Investment case
Cboe Volatility Index
VIX · 9 developments mapped · last assessed 2026-09-28
Market Ontology has mapped 9 macro, policy, and market developments to Cboe Volatility Index since 2026-08-12. Each one is traced from the driver to the valuation assumption it moves, and the valuation below is run on the same engine the subscription uses.
Valuation
No validated run has been published for VIX yet, so no modelled value is shown. The VIX valuation is in the public catch-up queue.
Subscribers do not wait for the weekly cycle: they run VIX on demand, against live prices and the latest filings, and change any assumption the developments below move.
Filed financials
Current case
- Strongest support
JPMorgan's Dimon Warns of Record Margin Debt Risks
Increased market fear and uncertainty directly lead to higher implied volatility.
· Assumption not yet resolved
What changed, by assumption
- 2026-08-24JPMorgan's Dimon Warns of Record Margin Debt Risks
- 2026-09-1610-Year Treasury Yield Surges to 5.041%, Highest Level Since July 2007
- 2026-09-06S&P 500 Shiller CAPE Ratio Reaches 41 Matching Rare Historical Valuation Extremes
- 2026-08-23JPMorgan CEO Warns of Record Margin Debt and Systemic Risk
- 2026-09-28U.S. Bancorp research highlights 1% short-term equity dip in divided midterm outcome
- 2026-09-28U.S. Bancorp research highlights 1% short-term S&P 500 pullback in divided government
- 2026-09-28US Bancorp Study Outlines Divided Government Volatility for S&P 500
- 2026-08-17S&P 500 CAPE Ratio Surpasses 40; Historical Warning Triggered
- 2026-08-12S&P 500 Hits 7,800 as Shiller PE Reaches Dotcom-Era Levels
Event impact log
Full ledger →| Date | Mechanism | Direction | Horizon | Impact |
|---|---|---|---|---|
| 2026-09-28 | U.S. Bancorp research highlights 1% short-term equity dip in divided midterm outcome | Bullish | 1-3m | 0.70 |
| 2026-09-28 | U.S. Bancorp research highlights 1% short-term S&P 500 pullback in divided government | Bullish | 1-5d | 0.70 |
| 2026-09-28 | US Bancorp Study Outlines Divided Government Volatility for S&P 500 | Bullish | 1-3m | 0.80 |
| 2026-09-16 | 10-Year Treasury Yield Surges to 5.041%, Highest Level Since July 2007 | Bullish | intraday | 0.80 |
| 2026-09-06 | S&P 500 Shiller CAPE Ratio Reaches 41 Matching Rare Historical Valuation Extremes | Bullish | 1-3m | 0.70 |
| 2026-08-24 | JPMorgan's Dimon Warns of Record Margin Debt Risks | Bullish | 1-5d | 0.90 |
| 2026-08-23 | JPMorgan CEO Warns of Record Margin Debt and Systemic Risk | Bullish | intraday | 0.80 |
| 2026-08-17 | S&P 500 CAPE Ratio Surpasses 40; Historical Warning Triggered | Bullish | 1-3m | 0.80 |
| 2026-08-12 | S&P 500 Hits 7,800 as Shiller PE Reaches Dotcom-Era Levels | Bullish | 1-5d | 0.80 |