The term structure of volatility is how implied volatility varies across different expirations — usually rising with time (contango), but inverting (backwardation) during stress. Its shape signals the volatility regime.

Contango: the normal state

Normally, longer-dated options have higher IV than near-dated ones (more time = more uncertainty) — an upward-sloping term structure (contango). This is the calm-market default, and it’s related to the VIX term structure and the VIX futures roll.

Backwardation: the stress signal

During market stress, near-dated IV spikes above longer-dated (immediate fear dominates) — an inverted, downward-sloping structure (backwardation). This is a classic fear/regime signal: when the front end of the vol curve exceeds the back, the market is pricing acute near-term risk. It often marks capitulation or crisis.

Contango (up-sloping) is calm; backwardation (inverted) is fear. The shape of the vol curve across time is a regime tell in one glance.

The takeaway

The term structure (IV across expirations) is normally upward (contango) and inverts (backwardation) in stress — a useful regime read. Combined with skew (IV across strikes), it forms the full volatility surface. For scalpers it’s context; for vol traders it’s central. See the VIX term structure for the tradeable version.