The Cboe Volatility Index, commonly known as the VIX, is currently trading at 17.17 as of 8:34 AM on November 4, 2025. This represents a percent change of -1.55% from the previous session, or a decrease of 0.27 points compared to the last reported value according to the Cboe indices dashboard.

The VIX, often labeled the "fear gauge," reflects market expectations for near-term volatility based on S&P 500 Index options prices. In the past week, the VIX has oscillated between its 52-week high of 60.13 and low of 12.70, but recently has stabilized in the high teens. This move lower in the VIX suggests that investors perceive less risk of imminent market turbulence, following a period where implied volatility across asset classes had increased due to ongoing global tensions and economic uncertainty.

Several factors are influencing this recent percent change in the VIX. Over the weekend, strikes by the US affected market sentiment, but oil prices remained relatively steady, and investors are now awaiting further geopolitical developments, particularly Iran's response. Last week, WTI crude's one-month implied volatility surged, but fears of a significant oil supply disruption have since ebbed, leading to a halving of the spread between implied and realized volatility in the oil markets. In other asset classes, volatility has also normalized, with rates and foreign exchange volatility hitting new lows after the recent Federal Reserve meeting, while US inflation expectations have stayed steady despite oil price spikes.

Market participants have been using VIX futures and options not just for hedging, but also as a way to capitalize on differences between expected and realized volatility. Historically, the VIX exhibits mean-reversion, returning to its long-term average over time. This has created opportunities for calendar spreads depending on traders’ views of risk and volatility. Additionally, following soft consumer price index (CPI) data and signs of easing trade tensions, VIX options have been actively traded for portfolio protection, but the recent drop in volatility led many investors to look for upside opportunities by adding call positions.

The current downward shift in the VIX can be attributed to a more optimistic tone in equity markets, subsiding fears over oil-related disruptions, muted inflation worries, and a reassessment of monetary policy risk following the Federal Reserve’s latest communications. Nevertheless, the market remains watchful for further developments, especially in geopolitical hotspots, and any surprise could prompt a quick reversal in volatility expectations.

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The Cboe Volatility Index, or VIX, is currently showing a sale price of 16.91 as of the close on October 30, 2025, according to recent figures from the Cboe Global Markets and the Federal Reserve Economic Data portal. This represents a marginal decrease of 0.01 points from the previous day’s close of 16.92, translating to a percent change of approximately -0.06 percent.

This minor decline comes amid a broader trend of reduced volatility, with the VIX Index falling from a recent high above 17.70 earlier in the month. In the past week, the VIX moved down 4.4 points to reach 16.4 percent, settling near its 39th percentile low for the trailing year, as noted by Cboe Global Markets. The gradual decrease reflects somewhat improved market sentiment.

Underlying this percent change are several factors. The recent easing of inflationary pressures, as indicated by softer-than-expected Consumer Price Index data, has provided a stabilizing influence on equity markets. Additionally, a reduction in geopolitical tensions and strong US equity performance helped suppress volatility. Investors have responded to this environment by increasing upside call buying, contributing to lower implied volatility readings.

Notably, VIX options trading volumes spiked, running at three times their 20-day average, while S&P 500 options also saw record activity. This suggests that while headline volatility readings are subdued, market participants remain vigilant, using options both to hedge and to speculate in a landscape still shaped by residual uncertainty.

The prevailing theme is that markets are experiencing lower-than-average volatility as concerns about spikes in uncertainty have temporarily eased. However, the elevated trading in volatility-related products highlights ongoing sensitivity to potential economic and geopolitical shocks.

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The Cboe Volatility Index, or VIX, is currently at a level of 16.92, reflecting a 3.05% increase from its previous market day value of 16.42. This rise indicates a slight increase in market uncertainty and volatility expectations. The VIX tends to move inversely with the S&P 500, often rising when the market declines and vice versa. The recent increase could be attributed to various market factors, including economic news and geopolitical events.

Historically, the VIX has been a key indicator of market sentiment, reaching highs during periods of significant market stress, such as the financial crisis in 2008-2009. The current level suggests a moderate level of market volatility compared to historical highs.

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The current sale price for the Cboe Volatility Index, also known as the VIX, is 15.79 dollars as of October 27, 2025 according to Cboe Global Markets. This marks a percent change of minus 3.54 percent, representing a decline of 0.58 points from the previous trade data.

