VIX

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Front Month (M1)–

Second Month (M2)–

M1→M2 Contango–

VIX / VIX3M–

VVIX–

Data as of (ET)–

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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 Monthly Futures

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.