vix3m

Cboe 3-month VIX (formerly VXV); from 2009.

index_pointsRESTATEDcore.macro_observationsn_min 20export restricted — hover for the licence

value

19.7300

1y percentile

45.8%

3y percentile

62.6%

all percentile

54.3%

robust z

0.10

rank 1y

19.5%

4274

Last observed 2026-09-16, 1 day before 2026-09-17. The value is carried forward; it is not a reading for 2026-09-17.

Rank and percentile disagree by 26 points. rank 19% sits far below percentile 46%, both over the trailing year: one violent spike stretched the range, so this reading looks low against the high while being high against almost every other reading in it

19.73002026-09-16

Every market at 2026-09-17

1 of 1 with a reading on or before 2026-09-17; 1 carried forward from an earlier day (marked). Each row is that name against its own history — core.metric_context(), one query for all of them — not a rank among them.

market	value	1y pct ↓	3y pct	1y rank	robust z	n
US	19.73001d	45.8%	62.6%	19.5%	0.10	4274

Provenance

Source: core.macro_observations
Cadence: daily, Cboe sessions, the morning after
Read by: Page 5's VIX term structure, the back point; the far leg of vix_term_ratio
Point-in-time: RESTATED — values change as corporate actions arrive. Each row's vintage_ts records when it was computed.
Export restriction: INHERITED FROM core.macro_observations' cboe_indices SourceSpec: Cboe index values are Cboe's market data, its redistribution terms have not been reviewed, and the ADR-0014 fail-closed default applies until someone reads them. A ratio of restricted values is still restricted.