Vix Data - NY Close
2024/10/22
| 2024/10/21 | |||
| VIX | 18.37 | Prev | 18.03 |
| VIX Futures 1stM | 18.356 | 2ndM | 17.937 |
|
Constant Maturity 1M+2M
|
18.273 | ||
| VIX9D | 14.39 | Prev | 12.38 |
| VIX3M | 19.24 | Prev | 19.19 |
| VIX6M | 20.20 | Prev | 20.23 |
| VIX/VIX3M ratio | 0.955 | Prev | 0.940 |
|
F CM Premium/Discount
|
-0.53% | Discount | |
|
Futures Premium/Discount
|
-0.07% | Discount | |
|
Contango/Backwardation
|
-2.28% | Backwardation | |
| VVIX | 102.96 | Prev | 100.95 |
| 2HV | 6.50 | Prev | 4.64 |
| 5HV | 8.72 | Prev | 8.87 |
| 10HV | 8.37 | Prev | 8.35 |
| VXX | 51.35 | Prev | 51.21 |
| SP500 | 5,853.98 | Prev | 5,864.67 |
| HYG | 79.48 | Prev | 79.8 |
| VSTOXX | 18.85 | Prev | 17.25 |
| VSTOXX /VIX ratio |
1.026 | Prev | 0.957 |
| NikkeiVI | 26.24 | Prev | 26.43 |
| NikkeiVI /VIX ratio |
1.428 | Prev | 1.466 |