S&P 500 VIX Index Chart — Side by Side

VIX (CBOE Volatility Index) Live
S&P 500 Index (SPX) Live

Both charts allow symbol changes, so you can swap SPX for SPY, or the VIX for VXN, VVIX, or a VIX futures contract. To overlay the two on a single pane, add a comparison symbol from the chart toolbar.

Why they move in opposite directions

The VIX is calculated from SPX option prices. When equities fall, demand for downside protection rises, put premiums expand, and implied volatility — and therefore the VIX — goes up. Falling markets also realize bigger daily moves, which reinforces the effect from the other side.

How tight is the link?

Daily percentage changes in the two have historically run at a correlation near −0.7 to −0.8, and the relationship tightens sharply during selloffs. It loosens in quiet, grinding markets, where the S&P 500 can drift higher while the VIX simply sits still.

The asymmetry that matters

The VIX rises faster on down days than it falls on up days of equal size. A 2% S&P 500 drop typically moves the VIX more than a 2% rally moves it back. That convexity is exactly what makes long volatility useful as a hedge — and expensive to hold.

Reading the Two Together

Page last reviewed on 2026-08-27. Live chart data is streamed continuously from TradingView. Educational information only, not investment advice.