What geological events could cause a Volcanic Explosivity Index (VEI) level 9 eruption?
A fairly recent article by the Geological Society of America: Arc magmatism, calderas, and supervolcanoes (de Silva, 2008) states that VEI-8 (or volcanoes that release 1000 km$^3$ of tephra) are classed as being supervolcanic - and something that we have not witnessed in recorded history.  Specifically, the author describes VEI-8 (and greater) eruptions to be the result of 'supervolcanic caldera forming event flare ups'.

However, de Silva characterises the volcanism for this type of event as requiring a thermal and physical environment that can support storage and the mantle basaltic flux for the production of massive silicic magma.

As according to several authors including Siebert et al. (book: Volcanoes of the World), there is no evidence of a VEI-9 eruption found yet, the best way to think about this question is to imagine a majorly upscaled version of a VEI-8 supervolcano, such as Toba or Yellowstone.

So, the geological events for a hypothesised VEI-9 eruption would need (adapted from de Silva):


the development of a magma chamber that could support the magma that would be fragmented to produce at least 10,000+ km$^3$ of volcanic ash - this would probably result in major uplift in the area, with faulting around the edges.
flare up conditions that are the result of elevated power input from the mantle resulting in a major shift to an increase in silicic magma productivity - this could include a massive array of geysers (if water were present), heating of the ground, possibly widespread gas vents.
the thermomechanical evolution of the crust through a positive feedback between mantle power, mantle production, heat advection through the crust and the mechanical strength of the crust.  This is where there is enough energy to prevent the magma and crust to cool too quickly.
a trigger to set the whole pressure cooker off - most likely an earthquake, or a series of quakes that start a caldera collapse for example.
a recent study suggests that the assimilation of water bearing crustal rocks into the magma at Toba increased its water content, and therefore, explosivity.


Essentially, a VEI-9 eruption could be classified as a 'megavolcano', the consequences of such a volcanic eruption would be absolutely catastrophic.