VIX expected-move history Cboe Volatility Index
Every trading day after the close we record what the options market was pricing — per expiration, before the outcome was known. When an expiration passes, the outcome is written next to the original estimate. Estimates are never revised after the fact. How to read these statistics · recording since Aug 31, 2026
Comparisons resolved94
Close inside range74%
|Actual| under expected74%
Avg expected move±14.0%
Avg |actual| move7.9%
Mean abs. error8.1pt
Implied vs realized, by expiration
For each expiration: the amber outline is the expected move recorded closest to expiry; the solid bar is what the stock actually did. Signed values are printed beneath the bars.
expected (recorded)actual
Currently recorded (awaiting outcome)
| Snapshot | Expires | DTE | Spot then | Expected move | Range | Method |
|---|---|---|---|---|---|---|
| Oct 16 | Oct 21 | 5 | 19.99 | ±12.4% | 17.52–22.46 | em-1.0 |
| Oct 14 | Oct 21 | 7 | 16.87 | ±8.3% | 15.47–18.27 | em-1.0 |
| Oct 13 | Oct 21 | 8 | 15.27 | ±10.1% | 13.73–16.80 | em-1.0 |
| Oct 09 | Oct 21 | 12 | 14.84 | ±14.9% | 12.63–17.05 | em-1.0 |
| Oct 08 | Oct 21 | 13 | 15.41 | ±14.4% | 13.20–17.62 | em-1.0 |
| Oct 07 | Oct 21 | 14 | 15.08 | ±15.8% | 12.70–17.46 | em-1.0 |
| Oct 06 | Oct 21 | 15 | 15.01 | ±14.5% | 12.84–17.18 | em-1.0 |
| Oct 05 | Oct 21 | 16 | 15.52 | ±13.7% | 13.39–17.64 | em-1.0 |
| Oct 02 | Oct 21 | 19 | 15.31 | ±15.7% | 12.90–17.71 | em-1.0 |
| Oct 01 | Oct 21 | 20 | 16.39 | ±14.2% | 14.06–18.72 | em-1.0 |
| Sep 23 | Oct 21 | 28 | 14.21 | ±24.0% | 10.80–17.61 | em-1.0 |
| Sep 22 | Oct 21 | 29 | 14.21 | ±24.8% | 10.69–17.73 | em-1.0 |
| Sep 21 | Oct 21 | 30 | 14.87 | ±20.7% | 11.79–17.95 | em-1.0 |
| Sep 18 | Oct 21 | 33 | 14.81 | ±21.7% | 11.60–18.02 | em-1.0 |
| Sep 17 | Oct 21 | 34 | 15.44 | ±18.8% | 12.53–18.35 | em-1.0 |
| Sep 16 | Oct 21 | 35 | 17.71 | ±18.9% | 14.36–21.06 | em-1.0 |
| Sep 15 | Oct 21 | 36 | 17.20 | ±18.5% | 14.03–20.38 | em-1.0 |
| Sep 14 | Oct 21 | 37 | 17.10 | ±19.1% | 13.83–20.37 | em-1.0 |
| Sep 11 | Oct 21 | 40 | 15.84 | ±20.4% | 12.61–19.07 | em-1.0 |
| Sep 10 | Oct 21 | 41 | 17.84 | ±21.7% | 13.97–21.71 | em-1.0 |
| Sep 09 | Oct 21 | 42 | 16.46 | ±20.9% | 13.02–19.90 | em-1.0 |
| Sep 08 | Oct 21 | 43 | 15.72 | ±22.4% | 12.20–19.24 | em-1.0 |
| Sep 07 | Oct 21 | 44 | 15.30 | ±28.7% | 10.91–19.68 | em-1.0 |
