Volatility Index: a 4.8σ rise on 16 October 2026
Recorded 18 October 2026On 16 October 2026 Volatility Index rose 21.45% close to close, 4.8 times its typical daily move of 4.47% over the 20 sessions before it: larger than every one of the 67 sessions on record before it. 11 other instruments of the 168 measured that day moved 2σ or more.
The day
Daily closes, as recorded the night after
- Move
- +21.45%
- Size
- +4.8σ
- Typical day before it
- 4.47%
- Close
- 19.99
- Previous close, 15 October 2026
- 16.46
- Since, to 22 October 2026
- −4.80%
Volatility Index, the 30 sessions to 16 October 2026
Daily closes; the last point is the quake
Show values
| Point | VIX |
|---|---|
| 4 Sep 2026 | 14.5 |
| 7 Sep 2026 | 15.3 |
| 8 Sep 2026 | 15.7 |
| 9 Sep 2026 | 16.5 |
| 10 Sep 2026 | 17.8 |
| 11 Sep 2026 | 15.8 |
| 14 Sep 2026 | 17.1 |
| 15 Sep 2026 | 17.2 |
| 16 Sep 2026 | 17.7 |
| 17 Sep 2026 | 15.4 |
| 18 Sep 2026 | 14.8 |
| 21 Sep 2026 | 14.9 |
| 22 Sep 2026 | 14.2 |
| 23 Sep 2026 | 15.2 |
| 24 Sep 2026 | 15.7 |
| 25 Sep 2026 | 14.9 |
| 28 Sep 2026 | 16.1 |
| 29 Sep 2026 | 16.0 |
| 30 Sep 2026 | 16.3 |
| 1 Oct 2026 | 16.4 |
| 2 Oct 2026 | 15.3 |
| 5 Oct 2026 | 15.5 |
| 6 Oct 2026 | 15.0 |
| 7 Oct 2026 | 15.1 |
| 8 Oct 2026 | 15.4 |
| 9 Oct 2026 | 14.8 |
| 12 Oct 2026 | 15.2 |
| 13 Oct 2026 | 15.3 |
| 14 Oct 2026 | 16.9 |
| 15 Oct 2026 | 16.5 |
| 16 Oct 2026 | 20.0 |
The same day
Other quakes on 16 October 2026
How it is measured
The move is the close-to-close return; its size is that return divided by the standard deviation of Volatility Index's previous 20 daily returns. A quake is 3σ or more. This record was made the night after the day finished trading and has not been changed since. The live chart is on Volatility Index's page; the last few months of every market's daily moves are on the volatility terrain, and every quake on record is in the quake archive.