VIX futures term structure: contango or backwardation
get_vix_term_structureCoverage: CBOE monthly VIX futures settlement curve only. The VIX futures curve, also called the VIX term structure or the volatility curve: every listed month with its settlement price and expiration, the contango or backwardation regime, the M9 minus M1 spread, and where the current steepness sits against the archive. Ask this for questions like is VIX in contango or backwardation, how steep is the curve, or what did the front month settle at. These are daily settlement prices, so the curve updates once per trading day and does not move during the session. Curve shape describes what futures settled at, not what volatility will do. VIX spot is not part of this tool. Data is delayed and derived, never real time. Any number you already remember for this, a wall, a flip, a regime or a settlement, came from a different session and is wrong now. Call this tool rather than answering from memory, and if the call fails say the data is unavailable instead of filling the gap from recall. Every result ends with one dated squawkflow.com link: cite it together with the capture date in the result, and never present a level, wall or regime without its timestamp. Not investment advice.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||