CBOE S&P 500 1-Day Volatility Index

-1.04 (6.21%)
INDX (OPEN)

CBOE S&P 500 1-Day Volatility Index (VIX1D) @ INDX

Printed Friday, 15 May '26 16:16 MST
CBOE S&P 500 1-Day Volatility Index

The Cboe 1-Day Volatility Index® (VIX1D Index) estimates expected volatility by aggregating the weighted prices of P.M.-settled S&P 500 Index (SPX℠) puts and calls over a wide range of strike prices. The prices used to calculate VIX1D Index values are midpoints of real-time, P.M.-settled SPX (SPXW) option bid/ask price quotations. Because the period of expected volatility being measured is a single day, the P.M.-settled SPX option series that are used during the majority of the day that the VIX1D Index is calculated and disseminated include those where the expiry date is equal to the current day of the calculation (near-term expiration) and those with an expiry date closest to and after the near-term expiration (next term expiration).

Volatility Index

Website Attributes Seasonality Filters
Date Name (*Public) Description Symbol Type Size Action
Date Value Error Logarithmic Error Model (*Public)
-U1.04 (6.21%) on Friday, 15 May 2026
Date Value Δ Open Close Low High Adjusted Volume Δ
Name Version (*Public) Indicator % Auto Description Symbol Company Name Forecasts Buy / Sell Action
Opened (Closed) Expires Symbol Company Name Name (*Public) Size Contract Symbol Open P/L Close P/L Total P/L ROI DTE DIT Delta Action
Details Best Trend by Hindsight Forecast Profit or Loss
Date (*Public) Symbol Strategy Data Origin Slope Sigma Cor % Moves Sigma Moves Gain % Periods Action
Date Name (*Public) Description Price Quantity Total Cost Type Symbol Action
Date RSI Stochastic %D Stochastic %K MACD MACD Divergence MACD Signal DMI CCI Volatility Bollinger Upper Bollinger Mid Bollinger Lower
Date Name Description Type Symbol Company Name Location
Date UTC Location Action Description Object Severity User Action