Markets/VIXY

Volatility

VIXY logo

VIXY

$21.66Closed

ProShares VIX Short-Term Futures ETF

Session

Open
$21.93
High
$21.98
Low
$21.24
Close
$21.66

Change

Chg
$1.06
% Chg
+5.15%

Prior

Prev close
$20.60

Volume

Vol
940,253
Avg vol
2,457,329

52-week

Low
$20.05
High
$45.77
Range
$20.05 - $45.77

Regime historical context

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

Regime (1d)

Full Storm

Market stress: 42.4%(moderate)

In this regime now (1d): 75 1d bars (75 days)

Times entered this regime (1d): 49

ProShares VIX Short-Term Futures ETF has entered Full Storm 49 times in historical data. At 180 bars, it went on to fall a median of 36.7% (mean -31.2%) — positive 11% of the time.

Confidence: ModerateBased on 46 historical occurrences at the 180-bar horizon.

At 180 bars: median -36.7% · predominantly negative — positive only 11% of the time · worst case -69.1%

Watch for: historically, ProShares VIX Short-Term Futures ETF tended to remain in Full Storm for extended periods — the majority of occurrences were still in this state at 180 bars.

5 bars41%positiven=49
10 bars31%positiven=49
21 bars18%positiven=49
30 bars20%positiven=49
90 bars15%positiven=48
180 bars11%positiven=46