Introducing the VIX Term Structure Tool

The VIX futures term structure provides important context for understanding how the market is pricing volatility across different time horizons. Whether you are sizing positions, evaluating roll yield on volatility products, or assessing the market's forward view of risk, the shape of the curve offers valuable insight.

Today we are launching our realtime VIX Futures Term Structure chart at tradeintel.ca/vix.

What It Shows

This tool displays all active monthly VIX futures contracts alongside spot VIX, allowing you to quickly see whether the curve is in contango, backwardation, or a mixed configuration. A detailed table below the chart shows the percentage and price differences between each consecutive contract month for precise analysis.

Summary metrics include the front-month contract price and days to expiration, a constant-maturity VX30 interpolation, and an overall reading of the curve's structure.

How It Works

The chart pulls live data from CBOE VIX futures quotes and VIX spot pricing. It updates automatically every 60 seconds during market hours. You can download the chart as a PNG for reports, presentations, or quick sharing with your team.