OPEN-SOURCE SCRIPT

VIX:VIX3M Ratio

239
The VIX/VIX3M Ratio indicator compares the short-term (1-month) volatility index (VIX) to the medium-term (3-month) volatility index (VIX3M). This ratio provides insights into the market's volatility expectations across different time horizons.

Key Interpretations:

  • Ratio > 1: Short-term volatility expectations are higher than 3-month expectations
  • Ratio = 1: Short-term and medium-term volatility expectations are aligned
  • Ratio < 1: Medium-term volatility expectations are higher than short-term expectations


Potential Trading Insights:

  • A rising ratio may indicate increasing near-term market uncertainty
  • Significant deviations from 1.0 can signal potential market stress or changing risk perceptions
  • Traders use this to gauge the term structure of market volatility

Declinazione di responsabilità

Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.