Detects when VIX sensitivity is signalling a Spike
This tool helps you understand how sensitive the VIX is to moves in the stock market right now, and whether that sensitivity is likely to lead to a spike in the VIX.
Most traders just look at the VIX number. But the VIX doesn't always react the same way to stock market moves. Sometimes a 1% drop in the S&P 500 causes only a small move in the VIX. Other times, the same 1% drop can cause a much bigger reaction in the VIX.
This difference happens because the VIX's sensitivity changes over time. When the market is already nervous, the VIX tends to react more strongly to stock market drops. When the market is calm, the VIX usually reacts more mildly.
This tool compares how reactive the VIX is today to similar situations in the past. It helps you see whether this level of sensitivity has usually been followed by a spike in the VIX or not.
The probability of a meaningful VIX spike.
Color-coded banner that turns red when historical data shows above-average odds of a meaningful spike in the spot VIX.
A full log of every past day when volatility conditions were similar.
Real-time dashboard alerts and daily emails triggered when the odds of a meaningful VIX spike rise above their historical average.
Begin the day by checking whether the tool is flagging any unusual volatility activity.
Look at how the spot VIX has typically responded after similar setups in the past. This provides useful context on whether volatility has usually expanded or remained quiet following these types of setups.
Use this information to guide trading decisions throughout the session. When historical patterns suggest elevated odds of a VIX spike, traders often adjust their bias, position sizing, or risk levels accordingly.
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