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 |
|---|---|
| 2026-08-10 | 15.46 |
| 2026-08-07 | 14.9 |
| 2026-08-06 | 15.15 |
| 2026-08-05 | 15.81 |
| 2026-08-04 | 16.5 |
| 2026-08-03 | 15.86 |
| 2026-07-31 | 15.99 |
| 2026-07-30 | 17.09 |
| 2026-07-29 | 20.66 |
| 2026-07-28 | 18.21 |
| 2026-07-27 | 18.67 |
| 2026-07-24 | 18.58 |
| 2026-07-23 | 18.7 |
| 2026-07-22 | 16.64 |
| 2026-07-21 | 17.05 |
| 2026-07-20 | 18.65 |
| 2026-07-17 | 18.77 |
| 2026-07-16 | 16.73 |
| 2026-07-15 | 15.67 |
| 2026-07-14 | 16.5 |
Source: Akyla · akyla.ai