profile

Daily returns · 1Y window
Beta vs SPY
0.60
Less volatile than market
Correlation to SPY
0.06
Largely independent
Realised vol 30D
90.2%
Annualised
Market vol 1Y
13.0%
SPY, annualised
Max drawdown 1Y
-54.2%
Peak to trough
Max drawdown 5Y
-74.3%
Peak to trough
ATR 14
1.14
7.61% of price
Beta (reported)
—
5Y monthly, from filing

PRIVATE STRATEGY · BY QUALIFICATION

The same data. A different seat.

The research you are reading is the input layer for a discretionary options program we run for a small number of qualified investors. Minimum $1,000,000.