VIX Futures Input
Market Mode
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Contango/Backwardation
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Roll Yield (Monthly)
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Term Premium
Fear Level
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VIX Percentile
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Contango/Backwardation History
Market Interpretation
Enter VIX futures data to see market interpretation...
Volatility Analysis
Compare implied and realized volatility, analyze volatility risk premium.
VIX Level
Current: --
30-Day Average: --
52-Week Range: --
Realized Volatility
SPX 30-Day RV: --
Vol Risk Premium:
Premium Percentile: --
Volatility of VIX
VVIX: --
VIX/VVIX Ratio: --
Volatility Regime: --
Term Structure Slope
M1-M2 Spread: --
M1-M7 Slope: --
Structure Signal: --
Implied vs Realized Volatility
Volatility Cone Analysis
VIX Options Strategies
Calculate P&L for various VIX options strategies.
Payoff Diagram
Greeks Calculator
Delta
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Gamma
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Vega
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Theta
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Portfolio Risk Metrics
VIX ETF Decay Calculator
Portfolio Volatility Impact
Portfolio Beta to VIX
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VIX Spike Impact
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Hedge Ratio
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Risk Scenarios
VIX Historical Patterns
VIX Spike Analysis
Average Spike Duration: 3-5 days
Mean Reversion Time: 15-20 days
Current Regime: --
Seasonal Patterns
Current Month Bias: --
Historical Average: --
Percentile Rank: --