On September 22, 2003, the CBOE began disseminating price level information using revised methodology for the CBOE Volatility Index, VIX. A spreadsheet with more than 13 years of price history data using this new methodology is now available.
Please select from the links below for VIX historical data:
New methodology: VIX data for 2004 to present (Updated Daily) *
New methodology: VIX data for 1990 - 2003 *
Old methodology: VXO data for 2004 to present (Updated Daily) *
Old methodology: VXO data for 1986 - 2003 *
Click here for the most recent VIX, VXO, and VXN Open, High, Low and Close data.
* Please note that after September 22, 2003, the volatility index prices using the new methodology will be stated as "VIX" and the volatility index prices using the old methodology will be stated as "VXO".
CBOE Volatility Index data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action. The information and data was obtained from sources believed to be reliable, but accuracy is not guaranteed.
Price History
Please click here for an Excel spreadsheet with daily closing prices (where available) for these nine indexes: CBOE Volatility Index® (VIX®), CBOE S&P 100 Volatility Index (VXO), CBOE S&P 500 BuyWrite Index (BXM), CBOE S&P 500 2% OTM BuyWrite Index (BXYSM), CBOE S&P 500 PutWrite Index (PUTSM), S&P 500® Total Return Index (SPTR), S&P 500® Index (SPX), S&P 100® Index (OEX) and S&P SmallCap 600 Index (SML). In addition, Market Data Express gives users access to more than 16 years of historical options data.
VIX Futures Historical Price and Volume Data
Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of Characteristics and Risks of Standardized Options (ODD). Copies of the ODD are available from your broker, by calling 1-888-OPTIONS, or from The Options Clearing Corporation, One North Wacker Drive, Suite 500, Chicago, Illinois 60606.
Standard & Poor's, S&P, S&P 100, S&P 500, and S&P SmallCap 600 are registered trademarks of McGraw-Hill Inc. CBOE Volatility Index, FLEX, FLexible EXchange, LEAPS, MNX, OEX, VIX, XEO CBOE, and Chicago Board Options Exchange, are registered trademarks of Chicago Board Options Exchange, Incorporated. VXNSM and SPXSM are 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.
Copyright 2010 Chicago Board Options Exchange, All Rights Reserved. |
Options involve risk and are not suitable for all
investors. Prior to buying or selling an option, a person must receive a copy
of Characteristics and Risks of Standardized
Options (ODD). Copies of the ODD are available from your broker, by
calling 1-888-OPTIONS, or from The Options Clearing Corporation, One North
Wacker Drive, Suite 500, Chicago, Illinois 60606. The information on this
website is provided solely for general education and information purposes and
therefore should not be considered complete, precise, or current. Many of the
matters discussed are subject to detailed rules, regulations, and statutory
provisions which should be referred to for additional detail and are subject to
changes that may not be reflected in the website information. No statement
within the website should be construed as a recommendation to buy or sell a
security or to provide investment advice. The inclusion of non-CBOE
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