Selected Indicators
Key volatility figures at a glance. Hover, tap or press Enter on a tile to see details and the time of its value. See the glossary for F1, VVIX and roll-over.
Term Structure
Last prices of all monthly VIX futures by expiration month. Prices rising from left to right indicate contango, falling prices backwardation. The dashed line marks the current VIX.
VIX Histogram
How often the VIX has closed within each 1-point range over the available history. The dashed line marks the range of the current VIX.
VIX Historical Comparison
Average, median, minimum and maximum VIX over each period. Inter-day uses daily closing values, intraday the daily highs and lows. The relative value shows how far each statistic lies below (−, red) or above (+, blue) the current VIX.
| Statistic | 1 month | 3 months | 6 months | 1 year | 5 years | Total | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | vs. VIX | Value | vs. VIX | Value | vs. VIX | Value | vs. VIX | Value | vs. VIX | Value | vs. VIX | |
| Average | 15.73 | -21% | 15.81 | -21% | 16.59 | -17% | 17.99 | -10% | 18.61 | -7% | 19.07 | -5% |
| Median | 15.41 | -23% | 15.45 | -23% | 16.34 | -18% | 17.01 | -15% | 17.24 | -14% | 16.76 | -16% |
| Minimum (Interday) | 14.21 | -29% | 14.21 | -29% | 14.21 | -29% | 13.47 | -33% | 11.86 | -41% | 9.14 | -54% |
| Minimum (Intraday) | 14.12 | -29% | 13.80 | -31% | 13.80 | -31% | 13.38 | -33% | 10.62 | -47% | 8.56 | -57% |
| Maximum (Interday) | 19.99 | +-0% | 20.66 | +3% | 22.22 | +10% | 31.05 | +36% | 52.33 | +62% | 82.69 | +76% |
| Maximum (Intraday) | 22.31 | +10% | 22.31 | +10% | 23.34 | +14% | 35.30 | +43% | 65.73 | +70% | 89.53 | +78% |