SignalMacro

VIX of VIX $109.47 ↑ 11.1% 100th %ile (extreme_fear)

Percentile: 100th in 90d range | Regime: extreme_fear

What changed

Percentile: 100th in 90d range | Regime: extreme_fear

Why it matters

Extreme fear: VIX of VIX at 100th percentile signals peak volatility of volatility.

Sources

futures