The VIX, widely called Wall Street’s “fear gauge,” reflects market expectations for near-term volatility based on S&P 500 index option prices. The recent dip in the VIX suggests that investors are less concerned about potential market turbulence right now, with the index approaching its 52-week low of 12.70 and trading far below its 52-week high of 60.13.

Several underlying factors contribute to this percent change. The drop follows a period of increased volatility driven by geopolitical risks, including U.S. military action and fluctuations in global oil markets. Although oil prices spiked after strikes by the U.S., subsequent market sentiment calmed as fears of a significant supply disruption subsided and Iran’s response was awaited. Notably, expectations for U.S. inflation remained stable despite the jump in oil, which has further dampened volatility concerns.

Over the longer term, the VIX demonstrates mean-reverting behavior, tending to drift back toward its historical average after sharp movements. Recent weeks saw the VIX climbing above 20 in mid-October during heightened uncertainty, but as headlines stabilized and risk premiums faded, the index reverted lower. This reflects a broad trend where option prices tend to overestimate future volatility, prompting traders to capitalize on the gap between implied and realized volatility.

Trading activity in VIX options and futures has remained robust, with participants adjusting positions as market perceptions of risk shift. Most active contracts have concentrated around strikes of 16 and 20 dollars for near-term expiry, indicating ongoing hedging and speculative interest in volatility.

Looking forward, as global event-driven risks abate and investor confidence returns, the VIX may remain near its lower bound, unless another shock spurs fresh uncertainty. For portfolio managers and active traders, understanding these dynamics remains crucial for risk management and opportunity identification in equity markets.

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The Cboe Volatility Index, also known as the VIX, currently has a sale price of 17.03 as of October 24, 2025. This reflects a modest decrease since the last reported value of 17.30 on October 23, 2025, representing a percent change of approximately -1.56 percent according to Investing.com.

The VIX measures market expectations of near-term volatility conveyed by S&P 500 stock index option prices and is often referred to as Wall Street’s "fear gauge." A decline in the VIX suggests a reduction in expected volatility and usually occurs when equity markets are rising or stabilizing. This pattern is evident as major U.S. indexes rallied on October 24, 2025: the S&P 500 rose 0.79 percent, the Dow gained 1.01 percent, and the Nasdaq 100 was up 1.04 percent, reported by Barchart.

Underlying this drop in volatility was investor optimism driven by a slightly weaker-than-expected U.S. Consumer Price Index (CPI) report for September, which came in at a 0.3 percent month-over-month and 3.0 percent year-over-year increase—just under market forecasts. This result gave the Federal Reserve more perceived flexibility to reduce interest rates in the future, boosting risk sentiment.

However, it is important to note that although the CPI came in softer than anticipated, inflation remains elevated compared to the Fed’s 2 percent target. This means broader market risks related to monetary policy and lingering inflation concerns still persist in the background.

In terms of recent trends, the VIX had spiked above 18 earlier in the week but has since been trending lower in line with the market’s rebound and easing inflation anxieties. This short-term dip suggests traders see reduced risk of sudden market turmoil, at least for now.

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The Cboe Volatility Index, or VIX, which measures the market’s expectations of near-term volatility in the S&P 500, last closed at a sale price of 17.87 as of October 21, 2025, according to the St. Louis Fed FRED database. This level marks a decline from the previous closing sale price of 18.23 on October 20, representing a percent change of approximately -1.98 percent since the last reported session.

Looking more broadly at recent trends, the VIX has moved downward from an elevated period seen earlier in the month. For instance, on October 16, VIX closed at 25.31, reflecting a jump in volatility, but has since fallen steadily—down to 20.78 on October 17 and then to 17.87 by October 21.

The recent decrease in the VIX signals easing market anxiety and a reduction in the pricing of near-term risks. Several underlying factors may have contributed to this change. Typically, spikes in the VIX are driven by uncertainty regarding monetary policy, geopolitical tensions, earnings seasons, or sudden macroeconomic developments. In recent sessions, however, markets may have found reassurance from more stable economic indicators, mitigation or resolution of immediate geopolitical escalations, or a calming in expectations for aggressive interest-rate moves by the Federal Reserve.

Moreover, the broader trend over late October has been one of moderation after surges in the first half of the month. This suggests traders are more confident in market stability and are reducing the cost of options protection priced into the VIX.

