SignalMacro

VIX of VIX $94.50 ↑ 6.6% 71th %ile (fear)

Percentile: 71th in 90d range | Regime: fear

What changed

Percentile: 71th in 90d range | Regime: fear

Why it matters

VIX of VIX up 5.1% to $88.69, but 32nd percentile signals neutral volatility regime.

Sources

futures