Markets / Daily Recap
CBOE Volatility Index (VIX)
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SPY Realized Volatility vs VIX
S&P 500 trailing 20-day realized vol vs VIX closing level
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S&P 500 / VIX Rolling Correlation
252-day rolling correlation between S&P 500 daily % changes and VIX point changes
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VIX % Change vs SPY % Return (Same Day)
Contemporaneous daily VIX % change vs S&P 500 return (not lagged)
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SPY Forward Return Distribution by VIX Decile
30-day forward S&P 500 return spread (p10-p90) grouped by VIX level decile
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| Date | Vix |
|---|---|
| 2026-11-06 | 25.64 |
| 2026-11-05 | 28.18 |
| 2026-11-04 | 16.61 |
| 2026-11-03 | 20.83 |
| 2026-11-02 | 21.15 |
| 2026-10-30 | 19.42 |
| 2026-10-29 | 17.2 |
| 2026-10-28 | 16.91 |
| 2026-10-27 | 17.52 |
| 2026-10-26 | 18.39 |
| 2026-10-23 | 19.45 |
| 2026-10-22 | 19.03 |
| 2026-10-21 | 16.68 |
| 2026-10-20 | 17.31 |
| 2026-10-19 | 18.44 |
| 2026-10-16 | 19.99 |
| 2026-10-15 | 16.46 |
| 2026-10-14 | 16.87 |
| 2026-10-13 | 15.27 |
| 2026-10-12 | 15.21 |
Source: Akyla · akyla.ai
Akyla / MarketsSource: FRED / CBOE