For market participants, the current VIX level reflects a transition from heightened to more moderate investor caution. Any return to elevated volatility would likely be triggered by renewed economic shocks, policy surprises, or corporate results falling well outside consensus.

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The Cboe Volatility Index, widely known as the VIX, most recently closed at 18.23. This sale price marks a sharp decrease of 12.27 percent compared to the previous market day’s close of 20.78, according to the Chicago Board Options Exchange’s daily data as of October 20, 2025.

The VIX, commonly referred to as Wall Street’s “fear gauge,” tracks the implied volatility of the S&P 500 through options prices. It serves as a real-time barometer of investor sentiment and expected market fluctuations over the next 30 days. Recent movement in the index suggests significant short-term changes in market sentiment.

This pronounced drop in the VIX follows a short period of elevated volatility. In the days leading up to October 20, the VIX had spiked, reaching as high as 25.31 just last week on October 16. That surge typically signals heightened fear or uncertainty, sometimes due to concerns over macroeconomic data, earnings season surprises, or geopolitical developments. The index then retraced to its current level, signaling a restoration of relative market calm.

Contributing factors to the recent percent change include an easing of previously intense investor anxiety. When concerns subside and the market stabilizes, the cost of portfolio insurance—reflected in S&P 500 options prices—declines, dragging the VIX lower. It’s also important to note that a VIX level around 18 is close to its twelve-month average, suggesting that current volatility expectations are moderate compared to recent spikes.

Among related market indicators, the S&P 500 continues to show strength, with a one-year return exceeding 16 percent and a current level above 6700. This backdrop of rising equity prices often coincides with lower measured volatility as investor confidence grows and hedging demand lessens.

Looking at recent history, the VIX’s trajectory displays a rapid rise and equally rapid fall, characteristic of event-driven volatility bursts rather than a prolonged period of distress. Historically, such sharp moves often accompany specific news items but tend not to have a lasting effect if underlying fundamentals remain strong.

In summary, the VIX’s current sale price is 18.23, reflecting a 12.27 percent decline from the prior close. This move primarily indicates a cooling of market anxieties following a short-lived jump in volatility. Market observers are watching closely for any developments that could influence sentiment, but for now, trends point to stabilized expectations in the near term.

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The Cboe Volatility Index, or VIX, is currently showing a sale price of 20.78 as of October 17, 2025. This represents a significant drop of 17.90 percent from the previous market day, when the VIX closed at 25.31.

This sharp daily decrease suggests that market participants perceive a rapid reduction in expected volatility and market risk compared to just a day prior. One probable catalyst is a stabilization of equity markets following a recent spike in uncertainty. It’s typical for the VIX to jump when investors fear large moves or downward pressure in the S&P 500, and then fall quickly as those anxieties subside or news is digested.

Looking at the recent trend, the VIX has been quite volatile itself. In the past week, it surged from around 20 to above 25, then reversed back to 20.78. Just a year ago, the index was at 19.11, so while it’s higher year-over-year—reflecting a longer-term uptick in market caution—it remains far below the extreme panic levels seen in historic crises, like 2008. The current level also suggests implied volatility is somewhat elevated, but not at crisis levels.

Underlying factors for this percent change include shifting investor sentiment regarding macroeconomic data, geopolitical tensions, central bank policy guidance, and recent moves in the S&P 500 index. When the stock market recovers or news turns less negative, the demand for portfolio protection via options drops, which pushes the VIX lower. In the past few trading days, a combination of steadier macro data and resilient corporate earnings likely helped to ease fears and dampen expected volatility.

Other trend indicators, such as the S&P 500 market cap, return profile, and earnings yield, suggest that despite periodic volatility shocks, equities remain broadly supported. However, the recent spike-then-drop in the VIX is a reminder that markets are sensitive to new information, and that volatility can retreat as quickly as it appears.

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The Cboe Volatility Index, known as the VIX, most recently closed with a sale price of 20.64. This marks a decrease of 0.82 percent compared to the previous market day, when the VIX stood at 20.81.

The VIX measures the implied expected volatility of the US stock market, acting as a real-time gauge of market fear and investor sentiment. It is calculated using S&P 500 index options and tends to rise when the stock market falls or uncertainty increases. When the VIX trends downward, it generally signals a calmer, less anxious market environment.

