Largest VIX Spike In History

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Say hello to the largest 2-day VIX rise in history...

VIX (Daily)
VIX_188.png

A 188% rise from Thursday's close. This VIX panic comes after what can likely be called the longest period of low volatility in market history; including the longest streak ever without consecutive .50% single-day losses in the S&P 500.

An interesting stat via SentimenTrader after the close: "Stocks have never declined between 1-6 months after the VIX has jumped more than 50% in one day." Granted, there is an extremely small sample size of +50% VIX days.

Largest VIX Spike In History | Ecency