The Complete Historical Volatility Database
Clean, aligned and analysis-ready VIX & S&P 500 data since 2004 — built for traders, quants, and risk teams.
Our daily allocation signal helps investors, advisors, and portfolio managers adjust exposure ahead of market stress. Delivered before market close, it identifies shifts between equity and defensive regimes using proprietary volatility analytics — enabling proactive risk management and faster participation in rebounds.
Since 2004
20+ years of end-of-day VIX futures prices, volatility data, and metrics
Ready to Use
Harmonized dataset available in XLSX, CSV, and JSON formats
Verified
Cross checked against official releases and reconciled
Stop Cleaning Data. Start Analyzing.
Inconsistent sources and missing expiries resolved.
Aligned future curves (6 monthly expiries) and roll series.
Advance metrics such as Contango %, Roll Yield, Carry Intensity, Reversion Intensity, and more.
Seamless into Excel, Python, or your backtest engine.
Data Packages Overview
We solve the messy part of volatility data so you can focus on research and execution.
Data format: XLSX, CSV, JSON
Subscription includes 25 downloads/monthly or 300/yearly to keep your dataset current
Cancel anytime through VIXSPIKE Data Portal