Vix Data - NY Close
2021/03/04
| 2021/03/03 | |||
| VIX | 26.68 | Prev | 24.10 |
| VIX Futures 1stM | 26.128 | 2ndM | 27.901 |
|
Constant Maturity 1M+2M
|
26.925 | ||
| VIX9D | 26.95 | Prev | 23.17 |
| VIX3M | 28.81 | Prev | 27.16 |
| VIX6M | 30.54 | Prev | 29.41 |
| VIX/VIX3M ratio | 0.926 | Prev | 0.887 |
|
F CM Premium/Discount
|
0.92% | Premium | |
|
Futures Premium/Discount
|
-2.07% | Discount | |
|
Contango/Backwardation
|
6.79% | Contango | |
| VVIX | 121.23 | Prev | 114.92 |
| 2HV | 5.66 | Prev | 35.50 |
| 5HV | 28.39 | Prev | 29.50 |
| 10HV | 20.89 | Prev | 20.10 |
| VXX | 15.61 | Prev | 14.97 |
| SP500 | 3,819.72 | Prev | 3,870.29 |
| HYG | 86.7 | Prev | 86.97 |
| RVX | 0.97 | Prev | 0.9 |
| VXN | 33.9 | Prev | 12.31 |
| VXD | 22.29 | Prev | 21.08 |
| OVX | 39.83 | Prev | 40.96 |
| GVZ | 20.93 | Prev | 20.06 |
| VSTOXX | 21.7 | Prev | 21.81 |
| VSTOXX /VIX ratio |
0.813 | Prev | 0.905 |
| NikkeiVI | 23.23 | Prev | 24.92 |
| NikkeiVI /VIX ratio |
0.871 | Prev | 1.03 |