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Implied Volatility Board: Equity, Rates, Oil and Gold

Every market-published volatility gauge Helious tracks, with its level, the session change, and where that level sits inside its own trailing-year range. The percentile is the point: it is what makes an equity vol reading and a Treasury vol reading comparable in one glance. Posted to the terminal twice each weekday, 10am and 3pm ET.

CURRENT READING · CLOSES THROUGH
  • VIX S&P 500 14.43 -0.08 (-0.6%)
    4% calm
  • VXN Nasdaq 100 19.92 -0.32 (-1.6%)
    14% calm
  • OVX Crude Oil 43.49 -2.73 (-5.9%)
    42% normal
  • GVZ Gold 25.17 -1.63 (-6.1%)
    47% normal
  • MOVE Treasuries 70.97 +1.11 (+1.6%)
    45% normal
  • VVIX Vol of Vol 86.63 +3.73 (+4.5%)
    6% calm

Bar shows the level inside its trailing-year low to high · percentile is how much of the past year sat lower · a rising vol gauge is shown red because it is the risk-off direction.

⬇ Sample CSV (current reading) ⬇ Sample JSON (current reading)

The downloads carry the current reading. The archive and live data come through the Helious API and MCP at api.helious.io/mcp.

The board in full

GAUGEMEASURES SESSION LEVELCHANGE 1Y %ILE 1Y LOW1Y HIGH
VIX S&P 500 14.43 -0.08 4% 13.47 31.05
VXN Nasdaq 100 19.92 -0.32 14% 17.2 33.54
OVX Crude Oil 43.49 -2.73 42% 28.4 120.91
GVZ Gold 25.17 -1.63 47% 16.38 46.02
MOVE Treasuries 70.97 +1.11 45% 55.77 115.02
VVIX Vol of Vol 86.63 +3.73 6% 81.97 140.44

Methodology

Indices, not chains. Implied volatility is already published as a set of tradeable indices, one per market. Helious reads those levels rather than inverting an option chain, so there is no model choice sitting between the market and the number on this page.

Ranked in its own history. Each gauge is placed against its own trailing year of closes. The percentile is the share of that year which closed at or below today, and the regime word is a band on that percentile. A gauge with too little history to rank is left off the board rather than shown unranked.

Stamped to the session. Levels are closes, and the board carries the session they are from (currently 2026-08-28). A board that only says when it was built would present a Friday close as a weekend reading. Free to cite with a link to this page.

FAQ

What is implied volatility telling me right now?

Across the gauges Helious tracks, Gold volatility sits highest in its own trailing year at the 47th percentile, and S&P 500 sits lowest at the 4th. No gauge is reading elevated or stressed. Levels are the close for 2026-08-28.

Why show a percentile instead of just the level?

Because the level alone is not comparable. A VIX of 20 and a MOVE of 20 are not the same statement: the gauges live on different scales, and each has its own history. Ranking every reading inside its own trailing year turns six unrelated numbers into one question a desk can actually answer, which is whether this gauge is expensive or cheap by its own standards.

What do calm, normal, elevated and stressed mean?

They are bands on the trailing-year percentile, not absolute levels. Below the 25th percentile reads calm, 25 to 55 normal, 55 to 80 elevated, and 80 and above stressed. Using percentile bands rather than fixed thresholds is what lets the same four words describe an equity vol index and a Treasury vol index without either being mislabelled.

Is this the same as an option chain?

No. These are the market-published volatility indices, which are themselves tradeable and are quoted continuously, so there is no option-chain inversion involved. Single-name implied volatility does need a chain and is deliberately out of scope here. Every gauge on this board is a whole-market or whole-asset-class reading.

Can I use this data?

Yes. The CSV and JSON downloads carry the current reading and are free to cite and embed for any purpose with a link back to this page. The archive and live data come through the Helious API (helious.io/developers) and MCP at https://api.helious.io/mcp.
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