Vix Data - NY Close
2020/02/28
| 2020/02/27 | |||
| VIX | 39.16 | Prev | 27.56 |
| VIX Futures 1stM | 26.275 | 2ndM | 23.525 |
Constant Maturity 1M+2M | 26.138 | ||
| VIX9D | 54.74 | Prev | 34.84 |
| VIX3M | 29.92 | Prev | 23.70 |
| VIX6M | 25.61 | Prev | 21.85 |
| VIX/VIX3M ratio | 1.309 | Prev | 1.163 |
F CM Premium/Discount | -33.25% | Discount | |
Futures Premium/Discount | -32.90% | Discount | |
Contango/Backwardation | -10.47% | Backwardation | |
| VVIX | 118 | Prev | 113.44 |
| 2HV | 46.45 | Prev | 30.27 |
| 5HV | Prev | 23.41 | |
| 10HV | 27.66 | Prev | 22.26 |
| VXX | 22 | Prev | 18.93 |
| SP500 | 2,978.76 | Prev | 3116.39 |
| HYG | 85.69 | Prev | 86.86 |
| RVX | 1.25 | Prev | 1.22 |
| VXN | 41 | Prev | 12.31 |
| VXD | 37.65 | Prev | 27.01 |
| OVX | 49.42 | Prev | 43.40 |
| GVZ | 18.05 | Prev | 16.48 |
| BPVIX | 7.12 | Prev | 6.92 |
| JYVIX | 8.51 | Prev | 7.43 |
| EUVIX | 6.86 | Prev | 6.17 |
| VSTOXX | 34.7 | Prev | 24.54 |
| VSTOXX /VIX ratio | 0.886 | Prev | 0.890 |
| NikkeiVI | 31.40 | Prev | 27.65 |
| NikkeiVI /VIX ratio | 0.802 | Prev | 1.00 |