To use the VIX Volatility Indexes page, you must be logged into your myCboe account. Additionally, you must have entered your company name in your myCboe profile.
On this web page, users may request historical VIX index data by choosing from three query types:
Query by expiration month number - Currently, the Cboe may list up to 10 standard SPX option expirations.
Using this query, the user may select any of the ten available expiry months for which VIX historical information is desired.
For example, a user wishing to construct a time series of the VIX index calculated using the first available SPX expiration month would select Expiry month 1 in the following list.
Query by expiration date - Using this query, the user may select a particular SPX expiration date for which a time series of the VIX index is desired.
After selecting this query type, the user must then select a start and end time/date for the time series before the available expiration dates will be populated.
Query by constant maturity - This query may be used to construct a time series of VIX index values using a constant maturity supplied by the user.
Currently the Cboe regularly disseminates a 30-day (Ticker Symbol: VIX) and 93-day (Ticker Symbol: VXV) Volatility Index.
Selecting this query will prompt the user to enter the number of trading days for the desired constant maturity.
Once the query type is complete, the user may then select the frequency of the time series desired. An option to name and save submitted queries for future use is available. After submitting the desired query the user is taken to the query results page where the resulting query may be downloaded as a compressed csv file. An e-mail notifying the user of the completion of a query will be sent to the e-mail address submitted when setting up your myCboe account.
Note that data will not be available on Saturdays, between noon and 9:00 p.m. CT or week-days between 7:00 and 7:10 a.m. CT. Data updates approximately every fifteen seconds during each trading day. The data is provided for informational purposes only. Cboe makes no guarantee as to the accuracy of the data. Your use of the data is subject to the Terms and Conditions of the Cboe Website.
Please choose the Start Time/Date and End Time/Date of Data to be Retrieved:
Constant Maturity Value to be used for calculation
36 is the Minimum value that can be entered for Constant Maturity. Be aware that entering too large a number, ex: 800, may exceed the available expirations for a particular date, reducing the amount of data that is returned.
thinkorswim trade w/ advanced trading tools. Open an account and get up to $600!
New TradeStation Pricing. $5/Trade + $0.50 Per Contract for Options. Open an Account.
Trade free for 60 days on thinkorswim from TD Ameritrade.