Vol Term Structure

The shape of the VIX term structure prices the market’s expectation of implied volatility across forward tenors. An upward-sloping curve (contango) means investors are willing to pay more for longer-dated protection — usually the calm-market default. A downward slope (backwardation) means near-term vol is more expensive than far-dated vol — typically a panic regime. Data refreshes every 5 minutes from CBOE delayed quotes (with Yahoo Finance as a fallback).

VIX term structure

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Curve shape

30-day VIX

9D − 1Y spread

Roll yield / month

Reading the curve:

Contango (upward slope) → markets are pricing forward vol higher than near-term; typically calm regime; short-vol carry trades are getting paid.

Backwardation (downward slope) → near-term vol expensive vs forward; panic / hedge demand; short-vol carry is losing money.

Roll yield / month = approximate vol-points earned (positive) or paid (negative) per month by a long-vol position rolling down the curve.

Not investment advice. The curve is a state indicator, not a directional signal.