Vix Data - NY Close
2021/05/13
| 2021/05/12 | |||
| VIX | 27.59 | Prev | 21.84 |
| VIX Futures 1stM | 25.973 | 2ndM | 26.433 |
|
Constant Maturity 1M+2M
|
26.295 | ||
| VIX9D | 29.55 | Prev | 22.03 |
| VIX3M | 28.18 | Prev | 24.23 |
| VIX6M | 28.62 | Prev | 25.64 |
| VIX/VIX3M ratio | 0.979 | Prev | 0.901 |
|
F CM Premium/Discount
|
-4.69% | Discount | |
|
Futures Premium/Discount
|
-5.86% | Discount | |
|
Contango/Backwardation
|
1.77% | Contango | |
| VVIX | 146.28 | Prev | 122.47 |
| 2HV | 14.56 | Prev | 6.25 |
| 5HV | 17.76 | Prev | 9.99 |
| 10HV | 13.44 | Prev | 8.61 |
| VXX | 48.4 | Prev | 41.21 |
| SP500 | 4,063.04 | Prev | 4,152.10 |
| HYG | 86.62 | Prev | 87.04 |
| RVX | 0.9 | Prev | 0.88 |
| VXN | 31.87 | Prev | 12.31 |
| VXD | 25.36 | Prev | 19.30 |
| OVX | 36.94 | Prev | 37.93 |
| GVZ | 17.56 | Prev | 17.17 |
| VSTOXX | 23.94 | Prev | 22.57 |
| VSTOXX /VIX ratio |
0.868 | Prev | 1.033 |
| NikkeiVI | 26.27 | Prev | 22.70 |
| NikkeiVI /VIX ratio |
0.952 | Prev | 1.04 |