Volatility Ratios (Term Structure)
This category of metrics is proprietary and therefore unavailable in the free version of our platform. Click the link below to unlock access by purchasing a paid membership.
Pricing | Tradewell

Ratio between the 1m VIX index and the 3m VIX index. This metric is a measurement of the contango or backwardation of the term structure of short dated volatility indices.

Ratio between the 3m VIX index and the 6m VIX index. This metric is a measurement of the contango or backwardation of the term structure of short dated compared to medium dated volatility indices.

Ratio between the 1m VIX index and the 9d VIX index. This metric is a measurement of the contango or backwardation of the term structure of ~2 week compared to 1 month volatility indices.
Copy link
On this page
VIX:VXV
VIX:VXV
VIX:VXST