Markets/VIXCLS

Volatility

VIXCLS

$16.73Closed

CBOE Volatility Index

Session

Open
$16.73
High
$16.73
Low
$16.73
Close
$16.73

Change

Chg
$1.06
% Chg
+6.76%

Prior

Prev close
$15.67

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: 47.9%(moderate)

In this regime now (1d): 100 1d bars (100 days)

Times entered this regime (1d): 340

CBOE Volatility Index has entered Full Storm 340 times in historical data. At 180 bars, it went on to fall a median of 2.4% (mean +4.2%) — positive 48% of the time.

Confidence: HighBased on 338 historical occurrences at the 180-bar horizon.

At 180 bars: median -2.4% · 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=340
10 bars44%positiven=340
21 bars38%positiven=340
30 bars38%positiven=340
90 bars38%positiven=340
180 bars48%positiven=338