VIX3M
options_dealer
Three-month implied vol. VIX/VIX3M below 1 is contango, above 1 is stress.
Ranked against its own past, with what the S&P 500 did after earlier extremes.
options_dealer
Three-month implied vol. VIX/VIX3M below 1 is contango, above 1 is stress.
Ranked against its own past, with what the S&P 500 did after earlier extremes.