Tag Archives: vix

XIV historical data and pricing model since VIX futures available (2004)

Click here to download all the XIV, front month VIX futures and contango and backwardation data since 2004. Note that the data was updated on (California time). The calculated XIV price is modeled based on VIX futures data. This allows … Continue reading

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Closed half of my vxx shorts (1/4 of my original position)

I was not comfortable being more than 6K dollars short given the low volatility and the fragile situation in Europe and the american debt. If anything bad happens the market could go back to a high level of volatility and … Continue reading

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