Methodology for Calculation of the VXN Index
On September 22, 2003, CBOE implemented a new methodology and revised price history for the VXN Index. The same formula and methodology used to calculate the VIX Index is applied to the VXN as well.
VXN Historical Price Data
Please select from the links below for VXN historical data using the new methodology:
VXN data for February 2001 - Present (Updated Daily)
Click here for the most recent VIX, VXO, and VXN Open, High, Low and Close data.
CBOE Nasdaq 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.
VXN Price Charts
Links to More Up-to-date Price Information
Delayed Price Quotes
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CBOE is solely responsible for calculating and disseminating the CBOE NASDAQ-100 Volatility Index from the implied volatilities of certain options based on the Nasdaq-100 Index, and neither the Nasdaq Stock Market, Inc. nor any of its affiliates (which are collectively referred to as the Corporations) shall have any liability arising out of the calculation or dissemination of the CBOE Nasdaq-100 Volatility Index. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE CBOE NASDAQ-100 VOLATILITY INDEX.