Markets/VIXCLS

Volatility

VIXCLS

$15.41

CBOE Volatility Index

Session

Open
$15.41
High
$15.41
Low
$15.41
Close
$15.41

Change

Chg
$0.33
% Chg
+2.19%

Prior

Prev close
$15.08

52-week

Low
$13.47
High
$31.05
Range
$13.47 - $31.05

Regime historical context

Historically, what happened when this symbol entered its current regime,

15m1h4h

Regime (1d)

Full Storm

Market stress: 13.6%(low)

In this regime now (1d): 24 1d bars (24 days)

Times entered this regime (1d): 342

CBOE Volatility Index has entered Full Storm 342 times in historical data. At 180 bars, it went on to fall a median of 2.5% (mean +4.1%) — positive 47% of the time.

Confidence: High — Based on 339 historical occurrences at the 180-bar horizon.

At 180 bars: median -2.5% · more often negative than positive · worst case -63.6%

Watch for: historically, CBOE Volatility Index tended to remain in Full Storm for extended periods — the majority of occurrences were still in this state at 180 bars.

5 bars41%positiven=342
10 bars44%positiven=342
21 bars38%positiven=342
30 bars38%positiven=341
90 bars38%positiven=340
180 bars47%positiven=339