Vix Data - NY Close
2019/10/22
| Close Data | 2019/10/21 | ||
| VIX | 14.00 | Prev | 14.25 |
| VIX Futures 1stM | 16.075 | 2ndM | 17.225 |
Constant Maturity 1M+2M | 16.213 | ||
| VIX9D | 12.61 | Prev | 12.35 |
| VIX3M | 16.28 | Prev | 16.65 |
| VIX6M | 17.82 | Prev | 18.21 |
| VIX/VIX3M ratio | 0.860 | Prev | 0.856 |
F CM Premium/Discount | 15.81% | Premium | |
Futures Premium/Discount | 14.82% | Premium | |
Contango/Backwardation | 7.15% | Contango | |
| VVIX | 87.29 | Prev | 91.2 |
| 2HV | 12.10 | Prev | 7.51 |
| 5HV | 9.23 | Prev | 8.74 |
| 10HV | 13.06 | Prev | 13.19 |
| VXX | 20.68 | Prev | 21.24 |
| SP500 | 3,006.72 | Prev | 2986.2 |
| HYG | 87.12 | Prev | 87.09 |
| RVX | 1.42 | Prev | 1.46 |
| VXN | 17.39 | Prev | 12.31 |
| VXD | 14.62 | Prev | 14.57 |
| OVX | 36.66 | Prev | 36.43 |
| GVZ | 14.05 | Prev | 14.85 |
| BPVIX | 12.78 | Prev | 13.6 |
| JYVIX | 6.07 | Prev | 6.14 |
| EUVIX | 5.77 | Prev | 6.05 |
| VSTOXX | 14.74 | Prev | 15.37 |
| VSTOXX /VIX ratio | 1.053 | Prev | 1.079 |
| NikkeiVI | 15.63 | Prev | 15.63 |
| NikkeiVI /VIX ratio | 1.116 | Prev | 1.10 |