VIX-Style Metrics

Stock-specific volatility index

Track VIX-style volatility metrics for individual stocks.

Sparkline Widgets

Metric Description
VIX 30d 30-day VIX-style volatility index
VIX 30d Rank Current VIX vs historical range
VIX Term Slope Slope of VIX term structure
VIX Ratio 5/30 Ratio of 5-day to 30-day VIX

Charts

VIX-Style Metrics

  • VIX at different timeframes: 1d, 5d, 10d, 20d, 30d

VIX Structure & Rankings

  • VIX Term Slope
  • VIX Ratio 5/30
  • VIX 30d Rank, VIX 30d Percentile

Interpreting VIX Levels

VIX 30d Interpretation
< 20 Low fear, complacency
20 - 30 Normal conditions
30 - 40 Elevated fear
> 40 Extreme fear, panic

Interpreting Term Structure

Pattern Meaning
VIX 5/30 < 1 Contango (normal)—short-term calm
VIX 5/30 > 1 Backwardation—near-term stress
Steep positive slope Normal, calm market
Flat or inverted slope Stress, event risk

Trading Applications

VIX Level Strategy
High VIX + High Rank Sell premium after spike (mean reversion)
Low VIX + Low Rank Buy protection (cheap), avoid short vol
Backwardation Near-term event—adjust positions

Note: VIX metrics show expectations, not predictions. Volatility can remain extreme.


Optionomics Documentation

Getting Started
Main Features
Daily Analytics
Historical Analytics

Optionomics Documentation