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 ContractSymbol
VSTOXX Futures December 2024 FuturesDVZ24
VSTOXX Futures January 2025 FuturesDVF25
VSTOXX Futures February 2025 FuturesDVG25
VSTOXX Futures March 2025 FuturesDVH25
DVJ25
DVK25
DVM25
DVN25

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.

VSTOXX Futures Historical Data

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