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VIX Daily

VIX eases to 17.31 as S&P 500 gains 0.3% (10/21/2026). AI-generated VIX daily notes: implied vol, term structure, and equity-vol regime. Free. Updated on US business days.

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The S&P 500 rose 0.28% to 7,712.57 and the VIX eased 1.13 points to 17.31 on 2026-10-20. The volatility regime screens Normal and the futures curve is in contango. The session's largest standardised moves were VVIX 97.2 (-9.8); US dollar (DXY) 101.73 (-0.25%). The composite risk-on/risk-off score reads 0.27 (risk-on), +0.04 on the session. Derived from the S&P 500 option chain at the prior close. The expected move is implied-volatility derived, not read from a straddle price. The gamma figure assumes the dealer side of every contract and is indicative only — that side is not observable in public data.

DateNote
10/21/2026VIX eases to 17.31 as S&P 500 gains 0.3%
10/20/2026Largest one-day VIX fall in 22 sessions, to 18.44
10/19/2026VIX +3.53 to 19.99, a 2.4σ day as S&P 500 slips 1.1%
10/16/2026VIX eases to 16.46 as S&P 500 gains 0.3%
10/15/2026Largest one-day VIX rise in 55 sessions, to 16.87
10/14/2026The S&P 500 within 0.35% of its 12-month high, to 15.27
10/13/2026VIX climbs to 15.21 as S&P 500 slips 0.1%
10/12/2026VIX eases to 14.84 as S&P 500 gains 0.6%
10/09/2026SKEW leads the session movers at 2.0σ; VIX 15.41
10/08/2026The S&P 500 within 0.35% of its 12-month high, to 15.08
10/07/2026A 4-session up streak for the S&P 500, to 15.01
10/06/2026VIX and S&P 500 both higher — vol bid into a 0.7% rally; VIX 15.52
10/05/2026Largest one-day VIX fall in 11 sessions, to 15.31
09/28/2026MOVE leads the session movers at 2.0σ; VIX 14.87
09/18/2026Largest one-day VIX fall in 35 sessions, to 15.44
09/10/2026VIX climbs to 16.46 as S&P 500 slips 0.5%
09/09/2026Nikkei VI leads the session movers at 2.1σ; VIX 15.72
09/07/2026VIX climbs to 14.53 as S&P 500 slips 0.4%
09/04/2026Largest one-day S&P 500 gain in 22 sessions, to 14.32
09/03/2026Largest one-day VIX fall in 23 sessions, to 15.20

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