Vix Data - NY Close
2024/07/26
| 2024/07/25 | |||
| VIX | 18.46 | Prev | 18.04 |
| VIX Futures 1stM | 17.144 | 2ndM | 17.566 |
|
Constant Maturity 1M+2M
|
17.265 | ||
| VIX9D | 19.82 | Prev | 19.79 |
| VIX3M | 18.69 | Prev | 18.43 |
| VIX6M | 19.80 | Prev | 19.62 |
| VIX/VIX3M ratio | 0.988 | Prev | 0.979 |
|
F CM Premium/Discount
|
-6.47% | Discount | |
|
Futures Premium/Discount
|
-7.13% | Discount | |
|
Contango/Backwardation
|
2.46% | Contango | |
| VVIX | 104.38 | Prev | 106.12 |
| 2HV | 20.50 | Prev | 24.54 |
| 5HV | 17.51 | Prev | 18.29 |
| 10HV | 15.83 | Prev | 17.15 |
| VXX | 49.59 | Prev | 49.19 |
| SP500 | 5,399.22 | Prev | 5,427.13 |
| HYG | 78.04 | Prev | 78.03 |
| VSTOXX | 16.93 | Prev | 16.06 |
| VSTOXX /VIX ratio |
0.917 | Prev | 0.890 |
| NikkeiVI | 22.02 | Prev | 19.01 |
| NikkeiVI /VIX ratio |
1.193 | Prev | 1.054 |