OPEN-SOURCE SCRIPT
VIX 3D Term Structure [MantisAlgo]
VIX 3D Term Structure
VIX 3D Term Structure maps the live CBOE implied-volatility curve across six constant-maturity horizons: VIX1D, VIX9D, VIX, VIX3M, VIX6M, and VIX1Y.
TERM = Constant-maturity horizon from 1D to 1Y
TIME = Each tenor’s evolution over the latest nine trading days, from current to oldest
IV = Annualized implied-volatility level in VIX points
The indicator can be used on any chart symbol as a broad U.S. equity volatility context tool.
🌐 3D SURFACE
The lower pane displays the current VIX term structure with nine trading days of historical depth. Surface colors compare each tenor with its own selected daily average:
- 21 trading days — one month
- 63 trading days — one quarter (default)
- 126 trading days — six months
- 252 trading days — one year
Cooler colors indicate values below the selected average, while warmer colors indicate values above it. Camera rotation changes only the viewing angle and does not affect calculations.
📈 HISTORY RIBBON
The six VIX tenors are also plotted as 2D history on the active chart timeframe. Each line’s color reflects that tenor’s relative level versus its selected daily average.
📊 DASHBOARD
Curve Shape classifies the current back-minus-front term spread:
- 🟢 CONTANGO — the back tenor is more than 0.35 volatility points above the front tenor
- 🟠 FLAT — the back-minus-front spread is between −0.35 and +0.35 VIX points
- 🔴 BACKWARDATION — the front tenor is more than 0.35 volatility points above the back tenor
The dashboard also reports the six tenor values, Term Spread, 20-day annualized S&P 500 realized volatility, and the Implied–Realized Vol Spread calculated as 30-day VIX minus trailing SPX Realized Vol (20D).
Vol Level uses the median relative level of VIX9D, VIX, and VIX3M:
- 🟢 LOW VOL — 0.90 or lower
- 🟠 MID VOL — between 0.90 and 1.08
- 🔴 HIGH VOL — 1.08 or higher
⚙️ SETTINGS
Heat average length controls the historical baseline used for surface colors and Vol Level:
- 21 trading days — most responsive; useful for short-term volatility shifts, but more sensitive to noise
- 63 trading days — balanced short-to-medium-term baseline and the default
- 126 trading days — broader regime comparison with less sensitivity to temporary spikes
- 252 trading days — long-term annual context; slowest to react to recent regime changes
Changing this setting does not change the live tenor values or Curve Shape. It changes only how current volatility is classified relative to its historical baseline.
View rotates the 3D surface. Custom angle is applied only when Custom is selected. Dashboard selects the dashboard position on the price chart.
🧭 HOW TO USE
Use Curve Shape to read the front-to-back slope of the VIX term structure and the surface to track how each tenor has changed over the latest nine trading days.
Colors show whether each tenor is above or below its selected historical average. The surface provides volatility context rather than a directional price target.
🔔 ALERTS
Alerts fire when Curve Shape newly becomes BACKWARDATION or CONTANGO.
⚠️ DISCLAIMER
This indicator is provided for informational and educational purposes only and does not constitute financial or investment advice. VIX term structure describes option-implied volatility conditions and is not a direct directional signal for the charted asset. Historical conditions do not guarantee future results. All trading and investment decisions remain the sole responsibility of the user.
VIX 3D Term Structure maps the live CBOE implied-volatility curve across six constant-maturity horizons: VIX1D, VIX9D, VIX, VIX3M, VIX6M, and VIX1Y.
TERM = Constant-maturity horizon from 1D to 1Y
TIME = Each tenor’s evolution over the latest nine trading days, from current to oldest
IV = Annualized implied-volatility level in VIX points
The indicator can be used on any chart symbol as a broad U.S. equity volatility context tool.
🌐 3D SURFACE
The lower pane displays the current VIX term structure with nine trading days of historical depth. Surface colors compare each tenor with its own selected daily average:
- 21 trading days — one month
- 63 trading days — one quarter (default)
- 126 trading days — six months
- 252 trading days — one year
Cooler colors indicate values below the selected average, while warmer colors indicate values above it. Camera rotation changes only the viewing angle and does not affect calculations.
📈 HISTORY RIBBON
The six VIX tenors are also plotted as 2D history on the active chart timeframe. Each line’s color reflects that tenor’s relative level versus its selected daily average.
