VIX Historical Volatility Calculator
Look up the CBOE VIX for any trading day since 1990 — percentile rank, volatility regime, and rolling averages.
Source: Cboe Global Markets · 1990–present · last verified 2026-08-29
How this is calculated
The CBOE Volatility Index (VIX) is looked up for the requested trading day (or the most recent day if none is chosen), then compared against the full daily-close history since January 1990 to compute a percentile rank and classify the reading into one of five volatility regimes. Rolling 30-day, 90-day, and 1-year averages are calculated from the trading days immediately preceding the selected date, and all-time high, low, and mean are computed across the entire dataset.
Frequently asked questions
- What is the VIX?
- The CBOE Volatility Index (VIX) measures the market's expectation of 30-day S&P 500 volatility, derived from the prices of near-term index options. It is widely known as the "fear gauge" — rising sharply during market stress and falling during calm periods.
- What do the volatility regimes mean?
- Calm (<15): low risk appetite, unusually stable markets. Normal (15–20): typical conditions. Elevated (20–30): heightened uncertainty. Stressed (30–40): significant fear, often during recessions or major geopolitical events. Extreme (≥40): rare crisis-level fear — seen during the Covid crash (March 2020, peak 82.69) and the 2008 financial crisis.
- What is the percentile rank?
- The percentile rank shows where a VIX reading sits relative to the entire history since January 1990. A 94th-percentile reading means the VIX was at or below this level on only 6% of all trading days in history — i.e. conditions were unusually fearful.
- How current is the data?
- VIX data is updated daily after CBOE publishes end-of-day prices (typically by 6 pm ET). The most recent available date is shown on the result panel.
- Can I use this via API?
- Yes — every calculator on Stupidly Clever has a matching REST API and MCP tool that runs the same underlying logic.