Detects when volume activity is signalling a VIX spike
Most traders only pay attention to the VIX number itself. But big shifts in volatility often start showing up first in the futures market, before they even reach the VIX.
When market participants start buying or selling VIX futures in big size, it usually means they're hedging or getting worried about a potential move in volatility. These periods of heavy futures trading often happen right before the VIX actually starts to rise.
Just seeing high volume isn't enough on its own, though. What really matters is whether today's volume is much higher than normal. By comparing current futures volume to its usual levels, you can get a better sense of whether volatility is likely to pick up from here.
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.
We welcome inquiries from traders, investors, institutions and affiliates
interested in learning more about our tools.