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Volatility index derivatives are currently trading based on January and February futures contracts. Market data is worth noting:
The spot VIX is at 17.6, while the January futures VX contract is quoted at 18.75, representing an approximately 12% premium over the spot. The February futures VX is trading at 20.0.
This futures contango structure reflects the market's pricing expectations for near-term volatility. Related ETP products include $VXX, $UVXY, $UVIX, and $SVIX, which provide investors with diversified volatility exposure strategies. Monitoring the premium changes between futures and spot can help grasp short-term market sentiment fluctuations and the potential shift in risk assets.