Correlation Between VIX and SPX · The correlation between VIX and SPX usually stays in the [-0.95, -0.7] range. · When short-term correlation spikes above -0.5, heading toward 0 or even positive values, it often precedes VIX spikes. · Currently, correlation is at -0.61 and rising. It's worth keeping an eye on.
Published Aug 15, 2026Updated Aug 15, 20262 min read
Correlation Between VIX and SPX · The correlation between VIX and SPX usually stays in the [-0.95, -0.7] range. · When short-term correlation spikes above -0.5, heading toward 0 or even positive values, it often precedes VIX spikes. · Currently, correlation is at -0.61 and rising. It's worth keeping an eye on.