{
  "schema_version": 1,
  "as_of": "2026-10-20",
  "previous_as_of": "2026-10-19",
  "price_type": "official_daily_settlement",
  "source": "Cboe Futures Exchange",
  "source_url": "https://www.cboe.com/markets/us/futures/market-statistics/settlement/futures/daily/",
  "source_csv_url": "https://www-api.cboe.com/us/futures/market_statistics/settlement/csv?dt=2026-10-20",
  "previous_source_csv_url": "https://www-api.cboe.com/us/futures/market_statistics/settlement/csv?dt=2026-10-19",
  "contracts": [
    {
      "symbol": "VX/V6",
      "expiration": "2026-10-21",
      "settlement": 17.2209,
      "previous_settlement": 18.1582,
      "change": -0.9373
    },
    {
      "symbol": "VX/X6",
      "expiration": "2026-11-18",
      "settlement": 18.4881,
      "previous_settlement": 18.5996,
      "change": -0.1115
    },
    {
      "symbol": "VX/Z6",
      "expiration": "2026-12-16",
      "settlement": 18.6965,
      "previous_settlement": 18.7362,
      "change": -0.0397
    },
    {
      "symbol": "VX/F7",
      "expiration": "2027-01-20",
      "settlement": 19.6255,
      "previous_settlement": 19.5158,
      "change": 0.1097
    },
    {
      "symbol": "VX/G7",
      "expiration": "2027-02-17",
      "settlement": 20.045,
      "previous_settlement": 19.9041,
      "change": 0.1409
    },
    {
      "symbol": "VX/H7",
      "expiration": "2027-03-17",
      "settlement": 20.1516,
      "previous_settlement": 20.1343,
      "change": 0.0173
    },
    {
      "symbol": "VX/J7",
      "expiration": "2027-04-21",
      "settlement": 20.55,
      "previous_settlement": 20.4913,
      "change": 0.0587
    },
    {
      "symbol": "VX/K7",
      "expiration": "2027-05-18",
      "settlement": 20.725,
      "previous_settlement": 20.5671,
      "change": 0.1579
    },
    {
      "symbol": "VX/M7",
      "expiration": "2027-06-16",
      "settlement": 20.875,
      "previous_settlement": 20.8,
      "change": 0.075
    }
  ],
  "front_spread_points": 1.2672,
  "front_spread_pct": 7.3585,
  "front_regime": "Contango",
  "curve_shape": "Upward sloping",
  "methodology": "Monthly VX contracts only; weekly VX and mini VXM excluded. Front spread = second monthly settlement minus first; percent = 100 \u00d7 (second / first \u2212 1). Previous prices match the same expiration, including across rolls. Futures settlements and VIX/VIX3M index closes are separate measurements."
}