What is the VIX (Volatility Index)?

VIX (Volatility Index)
Forex Trading Glossary

Quick Answer: The VIX measures implied volatility for S&P 500 options and serves as a global fear gauge—rising during risk-off episodes that impact currency markets.

Understanding the VIX (Volatility Index)

The VIX, often called the “fear gauge,” measures the market's expectation of 30-day volatility for the S&P 500 via option pricing. While not a currency index, it offers crucial insight into global risk sentiment affecting forex flows.

Why Forex Traders Watch VIX

Rising VIX levels typically signal risk-off behavior, boosting safe-haven currencies like USD and JPY. Falling VIX points to risk-on appetite favoring higher-yielding or commodity currencies.

Integration Tip

Add VIX to your macro dashboard alongside credit spreads and equity indices. Note key thresholds (e.g., VIX 20/30) that historically align with shifts in risk regimes.

Limitations

The VIX is equity-centric and may diverge from forex-specific drivers such as central bank policy. Use it as a complementary signal rather than a standalone trigger.

Avoid Overreactions

Short-term spikes in VIX around events can mean-revert quickly. Combine VIX analysis with price action and positioning data before adjusting exposure.

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