中文THE CLOSING POST
DATA DESK · 2026-10-30
A three-way comparison of 20-day realized volatility, 60-day realized volatility and VIX.
Previous versus current VIX only; this is not a full closing-price history.
OFR FSI above zero means stress is above its historical average; below zero means lower stress.
Positive contributions add stress; negative contributions reduce it.
Contributions from the U.S., other advanced economies and emerging markets.
Leveraged-fund net position divided by open interest. Positive is net long VIX; negative is net short.
Equity market value as a share of equities plus specified debt; quarterly, latest revised values.
Public data and charts are not investment advice.