This table gives the date ranges covered by the spreadsheets that I have for sale. For a complete list of products see this page.
For active securities, I am very willing to update spreadsheets up to the end of the most recently completed calendar quarter upon request at [email protected]Description Start Date End Date Notes VIX Futures Extended Data (VX OHLC +more), no indexes 26-Mar-2004 14-July-2025 VIX Futures, no Indexes 26-Mar-2004 14-July-2025 VIX Futures, including volatility Indexes (e.g., similar to SPVXSTR & SPVXSP) 26-Mar-2004 14-July-2025 ETP Backtests, End of Day Close (VXX, VXZ, UVXY, SVXY, VIXY, TVIX, ZIV, XIV, VIXM, UVIX, SVIX, ZVOL 26-Mar-2004 14-July-2025 Includes UVIX, SVIX, ZVOL ETP Backtests, Open, High, Low, Close (VXX,VXZ, UVXY, SVXY,VIXY,TVIX,ZIV,XIV) 26-Mar-2004 14-July-2025 After 13-Oct-2013 OHL data is actual trade data, not simulated data UVIX, SVIX ZVOL backtests, SHORTVOL, LONGVOL 30-Nov-2005 8-Apr-2025 Free Volatility Share’s 2X leveraged BTC, $BITX 17-Sept-2014 12-July-2024 Free VXX Backtest, End of Day Close 26-Mar-2004 5-Jan-2023 Includes all trade data from VXX’s inception in 2009 through end date VXX Backtest, Open, High, Low, Close 26-Mar-2004 5-Jan-2023 After 13-Oct-2013 OHL data is actual trade data, not simulated data UVXY Backtest, End of Day Close 26-Mar-2004 5-Jan-2023 Includes full end of day simulations of 1.5X and 2X products UVXY Backtest, Open, High, Low, Close 26-Mar-2004 12-July-2024 Includes full end-of-day simulations of 1.5X and 2X products. After 13-Oct-2013 OHL data is actual trade data, not simulated data SVXY Backtest, End of Day Close 26-Mar-2004 10-July-2024 Includes simulations of -0.5X and -1X products as well as XIV. SVXY Backtest, Open, High, Low, Close 26-Mar-2004 5-Jan-2023 Includes simulations of -0.5X and -1X products as well as XIV. After 13-Oct-2013 OHL data is actual trade data, not simulated data VIXY Backtest, End of Day Close 26-Mar-2004 5-Jan-2023 VIXY Backtest, Open, High, Low, Close 26-Mar-2004 5-Jan-2023 After 13-Oct-2013 OHL data is actual trade data, not simulated data VXZ Backtest, End of Day Close 26-Mar-2004 25-Jan-2022 Includes all trade data from VXZ’s inception in 2009 through end data, except for some dates in 2018 VXZ Backtest, Open, High, Low, Close 26-Mar-2004 25-Jan-2022 After 13-Oct-2013 OHL data is actual trade data, not simulated data VIXM Backtest, End of Day Close 26-Mar-2004 11-Jul-2022 VIX3M & VIX6M Style Index Calculations 2-Jan-1990 14-July-2025 VIX3M Style Index Calculations 2-Jan-1990 10-Apr-2023 Easy update to current, contact me if you’re interested in an updated version VIX6M Style Index Calculations 2-Jan-1990 10-Apr-2023 Easy update to current, contact me if you’re interested in an updated version TVIX Backtest, End of Day Close 26-Mar-2004 29-May-2020 No longer listed on NYSE, trading OTC TVIX Backtest, Open, High, Low, Close 26-Mar-2004 29-May-2020 No longer listed on NYSE, trading OTC
After 13-Oct-2013 OHL data is actual trade data, not simulated dataZIV Backtest, End of Day Close 26-Mar-2004 29-May-2020 No longer listed on NYSE, trading OTC ZIV Backtest, Open, High, Low, Close 26-Mar-2004 29-May-2020 No longer listed on NYSE, trading OTC.
After 13-Oct-2013 OHL data is actual trade data, not simulated data
Great data thanks. Do you know if the SVIX data includes the roughly .5% notional value VIX OTM hedges that SVIX holds ? Thanks
Hi Joseph,
I believe the NAV data that Volatility Shares reports on volatilityshares.com includes the economic impact of the VIX hedges. My simulation data currently uses historic drift factors, which I manage to be within around +-1% of the reported NAVs.
Best Regards,
Vance
how does one get their hands on the spreadsheet!
The page that gives an overview on the available spreadsheets is here https://www.sixfigureinvesting.com/downloads-2/ — Vance