VIX Volatility Index Statistics per Day of Week

The VIX symbol stands for the Chicago Board Options Exchange Volatility Index and it is a measure of the S&P500 stock index options that have a maturity of 30 days. In other words, it measures the expected market volatility for the next 30 days and this is why it is sometimes called the "fear index".

This item creates a table that shows several statistics regarding the VIX for each day of the week:
% from Open: Return of the VIX from the open
% from P. Close: Return of the VIX from the previous close
% Up: Percentage of days where the VIX increased (current close compared to previous close)

From the picture below, which is based on the previous 20 years data for the VIX volatility Index, you can clearly see that:
- Open to close return is higher in Friday
- The highest increase in the VIX occurs between Friday close and Monday open



An increase in the VIX is a sign of greater uncertainty in the market and it is often caused by a decrease in market indices.
On the other hand, a decrease in the VIX suggests that the market uncertainty is decreasing and it is often seen as a bullish signal.

You can get historical data for the VIX by adding "^VIX" symbol and using the default EOD data downloader: Historical Stock Market Data.

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