Detects when the market is pricing in a VIX Spike
The VIX tells you how expensive protection is right now. But to know if it's truly high or low, you also need to look at how much the market has actually been moving recently. That difference is called the Volatility Risk Premium.
Most traders just look at the VIX number. But a VIX of 18 can mean very different things. If the market has been very calm lately, a VIX of 18 might actually be quite high. But if the market has already been moving around a lot, that same VIX of 18 might not be as high as it looks.
This tool compares the current gap between the VIX and recent market moves to similar situations in the past. It helps you see whether the current level 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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