Indices
Indices: Introduction
Get started with index data from the Databento Core Indices dataset.
Indices
Historical
Implied SPX index from ES futures curve
Estimate an S&P 500 spot proxy from the front two ES contracts.
Indices
Futures
Historical
Filter options by moneyness
Calculate moneyness across the SPXW chain and set a volatility-adjusted strike range.
Indices
Options
Historical
Filter SPXW strikes by VIX-implied expected move
Interpolate the VIX to set a volatility-adjusted strike range for SPXW expirations.
Indices
Options
Historical