The percent change since the last reported value reflects a slight calming in equity markets after a recent run-up in volatility. If you look at the short-term trend over the past two weeks, the VIX spiked sharply from around 16 in early October to over 21 by October 10, indicating increased market uncertainty. Since that spike, however, the index has come off its highs and appears to be settling between the 20 and 21 level.

This short-term volatility surge was likely driven by renewed concerns over global economic slowing, ongoing uncertainty about Federal Reserve interest rate policy, and heightened geopolitical risk. As these factors began to stabilize and market participants digested the news, the VIX retracted slightly, suggesting more confidence or at least a temporary pause in risk aversion.

Additional context can be gained from related S&P 500 metrics. The S&P 500 itself remains at elevated levels, and metrics such as the put/call ratio and P/E ratio indicate that, while caution persists, there is not a rush into outright defensive positioning. However, the VIX’s current level remains above the multi-month lows seen in August and September,

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The Cboe Volatility Index, commonly known as the VIX, most recently closed at 21.66 as of October 10, 2025, according to data from the St. Louis Fed. This marks a notable increase from the previous close of 16.43 on October 9. The percent change since the last reported value is approximately a 32% jump day-over-day.

This sharp rise in the VIX signals heightened market uncertainty and greater expected volatility in the near term. Several key underlying factors are contributing to this movement. Stock indexes, including the S&P 500, the Dow Jones Industrials, and the Nasdaq 100, all rebounded significantly on Monday, October 13, following heavy losses the previous Friday. This rebound came amid a backdrop where the Trump administration moderated its rhetoric toward China, lowering immediate geopolitical risk and encouraging a surge in investor sentiment in key equity sectors.

Another significant influence was the rally in technology and AI infrastructure stocks. For example, Broadcom's stock climbed more than 9% after securing a major agreement with OpenAI to collaborate on custom chips and networking equipment. Such positive corporate news added to the overall market recovery and investor risk appetite.

Despite these positive moves in stocks, the VIX remains elevated compared to earlier in the month, reflecting ongoing concerns. The surge in gold prices to new all-time highs, propelled by increased central bank buying and expectations of further monetary easing, underscores persistent investor demand for safe-haven assets. There was also a lack of trading in cash Treasuries due to the Columbus Day holiday, which may have contributed to short-term volatility as liquidity shifted to other markets.

The recent pattern—a steep rise in the VIX driven by sharp, short-term market moves—suggests that investors continue to react quickly to political headlines, corporate announcements, and changing risk landscapes. While equities have bounced after recent losses, the elevated VIX points to caution and the likelihood of further swings as market participants digest policy signals and major agreements in the tech sector.

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The Cboe Volatility Index, commonly known as the VIX and often referred to as Wall Street’s "fear gauge," is currently at 21.66 as of the close on October 10, 2025, according to YCharts, which sources its data directly from the Chicago Board Options Exchange (Cboe). This marks a significant increase of 31.83% compared to the previous trading day, when the VIX stood at 16.43. Over the past year, the index has risen by 3.49% from its level of 20.93 one year ago.

The VIX measures the market’s expectation of 30-day volatility for the S&P 500, calculated using a wide range of S&P 500 index options. When the VIX rises, it signals increased investor uncertainty or concern about future market movements. The index typically climbs during periods of market stress or downturns and falls when confidence returns and the market stabilizes.

The sharp jump in the VIX over a single trading day is notable. Through much of September and early October 2025, the VIX had hovered in the mid-teens, reflecting a relatively calm market environment. However, on October 10, the index surged above 21, a level not seen in recent weeks. Such a rapid increase suggests a sudden shift in sentiment, likely triggered by a combination of factors including heightened geopolitical tensions, unexpected economic data, or significant moves in the S&P 500 itself. While YCharts and Cboe do not provide a real-time explanatory narrative for today’s specific surge, historical patterns show that rapid spikes in the VIX often follow sharp market declines, increased trading volumes, or news events that catch investors off guard.

Looking at the broader trend, the VIX has gradually drifted higher over the past twelve months, albeit with notable swings. For most of September, the index remained below 17, but began creeping upward in late September and staged its biggest one-day jump in early October. Futures on the VIX, which reflect expectations for future volatility, also show elevated levels in the coming months, suggesting traders anticipate continued choppiness. For example, November 2025 VIX futures settled at 19.21 and December 2025 futures at 19.90, according to Cboe’s daily settlement data.

