US cross-asset implied volatility (VIX/VXN/GVZ/OVX, daily)
Daily US cross-asset implied-volatility panel, 2008-06-03 onward: the CBOE Volatility Index (VIX, S&P 500), Nasdaq-100 vol (VXN), gold vol (GVZ) and crude-oil vol (OVX) — 30-day expected volatility in index points (annualized %), redistributed keyless via FRED fredgraph.csv. Carries the VXN-VIX tech premium and OVX-VIX energy premium, VIX day-over-day changes, a trailing-63-day VIX z-score, a look-ahead-free trailing-252-day VIX percentile, documented calm/elevated/high regimes, a fear-spike flag (VIX up >= 20% in one day) and a 0-100 cross-asset volatility score (mean of the four trailing-252-day percentiles). One row per day all four indexes published; any null fails loudly. Who joins this: risk teams gate portfolio hedges on spike_flag and vol_regime; macro models condition on cross_asset_vol_score as the fear gauge; energy traders watch ovx_vix_spread for oil-specific stress; consumer-spending models use the VIX percentile as a confidence proxy.
- Rows
- 4,610
- Columns
- 18
- Source cadence
- Daily
- Last refreshed
- Sep 30, 2026
- Theme
- markets
| Column | Type | Description |
|---|---|---|
| date | date | Publication day on which all four CBOE vol indexes printed (panel join key). The four calendars agree on every panel day; non-panel days (CBOE calendar mismatches) are excluded, never imputed. (unit: date) |
| year_month | string | Calendar month as YYYY-MM. (unit: string) |
| country | string | Country name (shared normalization layer). (unit: string) |
| country_code | string | ISO 3166-1 alpha-3 country code (USA). (unit: string) |
| vix | float | CBOE Volatility Index (FRED VIXCLS): 30-day expected volatility of the S&P 500 from index options, in annualized percentage points. The binding fear gauge and the panel's momentum anchor. (unit: index points (annualized % vol)) |
| vxn | float | CBOE Nasdaq-100 Volatility Index (FRED VXNCLS): 30-day expected volatility of the Nasdaq-100. (unit: index points (annualized % vol)) |
| gvz | float | CBOE Gold ETF Volatility Index (FRED GVZCLS): 30-day expected volatility of the SPDR Gold Shares ETF (GLD). (unit: index points (annualized % vol)) |
| ovx | float | CBOE Crude Oil ETF Volatility Index (FRED OVXCLS): 30-day expected volatility of the United States Oil Fund (USO). Printed 325.15 on 2020-04-21, the day WTI futures went negative. (unit: index points (annualized % vol)) |
| vxn_vix_spread | float | VXN minus VIX: the tech-vol premium over the broad market (index points). Widens when tech fear outruns the market. (unit: index points) |
| ovx_vix_spread | float | OVX minus VIX: the energy-vol premium over the broad market (index points). Spikes on oil-specific stress (e.g. 2020-04). (unit: index points) |
| vix_d1_chg | float | Day-over-day change in the VIX (null for the first panel day). (unit: index points) |
| vix_d1_pct_chg | float | Day-over-day percent change in the VIX (null for the first panel day). The fear-spike input. (unit: fraction) |
| vix_63d_zscore | float | Trailing-63-trading-day (~3 months) z-score of the VIX level (null for the first 63 panel days): how unusual today's fear is versus its own recent quarter. (unit: std dev) |
| vix_252d_percentile | float | Look-ahead-free trailing-252-trading-day (~1 year) percentile of the VIX level, 0-100 (null for the first 252 panel days). (unit: percentile (0-100)) |
| vol_regime | string | Documented VIX-level regime: calm (< 20), elevated (20-30), high (>= 30). (unit: string) |
| spike_flag | integer | 1 when the VIX rose >= 20% in one day (vix_d1_pct_chg >= 0.20) — the fear-spike event flag; 0 otherwise. (unit: flag) |
| cross_asset_vol_score | float | 0-100 cross-asset volatility score: the mean of the four indexes' trailing-252-trading-day percentiles (null until 252 panel days exist for all four). A composite fear gauge across equity, tech, gold and oil. (unit: score (0-100)) |
| row_hash | string | Deterministic 16-hex sha256 of date + the four vol levels (idempotency key). (unit: string) |
First 10 sample rows — a preview, not the complete dataset.
