Vix Data - NY Close
2020/11/27
アメ休
更新は日経VIとVSTOXXだけ
| 2020/11/25 | |||
| VIX | 21.25 | Prev | 21.64 |
| VIX Futures 1stM | 22.625 | 2ndM | 24.825 |
|
Constant Maturity 1M+2M
|
23.208 | ||
| VIX9D | 17.14 | Prev | 18.40 |
| VIX3M | 24.42 | Prev | 24.84 |
| VIX6M | 26.00 | Prev | 26.30 |
| VIX/VIX3M ratio | 0.870 | Prev | 0.871 |
|
F CM Premium/Discount
|
9.21% | Premium | |
|
Futures Premium/Discount
|
6.47% | Premium | |
|
Contango/Backwardation
|
9.72% | Contango | |
| VVIX | 103.46 | Prev | 104.56 |
| 2HV | 19.78 | Prev | 11.69 |
| 5HV | 13.61 | Prev | 17.31 |
| 10HV | 15.91 | Prev | 16.07 |
| VXX | 17.39 | Prev | 18.05 |
| SP500 | 3,629.65 | Prev | 3,635.41 |
| HYG | 86.27 | Prev | 86.31 |
| RVX | 1.09 | Prev | 1.1 |
| VXN | 25.69 | Prev | 12.31 |
| VXD | 22.35 | Prev | 22.22 |
| OVX | 43.56 | Prev | 42.84 |
| GVZ | 19.75 | Prev | 20.09 |
| VSTOXX | 20.23 | Prev | 20.78 |
| VSTOXX /VIX ratio |
0.952 | Prev | 0.960 |
| NikkeiVI | 21.42 | Prev | 22.84 |
| NikkeiVI /VIX ratio |
1.009 | Prev | 1.06 |