Volatility term structure

VSTOXX TermLab

A fast VSTOXX term-structure dashboard with Eurex FVS settlement curves, contango/backwardation scanners, historical roll levels, and curve heatmaps.

VIX VSTX Compare

Curve date

Compare History view Heatmap window

Term Structure

Curve Table

VIX vs Futures History

cash index, F1, F2

Curve Premium Heatmap

future minus VIX cash

Expiration Levels

official Cboe monthly final settlements

Most backwardated

Steepest contango

Biggest F1 moves

VIX vs FVS Close Curve

common close date

Spread History

VIX curve minus FVS close

VSTOXX futures term structure and historical FVS curve analysis

VSTOXX TermLab tracks Eurex FVS futures contracts so traders can quickly compare the current European volatility curve with prior sessions. The dashboard focuses on front-month and second-month VSTOXX futures, days to expiry, future roll, contango, backwardation, and curve slope.

Use the historical charts, curve table, scanner, and heatmap to study how VSTOXX futures price stress, carry, and European volatility risk across the term structure.

The VSTOXX view is based on official Eurex FVS daily settlement statistics from Databento. The Expiration Levels section lists FVS final settlement levels by year, starting from the available Databento history in March 2025.