Vix Data - NY Close
2024/03/28
2024/03/27 | |||
VIX | 12.78 | Prev | 13.24 |
VIX Futures 1stM | 14.066 | 2ndM | 15.199 |
Constant Maturity 1M+2M
|
14.318 | ||
VIX9D | 10.53 | Prev | 11.59 |
VIX3M | 15.01 | Prev | 15.29 |
VIX6M | 17.07 | Prev | 17.34 |
VIX/VIX3M ratio | 0.851 | Prev | 0.866 |
F CM Premium/Discount
|
12.03% | Premium | |
Futures Premium/Discount
|
10.06% | Premium | |
Contango/Backwardation
|
8.05% | Contango | |
VVIX | 76.00 | Prev | 76.77 |
2HV | 12.79 | Prev | 0.29 |
5HV | 8.75 | Prev | 7.83 |
10HV | 8.55 | Prev | 9.16 |
VXX | 12.77 | Prev | 13.01 |
SP500 | 5,248.49 | Prev | 5,203.58 |
HYG | 77.9 | Prev | 77.49 |
RVX | 19.54 | Prev | 19.76 |
VXN | 16.61 | Prev | 12.31 |
VXD | 10.66 | Prev | 11.29 |
OVX | 26.6 | Prev | 27.25 |
GVZ | 13.58 | Prev | 12.57 |
VSTOXX | 12.86 | Prev | 12.45 |
VSTOXX /VIX ratio |
1.006 | Prev | 0.940 |
NikkeiVI | 19.28 | Prev | 18.72 |
NikkeiVI /VIX ratio |
1.509 | Prev | 1.414 |