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VIX Data Hub

Correlation Analytics​

 

The Correlation Analysis dashboard encourages an exploratory conversation with 2015-2024 data, examining SVIX and UVIX daily returns alongside VIX Futures changes and M2-M1 Spread values. This open space lets you uncover unique patterns and anomalies, especially in extreme events, without imposed insights. Delve into the inverse relationships and style differences between SVIX and UVIX to form your own VIX trading perspectives.

2004-2024 VIX Futures - Spread Correlation Dashboard

2015-2024 VIX ETF - VIX Futures, Spread Correlation Dashboard

2015-2024 VIX ETF - VIX Futures Level, Spread Correlation Dashboard

2015-2024 SVIX-UVIX Correlation Dashboard

Guide and Tips​

 

  • Hover over outlier points on the charts to highlight associated values across the dashboard, observing their unique characteristics.
     

  • Align with the Umbrella Bias Theory to ponder the meaning of each anomaly—how does it reflect market stages? This self-guided exploration helps you grasp the -2x relationship between SVIX and UVIX, with deviations in extremes revealing key trading nuances.

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