VSTOXX Futures
Eurostoxx 50 Volatility is one of the most important financial indicators to monitor financial risk. Eurostoxx 50 implied volatility is monitored using the VSTOXX and VSTOXX futures term structure slope daily.
VSTOXX Futures Chart
VSTOXX Futures Data
| VIX Contract | Symbol |
|---|---|
| VSTOXX 1 | |
| VSTOXX 2 | |
| VSTOXX 3 | |
| VSTOXX 4 | |
| VSTOXX 5 | |
| VSTOXX 6 | |
| VSTOXX Futures January 2025 Futures | DVF25 |
| VSTOXX Futures February 2025 Futures | DVG25 |
| VSTOXX Futures March 2025 Futures | DVH25 |
| DVJ25 | |
| DVK25 | |
| DVM25 | |
| DVN25 | |
| DVQ25 |
VSTOXX Futures MacroVar Model
Eurostoxx 50 Volatility is one of the most important financial indicators to monitor financial risk. Eurostoxx 50 implied volatility is monitored using the VSTOXX and VSTOXX futures term structure slope daily.
VSTOXX futures
MacroVar monitors the VSTOXX futures slope using the following process:
- MacroVar uses end of day prices for VSTOXX spot and VSTOXX futures of 1 month, 2 months, 3 months, 4 months, 5 months and 6 months.
- For each date and for a specific back month the difference between the specific contract and the contracts before it are calculated and averaged. For example the 2 month future contract slope is estimated by calculating the difference between the 2-month future contract and the 1-month future contract, the 2-month future contract and VIX spot, and both are averaged.
- Once averages for all future back months are calculated, the average is estimated
VSTOXX futures is one of the financial risk indicators used by MacroVar Risk Management model.