| date | year_month | country | country_code | vix | vxn | gvz | ovx | vxn_vix_spread | ovx_vix_spread | vix_d1_chg | vix_d1_pct_chg | vix_63d_zscore | vix_252d_percentile | vol_regime | spike_flag | cross_asset_vol_score | row_hash |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008-06-03 | 2008-06 | United States | USA | 20.24 | 23.89 | 22.89 | 41.75 | 3.65 | 21.51 | — | — | — | — | elevated | 0 | — | 9daa3735eeaa6391 |
| 2008-06-04 | 2008-06 | United States | USA | 20.8 | 24.01 | 22.69 | 40.77 | 3.21 | 19.97 | 0.56 | 0.028 | — | — | elevated | 0 | — | d1cd14e51b98b2db |
| 2008-06-05 | 2008-06 | United States | USA | 18.63 | 22.85 | 22.78 | 41.37 | 4.22 | 22.74 | -2.17 | -0.104 | — | — | calm | 0 | — | fcb6f6b2ab7b4247 |
| 2008-06-06 | 2008-06 | United States | USA | 23.56 | 26.04 | 23.6 | 52.03 | 2.48 | 28.47 | 4.93 | 0.265 | — | — | elevated | 1 | — | eedcaefe8eb4d8af |
| 2008-06-09 | 2008-06 | United States | USA | 23.12 | 26.7 | 24.47 | 45.57 | 3.58 | 22.45 | -0.44 | -0.019 | — | — | elevated | 0 | — | bf58c3a8c766e194 |
| 2008-06-10 | 2008-06 | United States | USA | 23.18 | 26.58 | 25.39 | 48.13 | 3.4 | 24.95 | 0.06 | 0.003 | — | — | elevated | 0 | — | e7f6dfc5d644a8f8 |
| 2008-06-11 | 2008-06 | United States | USA | 24.12 | 27.32 | 25.36 | 48.4 | 3.2 | 24.28 | 0.94 | 0.041 | — | — | elevated | 0 | — | 7e8f5d0da26ee5a0 |
| 2008-06-12 | 2008-06 | United States | USA | 23.33 | 27.4 | 25.04 | 50.17 | 4.07 | 26.84 | -0.79 | -0.033 | — | — | elevated | 0 | — | b3a59266b7606a4b |
| 2008-06-13 | 2008-06 | United States | USA | 21.22 | 25.3 | 24.94 | 49.19 | 4.08 | 27.97 | -2.11 | -0.09 | — | — | elevated | 0 | — | ea1cb376daa4f6f7 |
| 2008-06-16 | 2008-06 | United States | USA | 20.95 | 25.02 | 24.98 | 50.45 | 4.07 | 29.5 | -0.27 | -0.013 | — | — | elevated | 0 | — | 9dc06ea97d3681b9 |
Profiled Sep 30, 2026 from snapshot
Measured- Completeness
- 99.3%
- Rows
- 4,610
- Columns
- 18
- Columns with gaps
- 5
| Column | Missing | Distinct | Range | Distribution |
|---|---|---|---|---|
| datedate | 0% | 4,132 | Jun 3, 2008 → Sep 29, 2026 | — |
| year_monthvarchar | 0% | 229 | — |
|
| countryvarchar | 0% | 1 | — |
|
| country_codevarchar | 0% | 1 | — |
|
| vixdouble | 0% | 1,703 | 9.14 → 82.69median 17.29 | 92 outside 1st–99th percentile |
| vxndouble | 0% | 1,396 | 10.31 → 80.64median 20.38 | 94 outside 1st–99th percentile |
| gvzdouble | 0% | 1,734 | 8.88 → 64.53median 17.46 | 94 outside 1st–99th percentile |
| ovxdouble | 0% | 3,101 | 14.5 → 325.15median 35.79 | 94 outside 1st–99th percentile |
| vxn_vix_spreaddouble | 0% | 2,845 | -12.77 → 12.88median 2.62 | 94 outside 1st–99th percentile |
| ovx_vix_spreaddouble | 0% | 3,496 | -11.41 → 279.74median 17.44 | 94 outside 1st–99th percentile |
| vix_d1_chgdouble | 0.02% | 1,713 | -18.71 → 24.86median -0.11 | 94 outside 1st–99th percentile |
| vix_d1_pct_chgdouble | 0.02% | 3,722 | -0.3575 → 1.16median -0.0069 | 94 outside 1st–99th percentile |
| vix_63d_zscoredouble | 1.3% | 4,426 | -2.46 → 7.14median -0.4164 | 92 outside 1st–99th percentile |
| vix_252d_percentiledouble | 5.4% | 292 | 0.3968 → 100median 40.48 | 27 outside 1st–99th percentile |
| vol_regimevarchar | 0% | 3 | — |
|
| spike_flagbigint | 0% | 2 | 0 → 1median 0 | |
| cross_asset_vol_scoredouble | 5.4% | 1,881 | 0.6944 → 100median 42.76 | 86 outside 1st–99th percentile |
| row_hashvarchar | 0% | 4,509 | — |
|
- Current
20260930T221632Z-10125916e221 · sha256 10125916e221…
4,610 rows · first snapshot
Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).
curl "https://datazimuts.com/v1/datasets/fred_volatility_intel/us_implied_volatility_daily" | jq '{title, rows, columns_count, license}'import requests
ds = requests.get("https://datazimuts.com/v1/datasets/fred_volatility_intel/us_implied_volatility_daily").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)API endpoint: https://datazimuts.com/v1/datasets/fred_volatility_intel/us_implied_volatility_daily
Tip: fetch /llms.txt for the full machine-readable catalog.
Where this data comes from and what was made from it. Other people's work shows as counts; only shared projects are named.
Cite this snapshot
Pinned to snapshot 20260930T221632Z-10125916e221 and its content hash, so readers get exactly the data you used.
US Cross-Asset Implied-Volatility Intelligence (FRED, keyless). (2026). US cross-asset implied volatility (VIX/VXN/GVZ/OVX, daily) [Data set, snapshot 20260930T221632Z-10125916e221, sha256 10125916e221]. Datazimuts. Retrieved 2026-10-01, from https://datazimuts.com/en/datasets/fred_volatility_intel/us_implied_volatility_daily?snapshot=20260930T221632Z-10125916e221
@misc{dz_fred_volatility_intel_us_implied_volatil_10125916,
title = {{US cross-asset implied volatility (VIX/VXN/GVZ/OVX, daily)}},
author = {{US Cross-Asset Implied-Volatility Intelligence (FRED, keyless)}},
year = {2026},
publisher = {Datazimuts},
howpublished = {\url{https://datazimuts.com/en/datasets/fred_volatility_intel/us_implied_volatility_daily?snapshot=20260930T221632Z-10125916e221}},
note = {Snapshot 20260930T221632Z-10125916e221, sha256 10125916e221b5e2c785a56ec7601a35e601876d9769cc3d1db506cfa5a1faaf; accessed 2026-10-01}
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