Rolling vix futures
VIX futures reflect the market's estimate of the value of the VIX Index on various expiration dates in the future. VIX futures provide market participants with a variety 1 day ago During both periods, roll yield contributed 115% and 45% to the S&P 500 VIX Short-Term Futures ER MCAP Index, respectively. We have been in The daily roll is defined as the difference between the front VIX futures price and the VIX, divided by the number of business days until the VIX futures contract