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 | 12-July-2024 | |
| VIX Futures, no Indexes | 26-Mar-2004 | 12-July-2024 | |
| VIX Futures, including volatility Indexes (e.g., similar to SPVXSTR & SPVXSP) | 26-Mar-2004 | 12-July-2024 | |
| ETP Backtests, End of Day Close (VXX,VXZ, UVXY, SVXY,VIXY,TVIX,ZIV,XIV, VIXM,UVIX,SVIX,ZIVB | 26-Mar-2004 | 12-July-2024 | Includes UVIX, SVIX, ZIVB |
| ETP Backtests, Open, High, Low, Close (VXX,VXZ, UVXY, SVXY,VIXY,TVIX,ZIV,XIV) | 26-Mar-2004 | 12-July-2024 | After 13-Oct-2013 OHL data is actual trade data, not simulated data |
| UVIX, SVIX backtests, SHORTVOL, LONGVOL | 30-Nov-2005 | 12-July-2024 | 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 | 12-July-2024 | |
| VIX3M Style Index Calculations | 2-Jan-1990 | 10-Apr-2023 | |
| VIX6M Style Index Calculations | 2-Jan-1990 | 10-Apr-2023 | |
| 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 data |
| ZIV 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