Stats Volatility and VIX Circuit breakers

US circuit breakers have fired on five days since 1997

DateLevelNote
27 Oct 1997Two haltsOlder Dow points based rules. Trading halted twice and the market closed early.
09 Mar 2020Level 1Opening minutes, COVID selloff and the oil price war
12 Mar 2020Level 1Second trigger in four days
16 Mar 2020Level 1The session that produced the record VIX close of 82.69
18 Mar 2020Level 1Fourth and most recent trigger

Source: NYSE Market-Wide Circuit Breaker Working Group report. All four 2020 triggers were Level 1.

US circuit breakers halt all equity trading when the S&P 500 falls 7%, 13% or 20% from the previous close. They have fired on five days in nearly thirty years, four of them in March 2020. The 20% level has never been reached.

5Days ever triggered
7%First halt threshold
0Times Level 3 has fired
20.47%S&P 500 on 19 Oct 1987

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