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Home/Indicators

Term Structure

波动率期限结构

Sentiment & DerivativesP2OptionsApplies to: US stocks

Formula

x-axis expiry, y-axis ATM IV (normally upward-sloping contango)

How to read it

Inversion (near-term > far-term) = short-term fear (often a sell-off period/bottom).

Outputvalue/series
Data source: CBOE/Deribit. Public knowledge, not investment advice.

See Term Structure computed live on popular US stocks →

AAPLNVDATSLAMSFTAMZNAll stocks →
← Back to all indicators

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Reference metadata — public, well-known indicator definitions. Not investment advice.