| Sep 04 | Oct 21 | 47 | 14.53 | ±26.5% | 10.68–18.38 | em-1.0 |
| Sep 03 | Oct 21 | 48 | 14.32 | ±27.0% | 10.45–18.19 | em-1.0 |
| Sep 02 | Oct 21 | 49 | 15.20 | ±25.3% | 11.36–19.05 | em-1.0 |
| Sep 01 | Oct 21 | 50 | 16.34 | ±23.0% | 12.57–20.11 | em-1.0 |
| Aug 31 | Oct 21 | 51 | 14.92 | ±26.3% | 10.99–18.85 | em-1.0 |
| Oct 16 | Oct 28 | 12 | 19.99 | ±17.9% | 16.41–23.57 | em-1.0 |
| Oct 14 | Oct 28 | 14 | 16.87 | ±11.9% | 14.87–18.87 | em-1.0 |
Resolved snapshots
| Snapshot | Expired | Expected | Actual | Inside range? | Spot → close |
|---|---|---|---|---|---|
| Oct 13, 2026 | Oct 14 | ±3.9% | +10.5% | outside | 15.27 → 16.87 |
| Oct 09, 2026 | Oct 14 | ±7.4% | +13.7% | outside | 14.84 → 16.87 |
| Oct 08, 2026 | Oct 14 | ±10.6% | +9.5% | inside | 15.41 → 16.87 |
| Oct 07, 2026 | Oct 14 | ±9.9% | +11.9% | outside | 15.08 → 16.87 |
| Oct 06, 2026 | Oct 14 | ±10.1% | +12.4% | outside | 15.01 → 16.87 |
| Oct 05, 2026 | Oct 14 | ±9.4% | +8.7% | inside | 15.52 → 16.87 |
| Oct 02, 2026 | Oct 14 | ±16.1% | +10.2% | inside | 15.31 → 16.87 |
| Oct 01, 2026 | Oct 14 | ±13.3% | +2.9% | inside | 16.39 → 16.87 |
| Sep 23, 2026 | Oct 14 | ±23.2% | +18.7% | inside | 14.21 → 16.87 |
| Sep 22, 2026 | Oct 14 | ±26.9% | +18.7% | inside | 14.21 → 16.87 |
| Sep 21, 2026 | Oct 14 | ±19.2% | +13.4% | inside | 14.87 → 16.87 |
| Sep 18, 2026 | Oct 14 | ±20.7% | +13.9% | inside | 14.81 → 16.87 |
| Sep 17, 2026 | Oct 14 | ±19.8% | +9.3% | inside | 15.44 → 16.87 |
| Sep 16, 2026 | Oct 14 | ±20.2% | -4.7% | inside | 17.71 → 16.87 |
| Sep 15, 2026 | Oct 14 | ±17.8% | -1.9% | inside | 17.20 → 16.87 |
| Sep 14, 2026 | Oct 14 | ±18.3% | -1.3% | inside | 17.10 → 16.87 |
| Sep 11, 2026 | Oct 14 | ±18.8% | +6.5% | inside | 15.84 → 16.87 |
| Sep 10, 2026 | Oct 14 | ±19.7% | -5.4% | inside | 17.84 → 16.87 |
| Oct 06, 2026 | Oct 07 | ±2.9% | +0.5% | inside | 15.01 → 15.08 |
| Oct 05, 2026 | Oct 07 | ±4.3% | -2.8% | inside | 15.52 → 15.08 |
| Oct 02, 2026 | Oct 07 | ±10.1% | -1.5% | inside | 15.31 → 15.08 |
| Oct 01, 2026 | Oct 07 | ±10.1% | -8.0% | inside | 16.39 → 15.08 |
| Sep 23, 2026 | Oct 07 | ±20.2% | +6.1% | inside | 14.21 → 15.08 |
| Sep 22, 2026 | Oct 07 | ±26.0% | +6.1% | inside | 14.21 → 15.08 |
| Sep 21, 2026 | Oct 07 | ±16.3% | +1.4% | inside | 14.87 → 15.08 |
| Sep 18, 2026 | Oct 07 | ±19.0% | +1.8% | inside | 14.81 → 15.08 |
| Sep 17, 2026 | Oct 07 | ±18.9% | -2.3% | inside | 15.44 → 15.08 |