The S&P 500 itself has delivered strong returns over the past year—up more than 16%—but the recent volatility spike hints at growing concerns that could challenge this momentum. Other market indicators, such as the S&P 500’s price-to-earnings ratio above 27 and a Shiller CAPE ratio near 40, suggest elevated valuations, which can make markets more sensitive to shocks.

In summary, the VIX’s sudden rise to 21.66, up more than 30% in a single day, points to a rapid shift from calm to concern in the U.S. equity markets. While the precise catalyst isn’t detailed in the latest Cboe or YCharts reports, such moves are often tied to unexpected news or events that rattle investor confidence. With volatility futures signaling that traders expect more turbulence ahead, market participants will be watching closely for further developments.

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According to the latest data from the official Cboe Volatility Index dashboard, the most recently reported VIX—or Cboe Volatility Index—“sale price” stands at 17.24 as of October 7, 2025. This represents the closing value for that day. Comparing this with the previous closing value of 16.37 from October 6, the VIX recorded a percent change of approximately 5.3 percent higher. This jump reflects an uptick in market volatility expectations, particularly over the subsequent 30 days, as measured by the implied volatility in S&P 500 options.

The primary factors underlying this percent change surges include a slight pullback in US equities following all-time highs, as well as renewed market conversations around macroeconomic forces like AI-driven corporate earnings, Federal Reserve policy direction, and evolving economic data. According to market commentary on Barchart and Cboe, recent trading showed stock indexes rallying sharply on the back of optimism in the artificial intelligence sector, driving both the S&P 500 and the Nasdaq 100 toward new records. However, with such rallies, even modest signs of profit-taking or macroeconomic recalibration can substantially increase the cost of downside protection, which is what the VIX effectively measures.

Another significant trend is the persistent investor attention on US economic resilience and potential Fed easing. Hopes that the central bank might adjust rates in response to economic signals continue to support stocks overall, but any surprise either positive or negative—such as larger-than-expected moves in inflation or unemployment—tends to ripple rapidly through options pricing, increasing implied volatility.

Looking at near-term VIX futures on the Cboe platform, settlement prices for contracts expiring in mid to late October are trading around 17 to 17.6, which matches the current VIX spot index closely. Slightly farther out, November futures are priced higher, indicating that traders expect volatility to either stay elevated or increase into late fall, often a seasonally active period for markets.

A noteworthy market detail is the robust enthusiasm around artificial intelligence spending, which has powered much of the equity rally. However, any disappointment—whether in corporate profits or in projections for continued growth—could add further fuel to volatility. Barchart also notes that recent declines in US MBA mortgage applications and some softness in refinancing activity aren’t currently strong enough to offset the broader optimism, but they remain a watch point.

Recent price momentum and shifting fundamental narratives suggest a dynamic, somewhat precarious balance: investors weighing the promise of technological-driven profit against the inevitability of economic cycles and central bank responses. The VIX’s recent increase embodies this tension, reflecting higher demand for S&P 500 put options as traders hedge against potential downside after rapid price gains in equities.

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The Cboe Volatility Index, commonly known as the VIX, is currently showing a sale price—meaning the most recent daily closing value—of 16.65 for October 3, 2025, according to the St. Louis Fed’s latest update. This marks a slight increase from 16.63 on October 2, 2025, reflecting a percent change of approximately +0.12 percent since last reported.

The VIX measures the market’s expectation of 30-day volatility derived from S&P 500 index options. It’s widely regarded as the leading indicator of market sentiment and investor anxiety. The recent change in the VIX, while modest, aligns with ongoing market dynamics where optimism about artificial intelligence sector growth and corporate profitability is driving equity gains. According to news commentary from Barchart.com, the S&P 500 and Nasdaq 100 posted gains at the most recent close, with the Nasdaq 100 hitting an all-time high, largely fueled by surges in technology stocks, especially among chipmakers following major AI-related deals.

However, higher bond yields—with the 10-year Treasury note rising to 4.16%—provided a counterbalance, restraining even more aggressive gains in equities and supporting a slightly elevated VIX. Persistently elevated yields can signal concerns about economic stability or inflation, which in turn keeps implied volatility, as gauged by the VIX, from dropping much lower.

