Vix Data - NY Close
2020/05/26
アメ休 日経VIとVSTOXXだけ更新
| 2020/05/22 | |||
| VIX | 28.16 | Prev | 29.53 |
| VIX Futures 1stM | 30.375 | 2ndM | 31.075 |
Constant Maturity 1M+2M | 30.445 | ||
| VIX9D | 23.47 | Prev | 26.15 |
| VIX3M | 31.54 | Prev | 32.38 |
| VIX6M | 33.16 | Prev | 33.59 |
| VIX/VIX3M ratio | 0.893 | Prev | 0.912 |
F CM Premium/Discount | 8.11% | Premium | |
Futures Premium/Discount | 7.87% | Premium | |
Contango/Backwardation | 2.30% | Contango | |
| VVIX | 118.38 | Prev | 122.08 |
| 2HV | 11.40 | Prev | 27.30 |
| 5HV | 27.65 | Prev | 27.53 |
| 10HV | 25.34 | Prev | 26.57 |
| VXX | 34.35 | Prev | 34.68 |
| SP500 | 2,955.45 | Prev | 2948.51 |
| HYG | 81.23 | Prev | 81.03 |
| RVX | 0.82 | Prev | 0.81 |
| VXN | 29.36 | Prev | 12.31 |
| VXD | 29.89 | Prev | 30.92 |
| OVX | 84.98 | Prev | 89.06 |
| GVZ | 18.95 | Prev | 19.74 |
| BPVIX | 11.03 | Prev | 10.78 |
| JYVIX | 7.21 | Prev | 7.58 |
| EUVIX | 7.11 | Prev | 7.36 |
| VSTOXX | 29.16 | Prev | 31.42 |
| VSTOXX /VIX ratio | 1.036 | Prev | 1.064 |
| NikkeiVI | 27.73 | Prev | 29.80 |
| NikkeiVI /VIX ratio | 0.985 | Prev | 1.01 |