Track global market sentiment using the thinkorswim VIX Term Structure Indicator. The thinkorswim VIX Term Structure indicator is full of features, including:
- View the historical VIX term structure natively within thinkorswim (track front to back contracts) using the thinkorswim data feed;
- You can also compare the rolling month term structure of the VX futures contracts on a rolling basis;
- Show or hide primary futures contracts (VIX, VX1, VX3, VX6, VX9, VX12) or secondary contracts (VX2, VX4, VX5, VX7, VX8, VX10, VX11)
- Analyze the volatility term structure for contango or backwardation;
- Show or hide historical contango as well as backwardation ratios. View historical ratios side by side and also compare them between the VIX and front month futures contract and some of the main VX futures forward month contracts;
- Contrast the running three (3), six (6), or the twelve (12) month z-scores of the VX1 to VX6 structure ratio;
- Show or hide large term structure ratio sigma (2+) moves against the SPX;
- Follow a polynomially interpolated regression of a trading calendar version of the spot VIX index. This regression is re-dimensioned to twenty-two (22) trading days as opposed to the thirty (30) calendar days like the regular VIX index.
The product includes a how-to guide with detailed usage instructions downloadable after purchase.
The information contained therein, or inferred from the product therein, are not intended as, and shall
not be construed or understood to be financial advise or any promise of success, profit or guarantee of
such. The creator of this product is neither a financial advisor, attorney or an accountant, or holding out to
be, and the information contained therein or inferred from the product therein is not, and should not be
seen or interpreted to be financial advise of any kind. The creator of this product is absolutely no aware
of your individual circumstances and making any guarantee, implied or not, of any performance result:
positive or negative. The creator has attempted, to the best of his ability, to generate a useful product for
those interested in engaging in trading of the underlying securities mentioned therein. Nothing contained
herein should be viewed as a substitute to professional financial advise fit for your situation and your
individual circumstances. In addition to this, the purchase of the materials implies that you agree that any reproduction, resale,
reuse or usage not otherwise permitted by the owner is strictly prohibited.