VXX's biggest one-day moves since 2021, and what happened next

Describes the past; not a signal. Pre-licensed data — internal estimates, to be re-verified after our licensed data rebuild.

Close-to-close daily changes from 1 Apr 2021 to 4 Nov 2026 (1406 sessions). Later changes are measured from the close on the day of the move.

Biggest one-day falls

Of these 10, 0 were higher 21 sessions later · n = 10 · could be chance.

DateOne-day changeAfter 5 sessionsAfter 21 sessionsAfter 63 sessions
9 Apr 2025-20.6%+8.2%-11.6%-33.3%
6 Aug 2024-19.2%-28.5%-25.9%-22.7%
29 Nov 2021-15.7%+16.9%-15.1%+21.0%
20 Dec 2024-14.4%-5.3%-13.2%-2.4%
12 May 2025-13.0%+0.6%-3.2%-23.0%
9 Aug 2024-12.1%-18.9%-7.6%-19.2%
14 Apr 2025-11.8%+4.3%-22.2%-32.5%
14 May 2021-11.8%+2.3%-17.7%-31.9%
7 Dec 2021-11.2%-4.2%-15.4%+18.0%
27 May 2025-10.1%-1.5%-8.5%-30.5%

Biggest one-day rises

Of these 10, 0 were higher 21 sessions later · n = 10 · could be chance.

DateOne-day changeAfter 5 sessionsAfter 21 sessionsAfter 63 sessions
5 Aug 2024+39.2%-37.2%-37.0%-34.8%
26 Nov 2021+27.3%+6.9%-26.6%-8.3%
3 Apr 2025+24.8%+26.7%-0.6%-23.0%
2 Aug 2024+24.1%-11.0%-14.6%-7.7%
3 Sep 2024+20.3%-3.8%-1.6%-21.0%
4 Apr 2025+19.8%+3.0%-13.8%-37.4%
12 May 2021+17.4%-12.5%-36.3%-44.7%
10 Apr 2025+16.8%-9.9%-34.1%-42.1%
18 Dec 2024+16.8%-17.7%-17.3%-12.1%
30 Nov 2021+15.5%-10.1%-26.5%-2.0%

VXX in the rare moves record