Huo Xing Finance reports that on September 4, according to market data, the VIX volatility index for the U.S. S&P 500 has closed for 25 consecutive trading days within the 14 to 17 range—the longest such period since May 1992. In the past 34 years, the only comparable period occurred in 2025, lasting 24 trading days. Meanwhile, the S&P 500 has traded for 26 consecutive days without a single decline of at least -1.0%. The market is currently in an unusually calm phase.
U.S. market volatility remains low for 25 consecutive days, the longest stretch since 1992.
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Summary
Market volatility in the U.S. remains unusually calm, with the S&P 500’s VIX index closing between 14 and 17 for 25 consecutive days as of September 4, 2026—the longest such stretch since 1992. The S&P 500 also avoided declines of -1.0% or worse for 26 straight days. The previous longest period of low market volatility was 24 days in 2025.
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