vix
Cboe VIX close, the 30-day implied volatility of the S&P 500. Highest close on record 82.69 (2020-03-16); the bound catches a units error, not a crisis.
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 34 points. rank 24% sits far below percentile 58%, 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
2025-09-15260 obs2026-09-16
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.
Provenance
- Source
- core.macro_observations
- Cadence
- daily, Cboe sessions, the morning after
- Read by
- the regime view's volatility axis (DESIGN.md:147: 'VIX percentile') and Page 5's VIX term structure
- 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.