CONVEX
Scenario × Asset Analysis

What Happens to VIX Index When Fear & Greed Index Hits Extreme Greed?

Extreme greed readings signal euphoria and contrarian sell signals. What happens when sentiment indicators hit maximum optimism?

VIX Index
19.12
as of Apr 13, 2026
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Trigger: Convex Risk Appetite Index
61
Condition: Risk Appetite Index exceeds 75 (extreme greed)
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How VIX Index Responds

VIX compressed during extreme greed periods, often in 10-15 range. The compressed volatility sets up for violent expansion when sentiment breaks. VIX spikes from low bases can exceed 100% in days.

Scenario Background

The CNN Fear & Greed Index and similar composite sentiment indicators combine multiple market-based metrics (VIX, put-call ratios, junk bond demand, stock momentum, market breadth, safe-haven demand) into a 0-100 score. Values above 75 represent "extreme greed," signaling complacency, euphoric positioning, and contrarian sell signals.

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Historical Context

CNN Fear & Greed historical extreme greed periods include: January-February 2018 (Volmageddon before), Q4 2019 (before COVID), February 2020 (peak before COVID crash), most of 2021 (post-pandemic euphoria), mid-2024 (AI rally peak), and late 2024 (post-election greed). Each episode was followed by 5-15% drawdowns within 3-6 months. The January 2018 extreme greed at 83 preceded a 10% correction in early February. The February 2020 extreme greed at 75 preceded the 34% COVID crash. The 2021 persist...

What to Watch For

  • VIX rising above 15 from suppressed levels
  • Put-call ratio rising above 0.9
  • Market breadth deteriorating (fewer stocks above 200-day MA)
  • Bearish AAII readings rising above historical average
  • Margin-debt-to-market-cap ratio above 2%

Other Assets When Fear & Greed Index Hits Extreme Greed

Other Scenarios Affecting VIX Index

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