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VIX records and market volatility

Volatility/VIX · records since 1990 · 1% day counts · 4 sources · data as of 31 Jul 2026

The VIX gets called the fear index, which for once is a nickname that mostly earns its keep. What it actually is: the price the options market is charging right now to insure the S&P 500 over the next thirty days, expressed as an annualised percentage. When more people want protection, insurance costs more, and the number goes up. That's the whole mechanism.

This page collects the extremes. Highest close and highest intraday print, lowest close and lowest intraday print, and the full count of days the index has ever closed below 10, which turns out to be far fewer than people guess and wildly concentrated in one particular year. Alongside that there's a simpler measure of the same thing, the count of sessions where the S&P 500 moved 1% or more, which is what actually happened rather than what was expected. And the circuit breaker history, because the thresholds get mentioned constantly and have almost never been hit.

One thing I want to flag before you use any of this. There is no official long run average for the VIX. Cboe doesn't publish one, and reputable sources give answers spread across several points depending on where they start counting. I've said so on the page rather than picking a number and pretending it's canonical. The sources are all listed below with their windows, and the windows are the part worth reading.