📊 DASHBOARD
Curve Shape classifies the current back-minus-front term spread:
- 🟢 CONTANGO — the back tenor is more than 0.35 volatility points above the front tenor
- 🟠 FLAT — the back-minus-front spread is between −0.35 and +0.35 VIX points
- 🔴 BACKWARDATION — the front tenor is more than 0.35 volatility points above the back tenor
The dashboard also reports the six tenor values, Term Spread, 20-day annualized S&P 500 realized volatility, and the Implied–Realized Vol Spread calculated as 30-day VIX minus trailing SPX Realized Vol (20D).
Vol Level uses the median relative level of VIX9D, VIX, and VIX3M:
- 🟢 LOW VOL — 0.90 or lower
- 🟠 MID VOL — between 0.90 and 1.08
- 🔴 HIGH VOL — 1.08 or higher
⚙️ SETTINGS
Heat average length controls the historical baseline used for surface colors and Vol Level:
- 21 trading days — most responsive; useful for short-term volatility shifts, but more sensitive to noise
- 63 trading days — balanced short-to-medium-term baseline and the default
- 126 trading days — broader regime comparison with less sensitivity to temporary spikes
- 252 trading days — long-term annual context; slowest to react to recent regime changes
Changing this setting does not change the live tenor values or Curve Shape. It changes only how current volatility is classified relative to its historical baseline.
View rotates the 3D surface. Custom angle is applied only when Custom is selected. Dashboard selects the dashboard position on the price chart.
🧭 HOW TO USE
Use Curve Shape to read the front-to-back slope of the VIX term structure and the surface to track how each tenor has changed over the latest nine trading days.
Colors show whether each tenor is above or below its selected historical average. The surface provides volatility context rather than a directional price target.
🔔 ALERTS
Alerts fire when Curve Shape newly becomes BACKWARDATION or CONTANGO.
⚠️ DISCLAIMER
This indicator is provided for informational and educational purposes only and does not constitute financial or investment advice. VIX term structure describes option-implied volatility conditions and is not a direct directional signal for the charted asset. Historical conditions do not guarantee future results. All trading and investment decisions remain the sole responsibility of the user.
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ด้วยเจตนารมณ์หลักของ TradingView ผู้สร้างสคริปต์นี้ได้ทำให้เป็นโอเพนซอร์ส เพื่อให้เทรดเดอร์สามารถตรวจสอบและยืนยันฟังก์ชันการทำงานของมันได้ ขอชื่นชมผู้เขียน! แม้ว่าคุณจะใช้งานได้ฟรี แต่โปรดจำไว้ว่าการเผยแพร่โค้ดซ้ำจะต้องเป็นไปตาม กฎระเบียบการใช้งาน ของเรา
คำจำกัดสิทธิ์ความรับผิดชอบ
ข้อมูลและบทความไม่ได้มีวัตถุประสงค์เพื่อก่อให้เกิดกิจกรรมทางการเงิน, การลงทุน, การซื้อขาย, ข้อเสนอแนะ หรือคำแนะนำประเภทอื่น ๆ ที่ให้หรือรับรองโดย TradingView อ่านเพิ่มเติมใน ข้อกำหนดการใช้งาน
สคริปต์แบบโอเพนซอร์ส
ด้วยเจตนารมณ์หลักของ TradingView ผู้สร้างสคริปต์นี้ได้ทำให้เป็นโอเพนซอร์ส เพื่อให้เทรดเดอร์สามารถตรวจสอบและยืนยันฟังก์ชันการทำงานของมันได้ ขอชื่นชมผู้เขียน! แม้ว่าคุณจะใช้งานได้ฟรี แต่โปรดจำไว้ว่าการเผยแพร่โค้ดซ้ำจะต้องเป็นไปตาม กฎระเบียบการใช้งาน ของเรา
คำจำกัดสิทธิ์ความรับผิดชอบ
ข้อมูลและบทความไม่ได้มีวัตถุประสงค์เพื่อก่อให้เกิดกิจกรรมทางการเงิน, การลงทุน, การซื้อขาย, ข้อเสนอแนะ หรือคำแนะนำประเภทอื่น ๆ ที่ให้หรือรับรองโดย TradingView อ่านเพิ่มเติมใน ข้อกำหนดการใช้งาน