Vix Data - NY Close
2024/04/27
| 2024/04/26 | |||
| VIX | 15.03 | Prev | 15.37 |
| VIX Futures 1stM | 15.396 | 2ndM | 15.911 |
|
Constant Maturity 1M+2M
|
15.551 | ||
| VIX9D | 14.67 | Prev | 15.81 |
| VIX3M | 16.27 | Prev | 16.37 |
| VIX6M | 17.83 | Prev | 17.88 |
| VIX/VIX3M ratio | 0.924 | Prev | 0.939 |
|
F CM Premium/Discount
|
3.47% | Premium | |
|
Futures Premium/Discount
|
2.44% | Premium | |
|
Contango/Backwardation
|
3.34% | Contango | |
| VVIX | 79.56 | Prev | 82.54 |
| 2HV | 16.55 | Prev | 5.39 |
| 5HV | 13.60 | Prev | 12.62 |
| 10HV | 14.10 | Prev | 13.57 |
| VXX | 13.43 | Prev | 13.88 |
| SP500 | 5,099.96 | Prev | 5,048.42 |
| HYG | 76.62 | Prev | 76.38 |
| RVX | 21.04 | Prev | 22.16 |
| VXN | 19.33 | Prev | 12.31 |
| VXD | 13.01 | Prev | 10.74 |
| OVX | 27.81 | Prev | 28.34 |
| GVZ | 16.92 | Prev | 17.32 |
| VSTOXX | 15.26 | Prev | 16.36 |
| VSTOXX /VIX ratio |
1.015 | Prev | 1.064 |
| NikkeiVI | 20.82 | Prev | 21.46 |
| NikkeiVI /VIX ratio |
1.385 | Prev | 1.396 |