Vix Data - NY Close
2024/11/21
| 2024/11/20 | |||
| VIX | 17.16 | Prev | 16.35 |
| VIX Futures 1stM | 16.650 | 2ndM | 16.952 |
|
Constant Maturity 1M+2M
|
16.710 | ||
| VIX9D | 15.08 | Prev | 14.24 |
| VIX3M | 18.26 | Prev | 17.69 |
| VIX6M | 19.43 | Prev | 19.16 |
| VIX/VIX3M ratio | 0.940 | Prev | 0.924 |
|
F CM Premium/Discount
|
-2.62% | Discount | |
|
Futures Premium/Discount
|
-2.97% | Discount | |
|
Contango/Backwardation
|
1.82% | Contango | |
| VVIX | 102.20 | Prev | 97.37 |
| 2HV | 4.42 | Prev | 0.05 |
| 5HV | 10.61 | Prev | 10.52 |
| 10HV | 15.05 | Prev | 15.74 |
| VXX | 48.03 | Prev | 46.38 |
| SP500 | 5,917.11 | Prev | 5,916.98 |
| HYG | 79.48 | Prev | 79.5 |
| VSTOXX | 20.06 | Prev | 19.23 |
| VSTOXX /VIX ratio |
1.169 | Prev | 1.176 |
| NikkeiVI | 23.42 | Prev | 24.65 |
| NikkeiVI /VIX ratio |
1.365 | Prev | 1.508 |