Macro · US · volatility

VIX

15.40
▼ -0.66 · vs prior day
Latest How VIX is sourced
Pulled from the official options exchange publication daily. Market-implied 30-day expected volatility of the US large-cap equity index.
15.40 ▼ -0.66
Vintage
2026-06-04 daily close
Cadence
Daily market close
Last 3 readings
DateVIXPriorΔDirection
Jun 4, 202615.4016.06-0.66▼ lower vol
Jun 3, 202616.0615.77+0.29▲ higher vol
Jun 2, 202615.7716.05-0.28▼ lower vol

VIX measures market-implied 30-day volatility derived from options prices on the large-cap equity index. Readings below 15 signal calm; above 30 indicate elevated fear. It is the most widely used gauge of short-term risk appetite and is commonly crossed with equity levels to calibrate position sizing and hedge ratios. Available via REST and WebSocket through the Tidore macro API. Free tier available; see tidore.co/pricing.

How do I fetch VIX data?

curl -H "Authorization: Bearer tk_live_xxx" \
  https://api.tidore.co/v1/macro/us/vix
GET/v1/macro/us/vix

GET VIX latest close — TID-23 envelope with as_of, fetched_at, age_ms, is_stale, source_type. Daily cadence, level format.

Tier
Free
Rate limit
5/min
Latency p95
250 ms
Try the endpoint

Volatility series. Daily resolution.

Return daily VIX closes with freshness stamps. Add ?from=YYYY-MM-DD&to=YYYY-MM-DD for absolute range queries.