Stock Implied Volatility (VIX)

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Stock Implied Volatility (VIX) closed down 15 as of August 30, 2024 from 15.65 from the previous day, 15.86 last week and 23.39 last month.

Stock Implied Volatility (VIX) Analytics & Data




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Stock Implied Volatility (VIX) Historical Data

Date Close
2024-08-30 15
2024-08-29 15.65
2024-08-28 17.11
2024-08-27 15.43
2024-08-26 16.15
2024-08-23 15.86
2024-08-22 17.55
2024-08-21 16.27
2024-08-20 15.88
2024-08-19 14.65
2024-08-16 14.8
2024-08-15 15.23
2024-08-14 16.19
2024-08-13 18.12
2024-08-12 20.71
2024-08-09 20.37
2024-08-08 23.79
2024-08-07 27.85
2024-08-06 27.71
2024-08-05 38.57
2024-08-02 23.39
2024-08-01 18.59
2024-07-31 16.36
2024-07-30 17.69
2024-07-29 16.6
2024-07-26 16.39
2024-07-25 16.39
2024-07-24 18.46
2024-07-23 14.72
2024-07-22 14.91
2024-07-19 16.52
2024-07-18 15.93
2024-07-17 14.48
2024-07-16 13.19
2024-07-15 13.12
2024-07-12 12.46
2024-07-11 12.92
2024-07-10 12.85
2024-07-09 12.51
2024-07-08 12.37
2024-07-05 12.48
2024-07-04 12.26
2024-07-03 12.09
2024-07-02 12.03
2024-07-01 12.22
2024-06-28 12.44
2024-06-27 12.24
2024-06-26 12.55
2024-06-25 12.84
2024-06-24 13.33
2024-06-21 13.2
2024-06-20 13.28
2024-06-19 12.48
2024-06-18 12.3
2024-06-17 12.75
2024-06-14 12.66
2024-06-13 11.94
2024-06-12 12.04
2024-06-11 12.85
2024-06-10 12.74

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Stock Implied Volatility (VIX) Statistics

Security Symbol Last Momentum Trend Oscillator 1D% 1W% 1M% 1Y%
Stock Implied Volatility (VIX) VIX 15 -0.04 -0.05 -0.36 0.05

Stock Implied Volatility (VIX) Quantitative Analysis, Charts & Factors

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Stock Implied Volatility (VIX) Historical Data

The MacroVar database offers free access to historical data for the Stock Implied Volatility (VIX), dating back to 1950. This extensive dataset is readily available through MacroVar versatile platforms, including a user-friendly web interface, a robust Python API, and convenient Excel integration. By leveraging these tools, users can efficiently retrieve and analyze decades of Stock Implied Volatility (VIX) data, supporting a wide range of research, financial analysis, and decision-making processes.

What is the Stock Implied Volatility (VIX)

Stock Implied Volatility (VIX) is a measure of market volatility and investors' expectations of future price fluctuations in the stock market. It is often referred to as the "fear gauge" because it tends to increase during times of uncertainty and decrease during periods of stability. VIX is calculated based on the prices of options on the S&P 500 index and is used by investors and traders to gauge market sentiment and assess the level of risk in the market. A high VIX level indicates that investors are expecting significant price swings, while a low VIX level suggests that investors are more confident and complacent. Overall, VIX provides valuable insight into market dynamics and can help investors make informed decisions about their investment strategies.