Volatility is back

For the return of volatility I fixed my VIX futures historical term structure dashboard: this is still available at https://virtualizedfrog.wordpress.com/historical-vix-term-structure/

VIX Historical Term Structure

Trading volatility is particularly interesting these days: it is back and easy to buy using ETFs such as VXX or TVIX.
But these instruments are not following the VIX index directly.
I have found it useful to look at the VIX term structure available on the CBOE website.
But the historical VIX term structure has proven to be even more helpful to me in finding entry points.

I am now sharing on my Historical VIX Term Structure page the charts I am generating with a Python script and watching everyday.

The blue line is the rolling front month future, the green line the rolling second month future etc… You can clearly see the contangos and backwardations.

Let me know if you have any improvement you would like to see.