I found this chart, via Torsten Sløk of Deutsche Bank Securities. It is a quite fascinating look at the VVIX index.
If you are unfamiliar with the VVIX, it is a measure of the volatility of the VIX, itself a volatility measure of the equity market. More precisely, it represents the expected volatility of the 30-day forward price of the CBOE Volatility Index (VIX INDEX).
One caveat: We have been coming off very low levels, so I am not sure how fair it is to compare Lehman Brothers and the financial crisis after 10 months of falling markets and rising VIX with this past month. Still, it is a surprising comparison between the two: