CBOE Volatility Index (^VIX) — Daily Price Character

Historical session stats from dividend-adjusted prices: win rate, streaks, record days, weekday patterns, and (when available) how often the index was green on S&P 500 green days.

Daily streak leaderboard →

Archetype

Explosive

High daily volatility — frequent large price swings.

Win rate

46.6%

4262 green · 4842 red · 50 flat · 9154 sessions

Current streak

2 green

As of Apr 7, 2026

Max win / lose streak

9 / 10 days

Win streak return: +72.89% · Lose: 41.48%

Median / σ daily

0.403% · 7.140%

Avg green +5.51% · avg red 4.39%

Extreme days (>3%)

56.2%

2426 up · 2715 down

History from Jan 3, 1990 through Apr 7, 2026 · 9154 trading days with returns.

Trailing year — daily returns (calendar)

Apr 8, 2025Apr 7, 2026 · Mon–Fri sessions only

Monday–Friday — average return

Average dividend-adjusted return on that weekday (green / red by sign). Green/red day rule: ±0.01% vs prior close.

Monday–Friday — win rate

Share of sessions that closed green on that weekday. Bars are green at or above 50%, red below 50%.

Top green days

Largest single-session gains (dividend-adjusted), by historical return.

DateReturn
Feb 5, 2018+117.48%
Dec 18, 2024+74.04%
Aug 5, 2024+64.90%
Feb 27, 2007+64.22%
Jan 27, 2021+61.64%
Nov 26, 2021+54.04%
Nov 15, 1991+51.72%
Jul 23, 1990+51.50%
Apr 4, 2025+50.93%
Aug 8, 2011+50.00%
Jun 24, 2016+49.33%
Jun 11, 2020+47.95%
Feb 24, 2020+46.55%
Aug 21, 2015+46.45%
May 17, 2017+46.38%
Aug 24, 2015+45.34%
Aug 10, 2017+44.37%
Oct 10, 2018+43.95%
Apr 15, 2013+43.20%
Mar 16, 2020+42.99%

Worst red days

Largest single-session losses; "Days to recovery" counts trading sessions until close recovered the prior peak (dividend-adjusted).

DateReturnDays to recovery
Apr 9, 202535.75%
May 10, 201029.57%8
Aug 6, 202428.16%171
Aug 9, 201126.96%2158
Jun 15, 200625.91%280
Apr 24, 201725.91%17
Oct 20, 200824.68%4
Apr 5, 199424.05%849
Dec 20, 202423.79%52
Mar 13, 202023.37%1
Nov 9, 201623.27%310
Sep 18, 200723.15%36
Feb 14, 201822.87%166
Nov 13, 200722.48%83
Oct 13, 200821.39%4
Jun 28, 201621.38%404
Oct 16, 201321.17%74
Dec 31, 201220.69%449
Nov 6, 202420.60%30
Sep 22, 199320.52%132

Frequently asked questions

What is the daily win rate for CBOE Volatility Index (^VIX)?

Historically, CBOE Volatility Index (^VIX) closed green on 46.6% of trading days (4262 green, 4842 red, 50 flat), using dividend-adjusted closes and a ±0.01% threshold for green vs red.

What is the current winning or losing streak for CBOE Volatility Index (^VIX)?

As of 2026-04-07, CBOE Volatility Index (^VIX) is on a 2-day winning streak (consecutive green or red days by the same rules, ignoring trailing flat days).

What does Steady, Balanced, or Explosive mean for CBOE Volatility Index (^VIX)?

We label CBOE Volatility Index (^VIX) as "explosive" based on the sample standard deviation of daily returns: High daily volatility — frequent large price swings.

What were the best and worst single trading days for CBOE Volatility Index (^VIX)?

Largest single-day gain: +117.48%. Largest single-day loss: 35.75%. Tables on this page list the top record green and red days.

What counts as an "extreme" daily move for CBOE Volatility Index (^VIX)?

We treat a day as extreme if the absolute dividend-adjusted daily return exceeds 3%. About 56.2% of trading days for CBOE Volatility Index (^VIX) were extreme (2426 up, 2715 down).

Data & methodology

How are green, red, and flat days defined?

We use dividend-adjusted (or close-to-close for non-equity) daily returns. Green: return ≥ +0.01%. Red: return ≤ −0.01%. Flat: between those bounds.

How is the current streak calculated?

We count consecutive green or consecutive red days using the same thresholds. If the most recent session is flat, we skip trailing flat days and measure from the last non-flat close.

What does “vs S&P 500” mean?

On sessions where the S&P 500 (^GSPC) was green, we report how often this symbol was also green. Shown only when benchmark data exists and the symbol is not the index itself.

Where does the archetype come from?

Sample standard deviation of daily returns: low → Steady, high → Explosive, otherwise Balanced. Labels describe typical daily volatility, not quality of the investment.