| Sep 16, 2026 | Oct 07 | ±15.6% | -14.8% | inside | 17.71 → 15.08 |
| Sep 15, 2026 | Oct 07 | ±16.2% | -12.3% | inside | 17.20 → 15.08 |
| Sep 14, 2026 | Oct 07 | ±16.5% | -11.8% | inside | 17.10 → 15.08 |
| Sep 11, 2026 | Oct 07 | ±17.9% | -4.8% | inside | 15.84 → 15.08 |
| Sep 10, 2026 | Oct 07 | ±18.3% | -15.5% | inside | 17.84 → 15.08 |
| Sep 09, 2026 | Oct 07 | ±21.0% | -8.4% | inside | 16.46 → 15.08 |
| Sep 08, 2026 | Oct 07 | ±18.4% | -4.1% | inside | 15.72 → 15.08 |
| Sep 07, 2026 | Oct 07 | ±29.6% | -1.4% | inside | 15.30 → 15.08 |
| Sep 04, 2026 | Oct 07 | ±25.6% | +3.8% | inside | 14.53 → 15.08 |
| Sep 03, 2026 | Oct 07 | ±26.5% | +5.3% | inside | 14.32 → 15.08 |
| Sep 23, 2026 | Sep 30 | ±12.5% | +15.0% | outside | 14.21 → 16.34 |
| Sep 22, 2026 | Sep 30 | ±14.3% | +15.0% | outside | 14.21 → 16.34 |
| Sep 21, 2026 | Sep 30 | ±11.9% | +9.9% | inside | 14.87 → 16.34 |
| Sep 18, 2026 | Sep 30 | ±14.2% | +10.3% | inside | 14.81 → 16.34 |
| Sep 17, 2026 | Sep 30 | ±16.2% | +5.8% | inside | 15.44 → 16.34 |
| Sep 16, 2026 | Sep 30 | ±13.6% | -7.7% | inside | 17.71 → 16.34 |
| Sep 15, 2026 | Sep 30 | ±13.2% | -5.0% | inside | 17.20 → 16.34 |
| Sep 14, 2026 | Sep 30 | ±14.1% | -4.4% | inside | 17.10 → 16.34 |
| Sep 11, 2026 | Sep 30 | ±15.8% | +3.2% | inside | 15.84 → 16.34 |
| Sep 10, 2026 | Sep 30 | ±17.2% | -8.4% | inside | 17.84 → 16.34 |
| Sep 09, 2026 | Sep 30 | ±17.0% | -0.7% | inside | 16.46 → 16.34 |
| Sep 08, 2026 | Sep 30 | ±16.5% | +3.9% | inside | 15.72 → 16.34 |
| Sep 07, 2026 | Sep 30 | ±18.3% | +6.8% | inside | 15.30 → 16.34 |
| Sep 04, 2026 | Sep 30 | ±22.7% | +12.5% | inside | 14.53 → 16.34 |
| Sep 03, 2026 | Sep 30 | ±23.0% | +14.1% | inside | 14.32 → 16.34 |
| Sep 02, 2026 | Sep 30 | ±20.9% | +7.5% | inside | 15.20 → 16.34 |
| Sep 01, 2026 | Sep 30 | ±19.1% | +0.0% | inside | 16.34 → 16.34 |
| Aug 31, 2026 | Sep 30 | ±21.6% | +9.5% | inside | 14.92 → 16.34 |
| Sep 23, 2026 | Sep 23 | ±3.7% | +6.8% | outside | 14.21 → 15.18 |
| Sep 22, 2026 | Sep 23 | ±3.7% | +6.8% | outside | 14.21 → 15.18 |
| Sep 21, 2026 | Sep 23 | ±4.1% | +2.1% | inside | 14.87 → 15.18 |
| Sep 18, 2026 | Sep 23 | ±7.0% | +2.5% | inside | 14.81 → 15.18 |
| Sep 17, 2026 | Sep 23 | ±9.2% | -1.7% | inside | 15.44 → 15.18 |
Outcomes compare the recorded range with the closing price on expiration day. Method version shown per row where it differs; current: em-1.0.