VIX Futures (June 2026) (VXM26) Volatility Skew

Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.

VIX Futures (June 2026) (VXM26) operates in the Volatility Futures sector, specifically the Volatility Futures industry, listed on CFE. VIX Futures June 2026 contract: Cboe Futures Exchange (CFE) VIX futures (VX): futures on the Cboe Volatility Index (VIX), used for volatility hedging and term-structure trading.

Volatility skew analysis compares implied volatility across strikes and expirations. No recent options activity for VXM26 as of 2026-06-02; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

Learn how volatility skew is reported and how to read the data →