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VVIX/VIX Ratio

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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

Bands / thresholds

Classifier direction: lower_is_better.

RangeLabelDotImplicationPoints
NormalfavorableBULLISH
Above-trendleaningNEUTRAL
Dealer stresscautionaryBEARISH
Dealer fearadverseBEARISH
ExtremeadverseBEARISH

Health-score / alignment role

Release cadence

See also