Free Resources

  • Spreadsheet with simulated values for Volatility Shares new 2X leveraged Bitcoin futures ETF
  • Spreadsheet with historic and future NYSE trade dates (through 2024), VIX monthly expiration dates, and SPX monthly option expiration dates
  • Spreadsheet that has the Black & Scholes option equation in a single cell, and examples of how to expand that cell into parametric studies. Associated blog post is Black & Scholes equation in a Single Excel Cell.
  • Spreadsheet with simulated values for Volatility Shares’ UVIX & SVIX back to December 2005
  • Spreadsheet with LONGVOL & SHORTVOL closing values back to their calculation inception on December 20th, 2005

The following services are available for purchase:

  • Volatility ETP Price Projection Service
    This service calculates future volatility Exchange Traded Product (ETP) prices for the next 70 trading days assuming the current VIX futures term structure is stable.  It also projects the 1 sigma high and low price ranges over that same period using the historical volatility and trends of the last 40 trading days.

The following spreadsheets are available for purchase (click the links below to get descriptions and ordering information)