{"slug":"what-is-a-high-vix-level","qid":"spy_aug5_2024","label":"SPY on August 5, 2024, in half-hour buckets (ET): the low and the close of each","post_title":"What Is a High VIX? Levels and Extremes","post_url":"/blog/what-is-a-high-vix-level#q-spy_aug5_2024","columns":["et_time","spy_low","spy_close"],"rows":[{"et_time":"09:30","spy_low":510.27,"spy_close":515.22},{"et_time":"10:00","spy_low":510.94,"spy_close":514.64},{"et_time":"10:30","spy_low":514.62,"spy_close":516.43},{"et_time":"11:00","spy_low":515.35,"spy_close":519.68},{"et_time":"11:30","spy_low":519.1,"spy_close":520.42},{"et_time":"12:00","spy_low":519.7,"spy_close":523.57},{"et_time":"12:30","spy_low":518.44,"spy_close":518.91},{"et_time":"13:00","spy_low":518.25,"spy_close":519.66},{"et_time":"13:30","spy_low":518.71,"spy_close":519.06},{"et_time":"14:00","spy_low":517.73,"spy_close":518.95},{"et_time":"14:30","spy_low":515.61,"spy_close":515.72},{"et_time":"15:00","spy_low":515.31,"spy_close":516.43},{"et_time":"15:30","spy_low":514.88,"spy_close":517.41}],"shape":"series","sql":"SELECT\n    formatDateTime(bucket, '%H:%i')                    AS et_time,\n    round(toFloat64(min(low)), 2)                      AS spy_low,\n    round(toFloat64(argMax(close, window_start)), 2)   AS spy_close\nFROM\n(\n    SELECT\n        window_start,\n        toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE) AS bucket,\n        low,\n        close\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker = 'SPY'\n      AND window_start >= toDateTime('2024-08-05 04:00:00', 'UTC')\n      AND window_start <  toDateTime('2024-08-06 04:00:00', 'UTC')\n      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60\n           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570\n      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60\n           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960\n)\nGROUP BY bucket\nORDER BY bucket","computed_at":"2026-09-16T15:05:42.780499+00:00","elapsed":0.002884608}