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VIX Futures Historical Values

$299.00

This download contains all 8 VIX futures months associated with this study + the spread measured in both points and percent for the 8 VIX futures spreads.

Category: Bundle Log

Description

Description

Trade log details:

Symbol: VX
Strategy: N/A
Days to Expiration: N/A
Date Range Start: 2004-05-19
Date Range End: 2022-06-15
Entry Days: Daily
Trade Timing: 4:00pm ET
Number of occurrences: N/A

Recent Comments

spintwig.com: Off the top of my head, I'd wager that it would underperfor…
Richard Meadows: Hi spintwig, how would rolling at 60DTE work in this scenar…
spintwig.com: Yes, but these are adjusted for SPX (10x SPY and hence 10x …
spintwig.com: Thanks for reaching out Ryan -- Adding stop losses would be…
Ryan J: Your commissions are over $7,000?! Trading 7 DTE option = 5…

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