Markets/VIXCLS

Volatility

VIXCLS

$14.43Closed

CBOE Volatility Index

Session

Open
$14.43
High
$14.43
Low
$14.43
Close
$14.43

Change

Chg
-$0.08
% Chg
-0.55%

Prior

Prev close
$14.51

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: 64.5%(moderate)

In this regime now (1d): 22 1d bars (22 days)

Times entered this regime (1d): 341

CBOE Volatility Index has entered Full Storm 341 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: HighBased 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 bars40%positiven=341
10 bars44%positiven=341
21 bars38%positiven=341
30 bars38%positiven=340
90 bars38%positiven=340
180 bars47%positiven=339