Inside the research
CBOE Volatility Index
^VIX Research profile · latest available data
Price overview
$14.87
▼ -0.80 (-5.1%)
| 52w hi | $31.05 |
|---|---|
| 52w lo | $13.47 |
| Vol | 0 |
| As of | 25 Sep 2026 |
The Verdict
Our score -0.25
| Short | -0.03 |
|---|---|
| Medium | -0.30 |
| Long | -0.59 |
computed 2026-09-27
Layer Breakdown
| Layer | Raw | Contribution |
|---|---|---|
| Fundamental | +0.00 | |
| Sector | — | |
| Technical | -0.10 | |
| Earnings | +0.00 | |
| Sentiment | +0.00 |
macro × 1.00 · 2026-09-27
Risk Metrics
| Beta vs SPX | -7.19 |
|---|---|
| Corr SPX | -0.82 |
| Annual vol | 140.8% |
| Annual ret | +87.7% |
| Sharpe | 0.62 |
| Max DD | -74.3% |
Window: 504 trading days (502 obs)
Recent Sessions
| Date | Open | High | Low | Close | Vol |
|---|---|---|---|---|---|
| Sep 25 | $15.61 | $15.94 | $14.68 | $14.87 | 0 |
| Sep 24 | $15.83 | $16.57 | $15.34 | $15.67 | 0 |
| Sep 23 | $14.16 | $15.45 | $14.12 | $15.18 | 0 |
| Sep 22 | $14.64 | $14.95 | $14.19 | $14.21 | 0 |
| Sep 21 | $14.96 | $15.13 | $14.60 | $14.87 | 0 |
Understand the score. Research layers are inputs to a model, and the available data has limits.
Read the methodology →