Crossd.io - VIX Term Structure

VIX Term Structure

July 23, 2024, 2:34 p.m.

The VIX Term Structure attached below represents the current price of each VIX available contracts at CBOE.
When we plot those prices by maturities, we get a shape of expectations of volatility by investors.

On VIX Futures you can see the VIX Term Structure but also see each contract and how they are moving.
(price is refreshed if you reload the page or click on time periods)

The behavior of the term structure is very important to understand the nature of a decline.
The earlier maturities being more impacted by negative events, if the longer end of the term structure starts to rise sharply, we can see that investors are being afraid for a longer time period and the decline might be more severe.

Crossd Investment


Comments


Crossd Investment | Aug. 8, 2024, 7:38 a.m.

The Term Structure as of 08.08.24 after the VIX spike is now in full Backwardation

Crossd Investment | July 25, 2024, 8:42 a.m.

The Term Structure is going as of 25.07.24 from Contango to Backwardation