In looking at the ES there is a significant relationship between the ES return and the change in the VIX level (No noble prize in that statement). As ES moves up the Vix generally moves down and as the ES plunges downward the VIX spikes. My question is what is the relationship between the IV of options on other futures and the direction of the underlying. For example, if there was a VIX equivalent with GC, EC, TY, etc what would that relationship look like? Also, are there any option packages that provide a summary of the IV of the different futures contracts? Thanks, Jeff.