Term Structure Data and Charts

Term Structure Data and Implied Volatility of Options on the S&P 500® Index
Term Structure and Volatility Indices on the S&P 500® Index
VIX Futures - Term Structure, Volume and Open Interest

In order to access data on this page you must be logged in to myCboe:

To use data on this Term Structure Data page, you must be logged into your myCboe account.  Additionally, you must have entered your company name in your myCboe profile.

Login
Register

The term structure information below illustrates expectations of market volatility conveyed by S&P 500 (SPX) stock index option prices from the "values generated" time until regular, 3rd Friday, SPX maturities. Cboe calculates these expectations by applying the VIX methodology to standard SPX option maturities.



Term Structure Data and Implied Volatility of Options on the S&P 500® Index


VIX Volatility Index values generated at:  08/13/2020 15:14:51

Click Text Box above to enter a Specific Time. Or leave blank to Submit current time.

VIX Volatility Index values generated at:  08/13/2020 15:14:51

Trade DateExpiration DateVIXContract Month
8/13/2020 3:14:51 PM
21-Aug-20
17.76 1
8/13/2020 3:14:51 PM
18-Sep-20
22.78 2
8/13/2020 3:14:51 PM
16-Oct-20
25.76 3
8/13/2020 3:14:51 PM
20-Nov-20
28.46 4
8/13/2020 3:14:51 PM
18-Dec-20
29.44 5
8/13/2020 3:14:51 PM
15-Jan-21
29.95 6
8/13/2020 3:14:51 PM
19-Mar-21
30.12 7
8/13/2020 3:14:51 PM
18-Jun-21
30.79 8
8/13/2020 3:14:51 PM
17-Sep-21
30.06 9
8/13/2020 3:14:51 PM
17-Dec-21
29.28 10


Term Structure and Volatility Indices on the S&P 500® Index

Cboe Options Exchange offers these five gauges of expectations of future volatility based on real-time trading of S&P 500 options: the VIX9D Index (9-day volatility), VIX Index (30-day volatility), VIX3M (3-month volatility), VIX6M Index (6-month volatility), and VIX1Y Index (1-year volatility). The five indices can serve as tools to gain valuable insights on investor sentiment, and on the historical and current term structure related to S&P 500 options. For a table with delayed quotes on all five of these indices, please visit www.cboe.com/volatility.


VIX Futures - Term Structure, Volume and Open Interest

VIX futures reflect the market's estimate of the value of the VIX Index on various expiration dates in the future. Monthly and weekly expirations are available and trade nearly 24 hours a day, five days a week. VIX futures provide market participants with a variety of opportunities to implement their view using volatility trading strategies, including risk management, alpha generation and portfolio diversification. To access a table with delayed quotes for VIX futures information on term structure, volume and open interest, please click on this link for the CFE Futures Quotes webpage, and scroll down to the table with VX - Cboe Volatility Index Futures.



Cboe data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action. The information and data was obtained from sources believed to be reliable, but accuracy is not guaranteed. Your use of Cboe data is subject to the Terms and Conditions of Cboe Websites.