Skip to content

Risk & volatilityIII Conflict & Defence

VIX volatility index

30-day expected volatility derived from S&P 500 options (Cboe).

17.71

index · daily · 16 Sept

1D
+3.0%
30D
+16.6%
1Y

Last 12 months · markers link to event pages

12.5717.6122.6527.6932.7302/0310/0420/0530/0607/0816/09

Why it matters

The fastest gauge of whether a geopolitical shock is producing stress in financial markets.

Threshold · > 30.00

Above 30 is the zone where risk aversion becomes broad-based and cross-asset correlations rise.

Normal · warning zone > 22.00

Last 30 observations
DateValuevs previous observation
16 September 202617.71+0.51
15 September 202617.20+0.10
14 September 202617.10+1.26
11 September 202615.842.00
10 September 202617.84+1.38
9 September 202616.46+0.74
8 September 202615.72+0.42
7 September 202615.30+0.77
4 September 202614.53+0.21
3 September 202614.320.88
2 September 202615.201.14
1 September 202616.34+1.42
31 August 202614.92+0.49
28 August 202614.430.08
27 August 202614.510.70
26 August 202615.210.24
25 August 202615.450.40
24 August 202615.85+0.72
21 August 202615.130.88
20 August 202616.01+1.12
19 August 202614.890.95
18 August 202615.84+0.65
17 August 202615.19+0.94
14 August 202614.250.38
13 August 202614.63+0.08
12 August 202614.550.73
11 August 202615.280.18
10 August 202615.46+0.56
7 August 202614.900.25
6 August 202615.15