Finance
VIX term structure (contango/backwardation)
VIX across timeframes: 9-day, 30-day, 3-month, 6-month, 1-year. Contango (long > short) = normal. Backwardation (short > long) = market stress. Key signal for volatility traders and risk managers.
get/api/v1/cboe/vix-term-structure
Response
VIX term structure across 9-day, 30-day, 3-month, 6-month, and 1-year horizons.
Example response
{
"meta": {
"endpoint": "/api/v1/fred/us/cpi",
"data_time": "2026-04-16T14:30:00Z",
"response_time": "2026-04-16T14:30:12Z",
"provider": "Sugra API v1.0.1",
"source": "sugra_crypto",
"attribution": "Short interest and Reg SHO daily short volume data is owned by and sourced from FINRA (Financial Industry Regulatory Authority).",
"fallback_chain": [
"sugra_crypto",
"sugra_finance"
]
}
}