[Python] How do I highlight the VIX plot above 30 level with red color?

I want to highlight the parts of a VIX plot where the index exceeds 30 points in red.

The following example code is as below:

import yfinance as yf
import matplotlib.pyplot as plt

# Fetch VIX data
vix_data = yf.download('^VIX', start='2020-01-01', end='2024-12-31')

# Extract the dates and VIX closing values
dates = vix_data.index
vix_close = vix_data['Close']

# Plot the VIX data
plt.figure(figsize=(12, 6))
plt.plot(dates, vix_close, label='VIX Close', color='blue', linewidth=1.5)

# Highlight regions where VIX is above 30
# TODO
plt.fill_between(dates, vix_close, 30, where=(vix_close > 30), color='red', alpha=0.5, label='Above 30')

# Add threshold lines
plt.axhline(y=30, color='red', linestyle='--', label='Threshold (30 pts)')
plt.axhline(y=20, color='orange', linestyle='--', label='Threshold (20 pts)')

# Add labels and title
plt.title('VIX Index with Highlights Above 30', fontsize=16)
plt.xlabel('Date', fontsize=12)
plt.ylabel('VIX Level', fontsize=12)
plt.legend(fontsize=10)
plt.grid(True)

# Show the plot
plt.show()


My code could not pass beyond the fill_between function, so I marked it with TODO.

I am new to matplotlib. Could you advise how I might be able to fix this Python code?

My tools list used as below:

matplotlib 3.10.0rc1
yfinance 0.2.50


My code break-up below these lines:

File "C:...\venv\Lib\site-packages\matplotlib\axes\_axes.py", line 5626, in fill_between
return self._fill_between_x_or_y(
^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:...\venv\Lib\site-packages\matplotlib\axes\_axes.py", line 5611, in _fill_between_x_or_y
collection = mcoll.FillBetweenPolyCollection(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

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