# VIX Term Structure Calculator AI Agent Connect

> Analyze VIX futures term structure, roll yields, and market regimes.

## Overview
- **Category:** finance
- **Price:** Free
- **Endpoint:** https://edge.vinkius.com/vk_preview_qJzcV2f2oCEsQBv9vqbN2biQTVZR3F0uuHUkRoyz/ai-agent-connect
- **Tags:** vix, futures, volatility, finance, term-structure

## Description

This MCP server provides deterministic tools to analyze the VIX futures term structure. It identifies market regimes like Contango and Backwardation, calculates the theoretical roll yield between contracts, and determines the term structure slope using linear regression. Use `analyze_term_structure` to identify if the market is in a Complacent or Panic state, `calculate_roll_yield` to quantify returns when rolling positions, and `get_structure_slope` to find the price trend relative to time to expiration.

## Tools

### get_structure_slope
Calculates the trend of the term structure using linear regression

### analyze_term_structure
Determines the current market state and relationship between spot and futures

### calculate_roll_yield
Quantifies the return expected when rolling from the nearest contract to the next

## Prompt Examples

**Prompt:** 
```
Analyze the current VIX term structure with a spot of 15 and futures prices of [16, 17, 18] expiring in [10, 30, 50] days.
```

**Response:** 
```
The market is in a Complacent regime with a positive slope, indicating a strong contango state.
```

**Prompt:** 
```
What is the roll yield if M1 is 20, M2 is 18, and M1 expires in 15 days?
```

**Response:** 
```
-0.20
```

**Prompt:** 
```
Calculate the slope for VIX futures priced at [25, 24, 23] with expirations at [5, 20, 40] days.
```

**Response:** 
```
-0.1125
```

## Frequently Asked Questions

**What is the difference between Contango and Backwardation?**
Contango occurs when futures prices are higher than the spot VIX, indicating low immediate fear. Backwardation occurs when futures prices are lower than the spot, indicating high immediate fear or panic.

**How is the market regime determined?**
The regime is classified as Complacent if contango is greater than 5%, or Panic if backwardation is greater than 5%. Otherwise, it is considered Normal.

**Can I calculate the roll yield for specific contracts?**
Yes, you can use `calculate_roll_yield` by providing the prices for the first and second month contracts and the days remaining until the first contract expires.