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gb50k

Intraday Contango Indicator

gb50k  
AMEX:VXX*NASDAQ:XIV   None
contango VXX UVXY VIX CBOE Volatility Index Volatility
1
0
contango vxx uvxy vix volatility
Use changes in VXX * XIV to approximate intraday changes in state of contango (available EOD as VI2!/VI1!)

The rate of change in vxx * xiv closely approximates changes in contango
snapshot
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