CBOE Volatility Index Futures Reverse Calendar Spreads

This Microsoft Excel® dashboard displays a depth-of-market (DOM) view of CBOE Volatility Index futures weekly reverse calendar spreads. The exchange quotes these markets as negative numbers for the bid prices and positive numbers for the ask prices.

Excel automatically displays the DOM of the VIX futures reverse calendar spreads with the bid prices as negative values and ask prices as positive values. In addition, a horizontal DOM view of the active month of the CBOE Volatility Index futures contract is displayed. You can change the symbols for the reverse calendar spreads. Note that symbols must be entered with all letters capitalized. This dashboard only works with this market.

Requires CQG Integrated Client, data enablement for trading CBOE Volatility Index futures, and Excel 2010 or more recent.


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