KB / signal
VVIX/VIX Ratio
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app/signals/config/signal_definitions.jsonbyscripts/build_signals_kb.py. Edit the registry entry and re-run the script — do not edit this file directly.
VVIX/VIX Ratio
What it is
VVIX/VIX Ratio — registry key vvix_vix_ratio.
Classifier metric. See the bands table below for the band-by-band reading.
Source
Source module: vol_structure
Data source: computed
Derived metric — produced inside the platform (app/sources/vol_structure.py or equivalent) rather than fetched as a raw upstream value. See the How it's computed section below for the formula.
How it’s computed
Ratio of VVIX to VIX: vvix / vix. Vol-of-vol against headline vol — divergences flag underlying stress. Moved from macro_indicators to vol_structure (refactor C3) so it refreshes on the hot profile. See app/sources/vol_structure.py:_collect_move_vix.
Where it surfaces
- API field:
volatility.vvix_vix_ratioonGET /api/v1/signals/latest - Surface:
daily_signalsrow (daily-cadence persistence) - Surface:
/signals/historytime series - Surface:
/signals/sparklines(UI sparklines)
Bands / thresholds
Classifier direction: lower_is_better.
| Range | Label | Dot | Implication | Points |
|---|---|---|---|---|
| — | Normal | favorable | BULLISH | — |
| — | Above-trend | leaning | NEUTRAL | — |
| — | Dealer stress | cautionary | BEARISH | — |
| — | Dealer fear | adverse | BEARISH | — |
| — | Extreme | adverse | BEARISH | — |
Health-score / alignment role
- Alignment category:
volatility, default weight 1.0 (see/kb/alignmentfor the 11-category framework). - Contributes to:
implication.volatility,alignment.volatility
Release cadence
- Publishes:
intraday
See also
- /kb/alignment — Alignment framework — 11-category implication vs. price.
- /kb/api/get-signals-latest — API endpoint that serves this field.