Volatility

VolatilityVIX FuturesUnited States
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$16.98Closed

iPath Series B S&P 500 VIX Short-Term Futures ETN

Session

Open
$17.05
High
$17.07
Low
$16.93
Close
$16.98

Change

Chg
-$0.26
% Chg
-1.51%

Prior

Prev close
$17.24

Volume

Vol
504,488
Avg vol
8,482,810

52-week

Low
$16.73
High
$40.83
Range
$16.73 - $40.83

Regime historical context

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

Regime (1d)

Thin Ice

Market stress: 19.2%(low)

In this regime now (1d): 13 1d bars (13 days)

Times entered this regime (1d): 8

iPath Series B S&P 500 VIX Short-Term Futures ETN is in Thin Ice. Historical record: 8 past entries into this regime on this timeframe.

8 past entries · horizons below in bars

5 bars38%positiven=8
10 bars38%positiven=8
21 bars14%positiven=7
30 bars17%positiven=6
90 bars17%positiven=6
180 bars0%positiven=5