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
No expirations have resolved yet — the first snapshots were recorded on Aug 31, 2026. Outcomes appear here as expirations pass; nothing is backfilled or simulated.
Currently recorded (awaiting outcome)
| Snapshot | Expires | DTE | Spot then | Expected move | Range | Method |
|---|---|---|---|---|---|---|
| Sep 01 | Sep 02 | 1 | 16.34 | ±3.0% | 15.86–16.82 | em-1.0 |
| Aug 31 | Sep 02 | 2 | 14.92 | ±4.1% | 14.31–15.53 | em-1.0 |
| Sep 02 | Sep 09 | 7 | 15.20 | ±9.7% | 13.72–16.68 | em-1.0 |
| Sep 01 | Sep 09 | 8 | 16.34 | ±10.3% | 14.65–18.02 | em-1.0 |
| Aug 31 | Sep 09 | 9 | 14.92 | ±10.5% | 13.35–16.49 | em-1.0 |
| Sep 02 | Sep 16 | 14 | 15.20 | ±11.9% | 13.38–17.02 | em-1.0 |
| Sep 01 | Sep 16 | 15 | 16.34 | ±12.5% | 14.30–18.38 | em-1.0 |
| Aug 31 | Sep 16 | 16 | 14.92 | ±13.0% | 12.98–16.86 | em-1.0 |
| Sep 02 | Sep 23 | 21 | 15.20 | ±17.5% | 12.54–17.86 | em-1.0 |
| Sep 01 | Sep 23 | 22 | 16.34 | ±15.9% | 13.74–18.93 | em-1.0 |
| Aug 31 | Sep 23 | 23 | 14.92 | ±18.0% | 12.23–17.61 | em-1.0 |
| Sep 02 | Sep 30 | 28 | 15.20 | ±20.9% | 12.03–18.38 | em-1.0 |
| Sep 01 | Sep 30 | 29 | 16.34 | ±19.1% | 13.22–19.46 | em-1.0 |
| Aug 31 | Sep 30 | 30 | 14.92 | ±21.6% | 11.70–18.14 | 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 |