What this site is
VIXChart.com is a free, ad-supported educational site dedicated to the CBOE Volatility Index (VIX) and the broader ecosystem of volatility products built around it: VIX futures, VIX options, volatility ETFs and ETNs (VXX, UVXY, SVXY, VIXY), and related indicators such as VVIX, VIX9D, VIX3M, VIX6M, SKEW, and VXN. The site provides live charts, reference material, and long-form guides, all accessible without subscription or sign-up.
Who we serve
Our readers are self-directed retail traders, students learning about options and volatility, risk managers who need a free live view of the fear gauge, and general investors who want to understand why the VIX matters for their equity portfolios. The material is written for readers who are comfortable with basic finance concepts but not necessarily experienced with options pricing; more advanced guides assume familiarity with implied volatility, futures curves, and the Greeks.
What we cover
- Live charts for spot VIX, VIX futures (VX1–VX4), the term-structure curve, major VIX ETFs and ETNs, and related equity indices (SPY, QQQ, DIA, IWM).
- Educational guides in the learn section covering what the VIX is, how it's calculated, its history, the mechanics of VIX futures and options, how ETFs and ETNs track VIX futures, the VIX-SPX correlation, term-structure analysis, and case studies of historical volatility events.
- Blog posts on applied topics such as contango-driven ETF decay, spike behaviour during crashes, and options strategies.
- Reference material including a searchable volatility glossary and an FAQ.
- News and context on our news page, which combines a live market news feed with an evergreen reader's guide to what drives VIX moves.
Our editorial approach
Content on VIXChart.com is written to be durable. Rather than chasing daily headlines, guides are structured around concepts that remain useful across market regimes: how options pricing works, why VIX futures trade differently from spot, what contango and backwardation actually mean for ETF returns, and how historical volatility events have played out. We avoid speculative forecasts and framing that treats any single reading of the VIX as predictive in isolation.
When we describe historical events — the 2008 financial crisis, the 2020 COVID spike, individual high-VIX sessions — we stick to well-documented facts such as CBOE settlement values, published index readings, and publicly known event dates. We don't fabricate quotes, statistics, or forecasts, and we don't cite unnamed analysts or institutions. Where a claim is general knowledge in the volatility-trading community, we frame it as such rather than attributing it to a source we can't verify.
How content is produced
Pages are researched and written by the VIXChart.com editorial team, drawing on publicly available material from the Chicago Board Options Exchange (CBOE), the US Securities and Exchange Commission's filings for listed volatility ETFs and ETNs, the academic literature on options pricing and implied volatility, and the documentation published by product issuers. We review substantive pages periodically and show a "Last reviewed on" date at the bottom of each one so readers can see when the material was last checked.
Reader feedback is one of the main drivers of corrections and improvements. If you find an error or outdated information, please contact us.
What we don't do
- We are not a broker-dealer, investment adviser, or registered financial-services firm.
- We do not provide personalised investment or trading advice.
- We do not recommend specific trades in the VIX, VIX futures, options, or VIX-linked ETFs.
- We do not execute trades or hold client assets.
- We do not re-sell real-time market data. Our charts are powered by TradingView's free embedded widgets, subject to their terms.
For the full non-advice framing, see our Disclaimer.
How we fund the site
VIXChart.com is free to use and is supported by display advertising. We also receive no compensation from product issuers mentioned in our guides, and we have no affiliate relationships with brokers or data vendors. If this ever changes, it will be disclosed clearly on the relevant pages.
Contact
For corrections, suggestions, or policy enquiries, see our contact page. For data-handling questions, see our Privacy Policy.
Last reviewed on 2026-04-24.