VIX Hits 25 Trading Days of Low Volatility, Longest Streak Since 1992

The low volatility trend in the U.S. stock market has continued for 25 trading days, setting the longest record since May 1992. The VIX, which is the volatility index for the S&P 500, closed in the range of 14 to 17 for 25 consecutive trading days. The only comparable case in the past 34 years was a record of 24 consecutive trading days in 2025. During the same period, the S&P 500 did not experience any trading days with a decline of more than 1.0% for 26 trading days. The VIX is a volatility index calculated by the Chicago Board Options Exchange (Cboe), reflecting expected volatility over the next 30 days based on S&P 500 option prices. In the market, a lower VIX is interpreted as a sign of reduced short-term anxiety among investors. Low volatility is also associated with overall investment sentiment in risk assets. Virtual assets like Bitcoin (BTC) and Ethereum (ETH) are influenced by the liquidity environment of the U.S. stock market and interest rate expectations. However, it is difficult to conclude that the calmness of the U.S. stock market directly translates into the price movements of virtual assets based solely on this record. This record indicates that the U.S. stock market is in a state that does not significantly reflect short-term shocks.

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