Vix Data - NY Close
2023/01/31
2023/01/30 | |||
VIX | 19.94 | Prev | 18.51 |
VIX Futures 1stM | 20.048 | 2ndM | 20.874 |
Constant Maturity 1M+2M
|
20.378 | ||
VIX9D | 22.42 | Prev | 20.03 |
VIX3M | 21.37 | Prev | 20.47 |
VIX6M | 22.71 | Prev | 22.14 |
VIX/VIX3M ratio | 0.933 | Prev | 0.904 |
F CM Premium/Discount
|
2.20% | Premium | |
Futures Premium/Discount
|
0.54% | Premium | |
Contango/Backwardation
|
4.12% | Contango | |
VVIX | 86.13 | Prev | 83.31 |
2HV | 17.45 | Prev | 9.49 |
5HV | 13.68 | Prev | 9.64 |
10HV | 17.51 | Prev | 15.83 |
VXX | 11.58 | Prev | 11.3 |
SP500 | 4,017.77 | Prev | 4,070.56 |
HYG | 75.74 | Prev | 76.16 |
RVX | 23.45 | Prev | 21.63 |
VXN | 26.25 | Prev | 12.31 |
VXD | 18.23 | Prev | 16.81 |
OVX | 40.18 | Prev | 38.60 |
GVZ | 15.59 | Prev | 15.23 |
VSTOXX | 18.75 | Prev | 17.29 |
VSTOXX /VIX ratio |
0.940 | Prev | 0.934 |
NikkeiVI | 16.97 | Prev | 17.00 |
NikkeiVI /VIX ratio |
0.851 | Prev | 0.918 |
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