{"slug":"what-is-a-high-vix-level","qid":"spy_march_2020","label":"SPY daily closes from the VIX record close (March 16, 2020) through March 27","post_title":"What Is a High VIX? Levels and Extremes","post_url":"/blog/what-is-a-high-vix-level#q-spy_march_2020","columns":["session_date","date_label","spy_close","day_change_pct"],"rows":[{"session_date":"2020-03-16","date_label":"Mar 16","spy_close":239.85,"day_change_pct":-10.94},{"session_date":"2020-03-17","date_label":"Mar 17","spy_close":252.8,"day_change_pct":5.4},{"session_date":"2020-03-18","date_label":"Mar 18","spy_close":240,"day_change_pct":-5.06},{"session_date":"2020-03-19","date_label":"Mar 19","spy_close":240.51,"day_change_pct":0.21},{"session_date":"2020-03-20","date_label":"Mar 20","spy_close":228.8,"day_change_pct":-4.87},{"session_date":"2020-03-23","date_label":"Mar 23","spy_close":222.95,"day_change_pct":-2.56},{"session_date":"2020-03-24","date_label":"Mar 24","spy_close":243.15,"day_change_pct":9.06},{"session_date":"2020-03-25","date_label":"Mar 25","spy_close":246.79,"day_change_pct":1.5},{"session_date":"2020-03-26","date_label":"Mar 26","spy_close":261.2,"day_change_pct":5.84},{"session_date":"2020-03-27","date_label":"Mar 27","spy_close":253.42,"day_change_pct":-2.98}],"shape":"series","sql":"SELECT\n    toString(d)                                   AS session_date,\n    formatDateTime(d, '%b %e')                    AS date_label,\n    round(c, 2)                                   AS spy_close,\n    round((c / prev_c - 1) * 100, 2)              AS day_change_pct\nFROM\n(\n    SELECT\n        d,\n        c,\n        lagInFrame(c, 1) OVER (ORDER BY d ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_c\n    FROM\n    (\n        SELECT\n            date                    AS d,\n            toFloat64(any(close))   AS c\n        FROM global_markets.stocks_daily_aggs\n        WHERE ticker = 'SPY'\n          AND date >= '2020-03-13'\n          AND date <= '2020-03-27'\n        GROUP BY d\n    )\n)\nWHERE d >= '2020-03-16'\nORDER BY d","computed_at":"2026-09-16T15:05:42.684086+00:00","elapsed":0.001186051}