VIX Futures Contango / Roll Yield Calculator
Term-structure slope between two VIX futures and the monthly roll bleed for long-vol ETPs.
Formula
VIX futures sit in contango ~80% of days, so long-vol ETPs structurally decay — they're crash insurance with a visible monthly premium. Inversion to backwardation is itself a regime signal: the market paying up for immediate protection.
Not financial advice — for informational and analytical use only. Verify all figures with a qualified professional before acting on them.
Need vix futures contango / roll yield calculator results fast? Analysts, founders, traders and finance professionals use the VIX Futures Contango / Roll Yield Calculator to skip the spreadsheet and get a defensible answer in one step — free, private and instant.
About VIX Futures Contango / Roll Yield Calculator
Term-structure slope between two VIX futures and the monthly roll bleed for long-vol ETPs. VIX futures sit in contango ~80% of days, so long-vol ETPs structurally decay — they're crash insurance with a visible monthly premium. Inversion to backwardation is itself a regime signal: the market paying up for immediate protection. The governing relationship is contango = F₂/F₁ − 1; long ETPs sell F₁, buy F₂ daily. The VIX Futures Contango / Roll Yield Calculator computes entirely in your browser — free, private (your figures never leave your device) and instant, recalculating live as you change any input.
How to use VIX Futures Contango / Roll Yield Calculator
- 1Enter Spot VIX, Front-month future, Second-month future, Days in roll period into the VIX Futures Contango / Roll Yield Calculator.
- 2The result is computed automatically using contango = F₂/F₁ − 1; long ETPs sell F₁, buy F₂ daily — there is no button to press.
- 3Change any input to model a different scenario, then copy or share the result.
Why use VIX Futures Contango / Roll Yield Calculator?
- ✓Computes vix futures contango / roll yield calculator instantly with the correct formula — no spreadsheet needed
- ✓100% free and unlimited, with no sign-up, login or paywall
- ✓Runs entirely in your browser, so the figures you enter stay private
- ✓Shows the formula, a live worked example and references so you can defend the number
Frequently asked questions
What is the formula behind the VIX Futures Contango / Roll Yield Calculator?+
VIX Futures Contango / Roll Yield Calculator uses contango = F₂/F₁ − 1; long ETPs sell F₁, buy F₂ daily. VIX futures sit in contango ~80% of days, so long-vol ETPs structurally decay — they're crash insurance with a visible monthly premium. The tool substitutes your actual inputs into this relationship and shows the worked example step by step.
What inputs does the VIX Futures Contango / Roll Yield Calculator need?+
Enter Spot VIX, Front-month future, Second-month future, Days in roll period and the result updates immediately — there is no button to press. Change any value to model a different scenario in real time.
Is the VIX Futures Contango / Roll Yield Calculator free, and is my data private?+
Yes — it is completely free with no sign-up or usage limit, and it runs entirely in your browser, so the numbers you enter are never uploaded or stored on any server. It is for informational and analytical use, not financial advice.
What should I watch out for when using the VIX Futures Contango / Roll Yield Calculator?+
Inversion to backwardation is itself a regime signal: the market paying up for immediate protection.
What is the VIX Futures Contango / Roll Yield Calculator based on?+
The method follows authoritative sources: CBOE VIX futures term structure data. The formula and references are shown on the page so you can verify and cite the result.
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