Examining the trend, the VIX has experienced low to moderate fluctuations in recent sessions, reflecting a market generally characterized by optimism and risk appetite but with a cautious eye on monetary policy and macroeconomic indicators. Over the past week, the VIX has hovered in the 16.1 to 16.7 range, suggesting relative calm in equities and no immediate signs of crisis-level fear.

The underlying movement in the VIX is currently shaped by several forces:
- Continued investor belief in robust technology sector growth, particularly around artificial intelligence
- Expectations that the Federal Reserve may provide additional easing to maintain economic support
- The impact of rising bond yields, which reminds investors of potential economic headwinds

As always, the VIX remains sensitive to any shocks—geopolitical, economic, or corporate earnings announcements—that could suddenly shift market sentiment.

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The Cboe Volatility Index, or VIX, is currently at a level of 16.65, marking a slight increase of 0.12% from its previous market day level of 16.63. This minor change reflects období of relative stability in market expectations, with the VIX often moving inversely to the broader market performance.

Historically, the VIX has been a key indicator of market volatility, surging during times of uncertainty and declining when confidence returns. Factors contributing to recent stability include economic data and market sentiment, which have helped maintain a balanced outlook.

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The Cboe Volatility Index, commonly known as the VIX, is currently showing a sale price of 16.28 as of September 30, 2025, according to the latest available data from the Cboe VIX dashboard. This reflects a percent change of approximately 0.99% up from the previous session, with the prior closing value on September 29, 2025, at 16.12. The modest uptick suggests a slight increase in market uncertainty compared to the previous day.

The VIX measures the implied volatility in the S&P 500 Index options and is widely regarded as the market’s leading indicator of expected stock market volatility over the next 30 days. A VIX reading in the mid-teens, such as 16.28, is generally seen as consistent with relatively calm market conditions. However, any upward movements often signal growing investor concern or anticipation of upcoming market-moving events.

Over the past week, the VIX has fluctuated between a low of 15.29 and a high of 16.74, indicating a continuation of relatively low but slightly elevated volatility compared to the doldrums of the preceding months. The mild rebound in the index since late last week may be attributed to several underlying factors:

- Investor uncertainty ahead of major economic data releases or anticipated policy decisions from the Federal Reserve, which frequently move markets.
- A slight uptick in trading volume on the S&P 500 and its options, suggesting that market participants are positioning for potential short-term swings.
- Recent mild declines in equities, which often correlate with upward moves in the VIX as demand for portfolio hedges rises.
- Ongoing global headlines, such as trade negotiations, geopolitical developments, or earnings results from large-cap companies.

Additionally, volatility option metrics show an implied volatility of about 82.58% for VIX options, which provides further evidence that some traders might be preparing for more pronounced movements, even though the VIX index itself remains subdued. Nevertheless, the index remains well below historical crisis levels, signaling the absence of widespread panic.

The trend over the past month has been one of gentle choppiness—minor spikes on days of negative economic headlines or weak earnings, but each followed by sharp returns back to the mid-teens. This pattern is often a sign that, while investors are watchful, broad-based fear has not taken hold in U.S. equity markets.

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Cboe reports that as of the most recent close on September 26, 2025, the Cboe Volatility Index, or VIX, stands at a sale price of 15.29. This reflects a decrease from the previous report on September 25, 2025, when the VIX settled at 16.74. That’s a percent change of minus 8.66 percent since last reported.

The VIX is commonly known as the “fear gauge” because it measures expected volatility in the S and P 500 index over the coming 30 days. A decreasing VIX price suggests market participants anticipate lower volatility and less uncertainty in the near term. The most recent move downward extends a weeklong trend where the VIX averaged above sixteen but progressively fell from 16.74 on September 25, 16.18 on September 24, and 16.64 on September 23, before this latest drop to 15.29.

Several underlying factors have contributed to this decline in the volatility index. First, equity markets remained stable over the past week, with fewer major earnings reports or macroeconomic data releases surprising investors. Second, global financial conditions were mostly calm, as interest rates held steady after the Fed’s last statement, which reassured markets that no abrupt policy changes are coming. Third, the U.S. government avoided a shutdown following last-minute budget negotiations, reducing immediate headline-risk for stocks. In addition, softer inflation readings have lowered fears of aggressive future rate hikes, which typically drive volatility higher.

