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.
Les titres et les descriptions proviennent des sources de données, en anglais.
- Lignes
- 4 610
- Colonnes
- 18
- Cadence de la source
- Quotidienne
- Dernière actualisation
- 30 sept. 2026
- Thème
- markets
| Colonne | 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) |
10 premières lignes d’exemple — un aperçu, pas le jeu de données complet.
| 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 |
Profilé le 30 sept. 2026 à partir de l’instantané
Mesuré- Complétude
- 99,3 %
- Lignes
- 4 610
- Colonnes
- 18
- Colonnes incomplètes
- 5
| Colonne | Manquant | Distinctes | Plage | Distribution |
|---|---|---|---|---|
| datedate | 0 % | 4 132 | 3 juin 2008 → 29 sept. 2026 | — |
| year_monthvarchar | 0 % | 229 | — |
|
| countryvarchar | 0 % | 1 | — |
|
| country_codevarchar | 0 % | 1 | — |
|
| vixdouble | 0 % | 1 703 | 9,14 → 82,69médiane 17,29 | 92 hors du 1er–99e centile |
| vxndouble | 0 % | 1 396 | 10,31 → 80,64médiane 20,38 | 94 hors du 1er–99e centile |
| gvzdouble | 0 % | 1 734 | 8,88 → 64,53médiane 17,46 | 94 hors du 1er–99e centile |
| ovxdouble | 0 % | 3 101 | 14,5 → 325,15médiane 35,79 | 94 hors du 1er–99e centile |
| vxn_vix_spreaddouble | 0 % | 2 845 | -12,77 → 12,88médiane 2,62 | 94 hors du 1er–99e centile |
| ovx_vix_spreaddouble | 0 % | 3 496 | -11,41 → 279,74médiane 17,44 | 94 hors du 1er–99e centile |
| vix_d1_chgdouble | 0,02 % | 1 713 | -18,71 → 24,86médiane -0,11 | 94 hors du 1er–99e centile |
| vix_d1_pct_chgdouble | 0,02 % | 3 722 | -0,3575 → 1,16médiane -0,0069 | 94 hors du 1er–99e centile |
| vix_63d_zscoredouble | 1,3 % | 4 426 | -2,46 → 7,14médiane -0,4164 | 92 hors du 1er–99e centile |
| vix_252d_percentiledouble | 5,4 % | 292 | 0,3968 → 100médiane 40,48 | 27 hors du 1er–99e centile |
| vol_regimevarchar | 0 % | 3 | — |
|
| spike_flagbigint | 0 % | 2 | 0 → 1médiane 0 | |
| cross_asset_vol_scoredouble | 5,4 % | 1 881 | 0,6944 → 100médiane 42,76 | 86 hors du 1er–99e centile |
| row_hashvarchar | 0 % | 4 509 | — |
|
- Actuelle
20260930T221632Z-10125916e221 · sha256 10125916e221…
4 610 lignes · premier instantané
Dirigez n’importe quel LLM vers le point d’accès des métadonnées — la documentation ci-dessus est aussi lisible par machine (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)Point d’accès API : https://datazimuts.com/v1/datasets/fred_volatility_intel/us_implied_volatility_daily
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.
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Épinglé à l’instantané 20260930T221632Z-10125916e221 et à son empreinte, pour que vos lecteurs obtiennent exactement les données utilisées.
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/fr/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/fr/datasets/fred_volatility_intel/us_implied_volatility_daily?snapshot=20260930T221632Z-10125916e221}},
note = {Snapshot 20260930T221632Z-10125916e221, sha256 10125916e221b5e2c785a56ec7601a35e601876d9769cc3d1db506cfa5a1faaf; accessed 2026-10-01}
}Intégrer un tableau ou un graphique
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<iframe src="https://datazimuts.com/embed/chart?dataset=fred_volatility_intel%2Fus_implied_volatility_daily&lang=fr&theme=auto&snapshot=20260930T221632Z-10125916e221&x=date&y=vix&agg=avg" title="US cross-asset implied volatility (VIX/VXN/GVZ/OVX, daily)" width="100%" height="380" style="border:0" loading="lazy"></iframe>
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