Introduction of VIX® to Individual Equity Options
CBOE BEGINS PUBLISHING VIX INDEX VALUES ON FIVE INDIVIDUAL EQUITY OPTIONS ON JANUARY 7
On Friday, January 7, 2011, CBOE began applying its CBOE Volatility Index® (VIX) methodology to volatility indexes for options on five highly active individual stocks:
The new benchmarks were designed to measure the expected volatility of the respective individual equities. In addition, CBOE may expand the list of individual equities on which volatility values would be applied in the future, depending on demand.
Press Release - March 16, 2011 CBOE to Launch Options on Volatility Indexes of Individual Stocks and Crude Oil ETF
Spreadsheets with Historical Price Data on CBOE Equity VIX Indexes
*All historical price data is provided for informational purposes only. CBOE makes no guarantee as to the accuracy of the data. Your use of this historical price data is subject to the Terms and Conditions of the CBOE Website.
Key Links
Press Release - January 5, 2011 CBOE to Apply VIX Methodology to Individual Equity Options
Press Release - March 16, 2011 CBOE to Launch Options on Volatility Indexes of Individual Stocks and Crude Oil ETF
Volatility Indexes
CBOE Volatility Index® (VIX®)
Spreadsheets with Historical Data on Equity VIX Indexes
Historical Stock Volatilities
Price Charts
More Index Charts
Link to more Index Charts
Links for More Up-to-date Price Information
Price Quotes Page
Advanced Charts
Spreadsheets with Historical Price Data
Historical Daily Prices - Spreadsheet with Closing Prices for Several Indexes
Historical Month-end Prices - Spreadsheet with Closing Prices for Several Indexes
In addition, Market Data Express gives users access to more than 16 years of historical options data
CBOE Volatility Index, VIX, CBOE, and Chicago Board Options Exchange are registered trademarks of Chicago Board Options Exchange, Incorporated. The methodology of the CBOE Volatility Index is owned by CBOE and may be covered by one or more patents or pending patent applications. All other trademarks and servicemarks are the property of their respective owners.