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The VIX ended the week at 27.31. It began Wednesday at 18.51; a 22.6% rise in three days. VIX is the Chicago Board Options Exchange volatility index for the S&P 500. It is calculated using option prices and, at 27.31, it mathematically means the index options market expects the S&P 500 to move up or down 7.9% in the next 30 days. According to Reuters, this was the largest three-day increase in the VIX in three years. Note the steep rise last week at the right side of the chart:
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