Examining the three-month S and P 500 volatility index, the VXV, also shows that volatility expectations are moderating, with the VXV closing at 18.41 on September 26, down from 19.46 the prior day. This not only supports the current trend seen in the VIX, but suggests confidence is building that market turbulence will remain checked for the next quarter.

Despite these signs of calm, traders and analysts will be watching for new data releases, geopolitical developments, or shifts in monetary policy that could reverse the downward trend in volatility. Historical patterns show that when the VIX drops toward the low teens, investors need to stay alert for unexpected shocks, since very low volatility can precede a reversal.

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The Cboe Volatility Index, often referred to as the VIX, is currently at 15.29, representing its most recent sale price. This marks a significant decrease of 8.66 percent compared to the previous market day’s close of 16.74, according to data provided by the Chicago Board Options Exchange as of September 26, 2025.

The VIX, known as Wall Street’s “fear gauge,” measures the implied volatility of the US stock market, specifically reflecting expectations for the next 30 days based on S&P 500 option prices. When the VIX drops, as it has today, it generally signals that investors’ expectations for near-term market swings have declined and that there is less perceived risk among market participants.

Several factors can contribute to this sizable percent change. The overall S&P 500 index appears relatively stable, currently at 6415.54, and has posted a one-year return of 14.37 percent and a positive monthly return, suggesting ongoing resilience in the equity markets. Such performance reduces demand for downside protection, causing the implied volatility to contract and the VIX to fall.

Recent expectations around Federal Reserve policy, slowing inflation data, or reassuring corporate earnings reports could also be calming market sentiment, which further drives the VIX lower. At the same time, headline risk has been relatively subdued, with no sudden geopolitical shocks or unexpected policy decisions rattling investors. It’s notable that the VIX’s current value is almost unchanged when compared to the same period last year, down only 0.52 percent year-over-year, indicating that the broader trend is one of stability, even as day-to-day movements remain possible.

Historically, the VIX tends to spike during times of crisis or sharp declines in equity prices, as seen during the 2008-2009 financial crisis. The recent decrease points to a retreat from any short-term anxieties that might have been reflected in previous days, possibly as market participants digest news or as technical factors, like options expiration, pass through the system.

In summary, today’s sale price of the Cboe Volatility Index stands at 15.29, down 8.66 percent from the previous session. This decline reflects heightened investor calm amid steady equity performance and absence of major negative catalysts. Thanks for tuning in—be sure to come back next week for more. This has been a Quiet Please production. For more, check out Quiet Please Dot A I.

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As of the latest update from the official Cboe Volatility Index Dashboard, the current sale price of the Cboe Volatility Index, or VIX, is 16.64. This figure represents a percent change of plus 3.4 percent from the previous closing value of 16.10 reported on September 22. The VIX, often referred to as Wall Street’s “fear gauge,” measures the market’s expectations for volatility over the next 30 days based on S&P 500 index options.

Several factors are driving this recent percent change and the broader trend in volatility. According to the St. Louis Fed’s FRED VIX data, this uptick follows a period earlier this week where the VIX hovered in the mid-15s, indicating relatively calm market conditions. However, by September 23, the market saw a resurgence in volatility, aligned with notable declines across major equity indices. The S&P 500, Dow Jones Industrials, and the Nasdaq 100 closed lower on Wednesday, falling between 0.28 and 0.37 percent. These losses were prompted primarily by a jump in the 10-year Treasury note yield to a 2.5-week high of 4.15 percent. The rise in yields was triggered by hawkish commentary from the Federal Reserve and stronger-than-expected US new home sales, which climbed to a 3.5-year high.

Rising bond yields tend to exert pressure on equities because they increase borrowing costs and provide investors with relatively more attractive alternatives outside the stock market. As equities sold off, demand for portfolio hedges and downside protection grew, reflected in the higher VIX reading.

There are also sector-specific factors contributing to recent movements in volatility. For example, while strength among chipmakers and renewed optimism for artificial intelligence-related stocks led to pockets of support in equities, broader market sentiment was tempered by macroeconomic uncertainties, including the Fed’s monetary policy outlook and persistent inflation.

Looking at the longer-term trend, the VIX has seen moderate fluctuations in September revolving around key macroeconomic reports, Federal Reserve updates, and earnings reports from influential companies. Market participants remain watchful for signals that could propel volatility higher, such as unexpected shifts in economic indicators, geopolitical developments, or abrupt changes in Federal Reserve communication.

