The VIX Term Structure (VIX Futures Curve) Explained The VIX term structure (sometimes called the “VIX futures curve”) is the relationship between the prices of short-term and long-term VIX futures contracts. The shape of the VIX futures prices when plotted (upwards, downwards, or flat) indicates whether the market is expecting more or less market volatility in […]
Trading VIX Futures | Volatility Product Guide
Trading VIX Futures: What You Need to Know The Cboe VIX Index measures prices of 30-day option prices (implied volatility) on the S&P 500 Index. Since option prices are an indicator of fear or complacency in the marketplace, the VIX is sometimes viewed as a “fear index” that gauges the level of uncertainty in market […]