termstructure

BadDerivativesTrader

Use this indicator to plot the federal funds futures implied rates term structure against historical curves Based upon the work of @BarefootJoey, @longfiat, @OpptionsOnly

juicySkew

Let’s first start with some definitions: VIX9D: The CBOE S&P 500 9-Day Volatility Index estimates the expected 9-day volatility of S&P 500® stock returns. www.cboe.com VIX: The CBOE Volatility Index® (VIX® ) is considered by many to be the world's premier barometer of equity market volatility. The VIX Index is based on real-time prices of options on the S&P...

Mike2291

Tracks backwardation of the VIX Term Structure using the difference between 2 custom durations VIX / VIX3M /VIX6M/VIX1Y

taylor_o

USAGE -------- This script helps train your intuition for changes in the VX term structure. I recommend using it on the VIX chart, so you can compare changes in the terms to changes in VIX. It's also nice for calendar spread traders who want to get a feel for the same changes. 1. Select a day, month, and year using the inputs 2. Observe the data table. 3. Open...

CSC1

This script allows users to visualize the state of the VIX Futures Term Structure. The user is able to select from five CBOE VIX Indices; VIX, VIX9D, VIX3M, VIX6M, and VIX1Y and the script will color the candles based on the price relationship between selected indices. Visit the CBOE website for more info on how the various VIX indices are calculated.