Markets/VIXY

Volatility

VIXY logo

VIXY

$17.88Closed

ProShares VIX Short-Term Futures ETF

Session

Open
$17.62
High
$17.99
Low
$17.42
Close
$17.88

Change

Chg
$0.57
% Chg
+3.29%

Prior

Prev close
$17.31

Volume

Vol
148,289
Avg vol
2,202,806

52-week

Low
$17.28
High
$39.70
Range
$17.28 - $39.70

Regime historical context

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

Regime (1d)

Full Storm

Market stress: 60.1%(moderate)

In this regime now (1d): 107 1d bars (107 days)

Times entered this regime (1d): 45

ProShares VIX Short-Term Futures ETF has entered Full Storm 45 times in historical data. At 180 bars, it went on to fall a median of 39.1% (mean -35.7%) — positive 9% of the time.

Confidence: ModerateBased on 44 historical occurrences at the 180-bar horizon.

At 180 bars: median -39.1% · predominantly negative — positive only 9% 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 bars40%positiven=45
10 bars31%positiven=45
21 bars13%positiven=45
30 bars13%positiven=45
90 bars11%positiven=45
180 bars9%positiven=44