Vix Data - NY Close
2020/08/11
| 2020/08/10 | |||
| VIX | 22.13 | Prev | 22.21 |
| VIX Futures 1stM | 23.775 | 2ndM | 27.125 |
|
Constant Maturity 1M+2M
|
26.040 | ||
| VIX9D | 18.88 | Prev | 18.08 |
| VIX3M | 28.05 | Prev | 28.28 |
| VIX6M | 29.91 | Prev | 30.22 |
| VIX/VIX3M ratio | 0.789 | Prev | 0.785 |
|
F CM Premium/Discount
|
17.67% | Premium | |
|
Futures Premium/Discount
|
7.43% | Premium | |
|
Contango/Backwardation
|
14.09% | Contango | |
| VVIX | 111.13 | Prev | 108.18 |
| 2HV | 2.36 | Prev | 6.48 |
| 5HV | 3.94 | Prev | 4.31 |
| 10HV | 8.96 | Prev | 9.13 |
| VXX | 25.75 | Prev | 26.53 |
| SP500 | 3,360.47 | Prev | 3,351.28 |
| HYG | 85.21 | Prev | 85.17 |
| RVX | 0.78 | Prev | 0.77 |
| VXN | 29.86 | Prev | 12.31 |
| VXD | 23.35 | Prev | 23.34 |
| OVX | 35.74 | Prev | 37.43 |
| GVZ | 23.89 | Prev | 26.22 |
| BPVIX | 11.03 | Prev | 10.78 |
| JYVIX | 7.21 | Prev | 7.58 |
| EUVIX | 7.11 | Prev | 7.36 |
| VSTOXX | 24.11 | Prev | 24.2 |
| VSTOXX /VIX ratio |
1.089 | Prev | 1.090 |
| NikkeiVI | 21.50 | Prev | 21.50 |
| NikkeiVI /VIX ratio |
0.972 | Prev | 0.97 |