Vix Data - NY Close
2023/09/23
| 2023/09/22 | |||
| VIX | 17.20 | Prev | 17.54 |
| VIX Futures 1stM | 17.486 | 2ndM | 17.798 |
|
Constant Maturity 1M+2M
|
17.517 | ||
| VIX9D | 17.51 | Prev | 18.88 |
| VIX3M | 18.09 | Prev | 18.24 |
| VIX6M | 19.60 | Prev | 19.58 |
| VIX/VIX3M ratio | 0.951 | Prev | 0.962 |
|
F CM Premium/Discount
|
1.84% | Premium | |
|
Futures Premium/Discount
|
1.66% | Premium | |
|
Contango/Backwardation
|
1.78% | Contango | |
| VVIX | 90.54 | Prev | 94.44 |
| 2HV | 15.98 | Prev | 7.97 |
| 5HV | 10.76 | Prev | 14.64 |
| 10HV | 12.22 | Prev | 12.22 |
| VXX | 22.87 | Prev | 22.81 |
| SP500 | 4,320.06 | Prev | 4,330.00 |
| HYG | 74 | Prev | 73.87 |
| RVX | 20.61 | Prev | 20.98 |
| VXN | 22.01 | Prev | 12.31 |
| VXD | 14.14 | Prev | 14.48 |
| OVX | 30.61 | Prev | 31.35 |
| GVZ | 10.87 | Prev | 11.11 |
| VSTOXX | 16.96 | Prev | 17.12 |
| VSTOXX /VIX ratio |
0.986 | Prev | 0.976 |
| NikkeiVI | 17.83 | Prev | 18.25 |
| NikkeiVI /VIX ratio |
1.037 | Prev | 1.040 |