In summary, today’s VIX sale price reflects a meaningful uptick in market uncertainty driven by higher bond yields, central bank policy signaling, and uneven performance across equity sectors. While the index remains below levels seen during episodes of acute market stress, its recent climb underscores a cautious stance among investors as autumn begins.

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The Cboe Volatility Index, widely known as the VIX or the "fear gauge," is currently at a sale price of 16.10. This reflects a 4.21 percent increase from the previous market day, when the index closed at 15.45, according to data reported for September 22, 2025 by the Chicago Board Options Exchange.

The VIX tracks the implied volatility of the US stock market using S&P 500 index options. As a market barometer, the VIX tends to rise when market participants anticipate greater uncertainty or larger price swings in stocks, and it often drops when markets are steady or optimistic.

Today's uptick in the VIX, climbing over 4 percent, suggests that traders see increased risk or anxiety in the market landscape. While the exact underlying cause requires a deeper analysis of recent news and macroeconomic data, such changes are frequently linked to factors including unexpected shifts in Federal Reserve policy, new economic signals, geopolitical unrest, or large moves in the S&P 500 itself.

Looking back, the VIX has shown significant one day and week-to-week variability throughout this year. For much of September, the index has hovered in the mid-15 range, with occasional brief spikes above 16. The most recent movement from 15.45 to 16.10 continues a pattern where the index oscillates between brief periods of calm and sudden rises in volatility as fresh market risks emerge. Compared to one year ago, the VIX is slightly lower, having dropped by about a third of a percent.

Supporting factors include modest earning yields in the S&P 500, continued market valuation concerns, and a slightly elevated put-to-call ratio, all of which can play a role in how investors perceive future risk. On days like today, when the VIX jumps several percent, it’s often a reaction to a single pronounced event—such as a disappointing corporate report, a data release signaling economic weakness, or renewed uncertainty about central bank policy.

The VIX’s recent pattern shows investors remain vigilant, with risk appetite waxing and waning in response to rapidly changing news flow and technical factors in the broader US equity market.

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The Cboe Volatility Index, also known as the VIX, is currently posted at a sale price of 15.45 for September 19, 2025. This number reflects a change of minus 1.59 percent from the previous market day, where the VIX stood at 15.70. Looking back to one year ago, the VIX was at 16.33, marking a year-over-year decrease of about 5.39 percent.

The VIX is widely watched as a real-time gauge of investor sentiment and market volatility in the US, specifically relating to the S&P 500. It is calculated using the prices of futures contracts tied to the S&P 500, making it a forward-looking measure of market uncertainty. When the VIX drops, as it has today, it typically means investors perceive less risk and expect lower volatility in the near term.

Underlying factors behind today’s decrease appear linked to a stable performance in US equities and generally positive investor sentiment. The S&P 500 index is up significantly over the past year, with fundamentals such as earnings yield and market cap remaining strong. The put-call ratios for both the S&P 500 and VIX also suggest a relatively balanced risk appetite, with neither extreme fear nor complacency dominating market activity.

Looking at recent trends, the VIX has fluctuated in a relatively tight band since mid-August, ranging between 14.7 and 16.3. Occasional spikes above 17 earlier this summer were generally short lived and tied to market-specific headlines, but the longer-term movement is downward. This trend is supported by improving economic indicators and robust returns in the broader stock market, which have kept volatility suppressed despite pockets of uncertainty.

It’s also worth noting that settlement prices for VIX futures contracts are currently hovering a bit higher than the spot VIX. For example, contracts expiring later in September are settling near 17.7, which may indicate that the market expects some increase in volatility in the coming weeks, possibly related to upcoming economic data releases, Federal Reserve commentary, or global events.

In summary, today's lower VIX sale price and negative percent change reinforce the recent trend toward less perceived risk in US markets, aligning with stronger equity returns and stable macroeconomic conditions. However, futures pricing suggests investors remain alert to possible upticks in volatility ahead.

Thank you for tuning in. Be sure to come back next week for more insights and market updates. This has been a Quiet Please production, and for more, check out Quiet Please Dot A I.

For more http://www.quietplease.ai

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This content was created in partnership and with the help of Artificial Intelligence AI