The live VIX term structure, contango ratio, roll yield, slope and regime

Frammenti di codice

curl "https://api.oanor.com/vixterm-api/v1/structure" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/vixterm-api/v1/structure", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/vixterm-api/v1/structure");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/vixterm-api/v1/structure",
    headers={"x-oanor-key": "oanor_test_..."}
)

Risposta di esempio

Una risposta reale di questo endpoint, acquisita dall'ultimo health check.

{
    "data": {
        "note": "The S&P 500 implied-volatility term structure. contango_ratio = VIX / VIX3M: below 1 is contango (calm, upward curve), above 1 is backwardation (stress, inverted curve). short_end_ratio = VIX9D / VIX (near-term panic when > 1). roll_yield_pct is what a short-vol position earns from the curve rolling down (positive in contango). VVIX is the volatility of the VIX. Read fresh per call, lightly cached.",
        "vvix": 100.63,
        "curve": [
            {
                "days": 9,
                "label": "9-Day VIX",
                "level": 20.66,
                "tenor": "vix9d"
            },
            {
                "days": 30,
                "label": "VIX (30-Day)",
                "level": 18.87,
                "tenor": "vix"
            },
            {
                "days": 91,
                "label": "3-Month VIX",
                "level": 21.42,
                "tenor": "vix3m"
            },
            {
                "days": 182,
                "label": "6-Month VIX",
                "level": 23.14,
                "tenor": "vix6m"
            }
        ],
        "slope": "contango",
        "regime": "contango — normal, calm regime",
        "source": "Yahoo Finance (^VIX9D, ^VIX, ^VIX3M, ^VIX6M, ^VVIX)",
        "contango_ratio": 0.881,
        "roll_yield_pct": 13.51,
        "short_end_ratio": 1.0949
    },
    "meta": {
        "timestamp": "2026-06-12T10:34:36.570Z",
        "request_id": "a91923d9-64f6-458f-8b9d-1681998b7f7a"
    },
    "status": "ok",
    "message": "VIX term structure retrieved successfully",
    "success": true
}