VIX futures term structure, constant maturity futures, roll yield, VVIX, and SPX vol comparisons.
30-day Annualized Roll Yield (%)
Shows the annualized carry implied by the 30-day constant maturity VIX future. Positive or negative levels help describe whether the VIX futures curve is in contango or backwardation.
VIX Term Structure -
Shows the saved VIX futures curve for the selected date. When available, the overlay comes from the VIX basis calculation, using current VIX and the fitted basis model to estimate theoretical VX levels rather than a direct live futures feed.
SPX 1M IV vs VIX
Compares spot VIX with SPX 30-day implied volatility. This helps show when the VIX index is rich or cheap relative to the broader SPX option surface.
VIX vs 1M SPX Put Skew
Compares VIX with 1-month SPX put skew. It helps connect outright volatility levels with demand for downside protection.
Constant Maturity 30-day VX Future
Tracks a constant maturity 30-day VIX future, which smooths between listed VX contracts to create a comparable daily futures reference.
VVIX Price
Shows VVIX, the volatility index of VIX options. Higher VVIX usually means the market is pricing more uncertainty around future VIX moves.
Latest Market Data
Live dashboard snapshot combining VIX, VX futures, VVIX, SPX spot, and SPX volatility context. Source and age columns show whether each row is live or end-of-day.
Live where available; EOD rows are explicitly sourced.
Metric
Value
Source
As Of
Age
No live VIX summary available.
Live VIX Basis Analytics
Compares listed VX futures market levels with theoretical VIX values from the saved basis calculation. Basis highlights where futures are above or below the modeled VIX level.
Market futures versus theoretical VIX from saved basis snapshots.
No saved VIX basis snapshot is available. Add files to /opt/alphavols/data/vix_basis or /opt/alphavols/data/vix_data to populate this view.