Cross-asset complex

VIX (equity), MOVE (rates), OVX (oil) and GVZ (gold) each shown as its percentile rank vs its own history — the whole vol complex on one normalized scale.

How Each index's rolling 3-year percentile rank (the fraction of the trailing window at or below today's value), 0–100; the same Cboe model-free variance kernel computes every index, so one percentile convention is rigorous across assets.Formula pctile_t(X) = mean( X[t-W:t] ≤ X[t] ) × 100, W ≈ 3ySource Cboe (VIX/OVX/GVZ) via Yahoo Finance, ICE MOVE — computed

How to read Read where each corner of the vol complex sits vs its own history — 'VIX at the 85th percentile' is a present-state level, not a crash call.

A percentile is a DESCRIPTION of the present level vs the past, never a forecast. VIX measures the market's CURRENT 30-day risk-neutral implied vol — it is not a prediction of realized vol.