Vix Data - NY Close
2023/09/23
2023/09/22 | |||
VIX | 17.20 | Prev | 17.54 |
VIX Futures 1stM | 17.486 | 2ndM | 17.798 |
Constant Maturity 1M+2M
|
17.517 | ||
VIX9D | 17.51 | Prev | 18.88 |
VIX3M | 18.09 | Prev | 18.24 |
VIX6M | 19.60 | Prev | 19.58 |
VIX/VIX3M ratio | 0.951 | Prev | 0.962 |
F CM Premium/Discount
|
1.84% | Premium | |
Futures Premium/Discount
|
1.66% | Premium | |
Contango/Backwardation
|
1.78% | Contango | |
VVIX | 90.54 | Prev | 94.44 |
2HV | 15.98 | Prev | 7.97 |
5HV | 10.76 | Prev | 14.64 |
10HV | 12.22 | Prev | 12.22 |
VXX | 22.87 | Prev | 22.81 |
SP500 | 4,320.06 | Prev | 4,330.00 |
HYG | 74 | Prev | 73.87 |
RVX | 20.61 | Prev | 20.98 |
VXN | 22.01 | Prev | 12.31 |
VXD | 14.14 | Prev | 14.48 |
OVX | 30.61 | Prev | 31.35 |
GVZ | 10.87 | Prev | 11.11 |
VSTOXX | 16.96 | Prev | 17.12 |
VSTOXX /VIX ratio |
0.986 | Prev | 0.976 |
NikkeiVI | 17.83 | Prev | 18.25 |
NikkeiVI /VIX ratio |
1.037 | Prev | 1.040 |