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Volatility Related Indexes: Historical Data, Methodology

October 8, 2024December 7, 2014 by Vance Harwood

Unless you have access to a Bloomberg terminal or something similar finding quotes and historical data for volatility indexes can be an adventure. Below I’ve assembled links to the online resources that I’ve been able to find. Links marked with a “$SFI” are historical data sets that I offer for sale—they don’t match the official indexes exactly, but they are very close. In many cases, …

Getting index quotes on Bloomberg—not always obvious

October 14, 2018September 4, 2011 by

It used to be that quotes / charts for all of the underlying indexes for volatility ETNs could be found on Bloomberg, however some of them are no behind their paywall. For example VXX uses SPVXSTR which is no longer free, however XIV uses SPVXSP which is still available for free. These indexes show the indicated value of the index that the ETNs track—this is the value used …