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4 votes

Algorithm / source to calculate historical expiry dates of futures

I think the simplest way to do this in Python is with Databento's API. ...
madilyn's user avatar
  • 5,224
0 votes

VIX options historical data

Many good answers, also worth mentioning you can simply reverse engineer it based on VIX, VVIX and rates historical data, and plug this into a pricing model
John's user avatar
  • 370

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