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VVIX

What it is

VVIX — registry key vvix.

Vol-of-vol context; actionable signal flows through vvix_vix_ratio.

Data-pyramid tier

T1 — Signal. This metric sits at the signal layer of the platform’s six-tier data pyramid (T0 raw inputs → T5 actionable read). The tier reflects how far the value is from a raw measurement — not how strongly it is validated. Abstraction and validation are separate axes: a higher tier is not a claim of stronger evidence.

Horizon & validation

No validated skill horizon is on file for this metric — read it as context / a data carrier, not a validated edge. Stamps are added only when a gated research verdict lands.

Source

Source module: vol_structure
Data source: back_fillable

Fetched directly from app/sources/vol_structure.py; see source code for the upstream API call and any provider-specific handling.

How it’s computed

Raw CBOE VVIX Index close from market-data fallback ticker ^VVIX, dimensionless. VVIX is the 30-day implied volatility of VIX options — the vol-of-vol benchmark, typically 70–130. A high VVIX with a low VIX is the textbook signal that hedgers are paying up for tail protection while spot vol stays muted; the dashboard reads this divergence via vvix_vix_ratio (≥7.0 triggers the volatility-alignment panic override per CLAUDE.md). Surfaced display_only because the actionable scored signal flows through vvix_vix_ratio; the raw level is shown for context. Fetched in vol_structure (_fetch_vvix), moved there from macro_indicators (refactor C3) so it refreshes on the hot profile.

Where it surfaces

• API field: volatility.vvix on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)
• Surface: intraday_signals row (per-cycle snapshot)
• Surface: /signals/history time series
• Surface: /signals/sparklines (UI sparklines)

Bands / thresholds

Classifier direction: lower_is_better.

Health-score / alignment role

Display-only — has bands for surface labeling but does not contribute to the health score (scoring is handled by a companion metric).

Release cadence

• Publishes: intraday

See also

• /kb/api/get-signals-latest — API endpoint that serves this field.