Volatility Ratios (Term Structure)
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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.
