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VIX · S&P 500 Fear Index

Cboe Volatility Index (VIX): Pricing Market Tail Risk

VIX volatility index: 15.3 as of 2026-10-02.

VIX Volatility Index — S&P 500 implied volatility and option-implied tail-risk pricing across market cycles.

The plate

VIX · S&P 500 Fear Index — Cboe Volatility Index (VIX): Pricing Market Tail Risk20406080199520002005201020152020202530
Plate I.19 A market-implied measure of expected 30-day volatility derived from S&P 500 index options. VIX levels above 30 signify that investors are paying substantial premiums to hedge imminent downside risk. Data through 2026-10-02

Latest Snapshot

Observations
9,286
Sample
1990-01-02 – 2026-10-02

A market-implied measure of expected 30-day volatility derived from S&P 500 index options. VIX levels above 30 signify that investors are paying substantial premiums to hedge imminent downside risk.

What this page answers

The latest observation for VIX stands at 15.31 (2026-10-02). The historical series spans 1990-01-02 through the present with 9286 data points; its secular mean is 19.42, with an all-time peak of 82.69 (2020-03-16) and a cyclical floor of 9.14 (2017-11-03).

A market-implied measure of expected 30-day volatility derived from S&P 500 index options. VIX levels above 30 signify that investors are paying substantial premiums to hedge imminent downside risk. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.

View the interactive chart Download raw JSON

VIX — historical year-end index readings

VIX — historical year-end index readings
DateValue
2026-10-0215.31
2025-12-3114.95
2024-12-3117.35
2023-12-2912.45
2022-12-3021.67
2021-12-3117.22
2020-12-3122.75
2019-12-3113.78
2018-12-3125.42
2017-12-2911.04
2016-12-3014.04
2015-12-3118.21
2014-12-3119.20
2013-12-3113.72
2012-12-3118.02
2011-12-3023.40
2010-12-3117.75
2009-12-3121.68
2008-12-3140.00
2007-12-3122.50
2006-12-2911.56
2005-12-3012.07
2004-12-3113.29
2003-12-3118.31
2002-12-3128.62
2001-12-3123.80
2000-12-2926.85
1999-12-3024.76
1998-12-3124.42
1997-12-3124.01
1996-12-3120.92
1995-12-2912.52
1994-12-3013.20
1993-12-3111.66
1992-12-3112.57
1991-12-3119.31
1990-12-3126.38

Displaying the 37 most recent of 9286 observations — complete series in JSON: https://historyofmarket.com/api/sp500/vix.json

Data & Source

GET /api/sp500/vix.json — Canonical dataset endpoint.

Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.

FAQ

What is the latest reading for VIX?

15.31 as of 2026-10-02, compared against a long-term historical mean of 19.42.

What historical period does the VIX data cover?

1990-01-02 through 2026-10-02 across 9286 continuous observations.

Where does this data come from?

History of Market combines public market and macro datasets — exchange closing prices, company filings, Robert Shiller, FRED, NBER, and the UBS Global Investment Returns Yearbook (Dimson–Marsh–Staunton). The exact endpoint for this panel is linked below.

How often is it updated?

Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh on Sunday. The timestamp shown on this page comes from the JSON payload.

Can I use the data?

Yes, for research and education with attribution to History of Market. Upstream data sources retain their own terms.