VIX
A measure of expected near-term volatility.
VIX is at the 63th percentile since 1990, running close to the middle of its history.
15.81
63th percentile • 21% of the way to its prior froth peak
Historical context
Red bands mark major stress windows.
What this metric is telling us now
The VIX reflects the market's expectation for short-dated options volatility. It jumps when risk is re-priced sharply, and it is often low when complacency is high.
Why it matters
Low VIX readings can mean investors are comfortable, but that same complacency can be fragile when an exogenous shock arrives. High VIX readings are a stress signal.
Source and caveats
- Source: FRED VIXCLS
- Update frequency: Daily
- Last updated: Jul 3, 2026
- Composite contribution: 63 subscore in Credit & Volatility; category score 78.
- Caveats: Low VIX is not a safety signal. It often means the market is underpricing the possibility of a sudden move.
Methodology note
Each metric is oriented so higher means frothier, converted to a percentile against its own history, and then averaged within its category before the category scores are averaged into the composite.
This site is for educational and informational purposes only. It is not investment advice, financial advice, tax advice, or a recommendation to buy, sell, or hold any security, asset, or strategy. The metrics, the composite bubble score, and any alerts are not forecasts and are not a signal to act. Markets can stay overvalued or undervalued for long periods, and past patterns do not guarantee future results. The data is aggregated from third-party sources, is provided "as is," and may contain errors, gaps, or delays. Do your own research and consult a licensed financial professional before making any financial decision.