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Measuring Volatility Intra-day with C-VIX

Updated: Jul 9, 2024

The C-VIX indicator measures volatility intra-day. The base settings measure the number of 1/3% moves intra-day. Friday(7/5) and Monday (7/8), the CVIX registered zero, two days in a row, 1/3% "turning point" moves intra-day. The last time this occurred was August 2021. The CVIX has never registered more than two days in a row of CVIX equaling 0 when testing back to 2007.


The CVIX high was 141 in October 2008 with the second highest reading of 130 in March 2020. The CVIX indicator is very correlated with the VIX but more incremental measured intra-day.




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