When the VIX Moves, How Does Your Stock React?

The VIX just moved 3 points. Is that good or bad for your position? The heatmap gives you the big picture, but the Sensitivity Map's detail section tells you exactly what to expect based on historical data.

Click any ticker on the heatmap, and the detail section appears below. It finds every historical day where the VIX was at a similar level and moved in a similar direction, then shows you what the ticker did under those conditions.

How the Matching Works

The tool looks at yesterday's VIX closing price and today's VIX move. It then searches the entire history for days where the VIX was within 1 point of yesterday's level and moved within 1 point of today's move. These are your "similar conditions."

For example, if yesterday's VIX closed at 24 and today it moved +3 points, the tool finds every historical day where the VIX was between 23 and 25 and moved between +2 and +4 points. The tighter the filter, the more relevant the matches.

The Top Row: What Happened Historically

The first row of cards gives you four key data points. Today's VIX Move shows the current session's VIX change in points. Similar Conditions shows how many historical days matched the filter. Historical Move shows the average return for your ticker across all those matched days. And Historical Green/Red shows how often the ticker closed positive vs. negative under those conditions.

The last card in the top row shows Today's Actual Move for your ticker, along with whether it's outperforming or underperforming the historical average. This is the key comparison: is today's move in line with what history suggests, or is the ticker deviating from the expected behavior?

The Bottom Row: What Happens Next

The second row answers the forward-looking question. It takes the matched days and splits them into two groups: days where the ticker outperformed the historical average and days where it underperformed. Based on today's actual move, it shows you the relevant group.

Next 1 Day shows the average return on the following trading day. Next 5 Days shows the average return over the next five trading days. Each has a corresponding Green/Red card showing the directional split. If the next-day green percentage is 67%, that means two out of three times, the ticker closed higher the following day under similar conditions.

How to Interpret the Data

Start with the Similar Conditions count. If there are fewer than 15-20 matches, the data is thin and the averages may not be reliable. With 40+ matches, you can have more confidence in the patterns.

Next, check the Historical Green/Red split. This tells you the directional bias regardless of magnitude. A 55/45 split is barely meaningful. A 70/30 split is a strong historical lean.

Then look at the outperforming/underperforming comparison. If your ticker is significantly underperforming the historical average, the forward return cards will tell you whether that underperformance tends to mean-revert (positive next-day return) or continue (negative next-day return).

Finally, compare the Next 1 Day and Next 5 Days returns. If the 1-day return is flat but the 5-day return is strongly positive, the recovery tends to be gradual rather than immediate. If both are positive, the bounce is historically quick and sustained.