The bar is set pretty low for a volatility breakout. A move over 16 breaks a trend first started in August. COT positioning is currently at a record high of net short positions, exceeding Feb 2018 when vol wiped out option sellers and hit 50 in a few days.
VIX is a trademarked ticker symbol for the CBOE Volatility Index, a popular measure of the implied volatility of S&P 500 index options; the VIX is calculated by the Chicago Board Options Exchange (CBOE). Often referred to as the fear index or the fear gauge, the VIX represents one measure of the market's expectation of stock market volatility over the next 30-day period.
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VIX (Derived Data)
