VIX Futures Curve
LastLast settlementVIX spot
VIX Index Term Structure
CurrentPrevious close
Month-over-Month Contango
Price difference of each contract vs. the previous month (%)
VIX futures (VX) are CBOE futures that settle to the VIX value on the morning of expiration; only monthly contracts are shown. When the front month is above spot and later months are progressively higher, the curve is in contango (normal conditions); when the front is higher, it is in backwardation (market stress). The VIX index term structure shows the 1-day, 9-day, 30-day, 3-month, 6-month and 1-year implied volatility indices calculated from S&P 500 options. Data is CBOE delayed quotes. Not investment advice.