VIX volatility

VIXCBOE

15.35▼-10.61%over 1 month

The market's expectation of S&P 500 volatility over the next thirty days, derived from option prices. It is a measure of expected movement, not direction.

Price history

Last close 2026-08-11

Return by period

1M▼-10.61%

3M▼-16.49%

6M▼-13.03%

1Y▼-5.54%

5Y▼-0.65%

Risk

Trailing year

Annualised volatility124.6%

Largest drawdown-52.0%

Period high31.05

Period low13.47

Position in range

Trailing year

11%

of the way from the year’s low to its high.

13.4731.05

Reported context

Written by sonar-pro

The VIX has recently been reported around the mid-teens, with FRED showing a close of 14.90 on 7 August and CNBC quoting 15.54 in early trading, while MarketWatch described it as rising alongside stocks. MarketWatch said the VIX rose with equities as investors feared missing the rally, and CNBC reported that the gauge moved up during a breakout in the S&P 500, then fell when the market softened. Saxo reported that equity volatility fell across the board on 6 August, with VIX at 15.81, and noted that VIX futures were in contango, while other sources also placed the index near 15.5 in early August.

Sources

Generated from the figures on this page and published reporting. It describes what has been reported and is not advice, a recommendation, or a forecast. Written 11 Aug, 15:01 UTC.

Reported context

What these figures mean

Written by gpt-5.4-mini

The annualised volatility of 124.6% means the price has tended to move by a very large amount over a year, with swings that are often bigger than the kind of changes many ordinary investments show. The largest peak-to-trough fall of -52.0% means that, at one point in the period, the price dropped by just over half from a previous high before later moving again. With a period high of 31.05, a period low of 13.47, and the current price 11% of the way from the low to the high, the price is much closer to the low than the high.

A plain-English restatement of the calculated figures shown above, with no external information used. Written 11 Aug, 14:42 UTC.

What these figures mean

Other volatilitys

Figures are calculated from closing prices and exclude dividends, coupons and the cost of rolling futures contracts. Volatility is annualised using 252 trading days. Past movement describes what happened and implies nothing about what happens next.