Interactive VIX Calculator

Step 1: Select Market Regime

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Calculated VIX

Step-by-Step Results

Step 1: Time to Expiration

Select a regime to calculate

Step 2: Forward Price

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Step 3: K0 Selection

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Step 4: Variance Components

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Step 5: Interpolation Weights

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Contribution by Strike

Formula Reference

\[\sigma^2 = \frac{2}{T} \sum_i \frac{\Delta K_i}{K_i^2} e^{RT} Q(K_i) - \frac{1}{T}\left[\frac{F}{K_0} - 1\right]^2\]

VIX = 100 x sqrt(30-day interpolated variance)