VIX Futures Historical Data

VIX Futures Historical Data Download

You can download daily OHLC historical data of VIX futures from the official website of CFE (CBOE Futures Exchange).

Go to this page:

There are download links to futures historical data of many different underlying indices. VIX futures are listed as the first (“VX – CBOE S&P 500 Volatility Index (VIX) Futures”). Scroll down or click on the “” to see a list of individual futures contract months.

Click on a particular month link to download the file.

VIX Futures Contract Month Data File Format

Historical data of individual VIX futures contract months are in the .csv format.

The columns in the spreadsheet are:

Final Settlement and Expiration Dates History

For contracts which have already expired, the last row of data in the CSV file is the final settlement day. You can easily recognize it not only because it is at the end, but also because all prices (Open, High, Low, Close) except the “Settle” price are zero, as well as Volume. The number in the “Settle” column is the final settlement value of the futures contract.

Here you can find VIX futures expiration calendar and expiration dates history.

Here you can find details about VIX futures expiration and settlement, as well as other contract specifications.

Daily Overview of CFE Futures Trading

Alternatively to the CSV files, which have the disadvantage that there is a separate file for each contract month, you can see an overview of all futures contracts for a particular day (not just VIX futures but also mini-VIX and futures on other indices like OVZ, GVZ, VXEEM).

Go to this page:

Select date and click on “Get Report”.

The page first displays merely a summary of trading volume and open interest by contract. To see the prices (Open, High, Low, Close, Settle) click on the “Futures: Price & Volume Detail” button, which is just below the date selection.

The data is just a html page (not Excel or any file to download).

Related pages

std dev calculatorc# exponential moving average13f securities listkurtosisample variance formula examplecall option thetacalculate kurtosisstrategies of hedge fundssma vs emauxvystock calculation in exceltrading vix derivatives0-100 calculatorexpiration calendaradvantages and disadvantages of weighted average methodexcel formulas standard deviationstandard deviation of differences calculatoroption trading greeksblack scholes variableseasy calculation mean median modelong straddle calculatorsharpe ratio formula exampledelta hedging optionsgeometric mean rate of return calculatorcommitment of traders chartvix stock symbolhow to calculate stdev in excelberkshire hathaway hedge fundmeasure of skewness and kurtosisprotective collar optionskewness valuesoption pricing greeksiron butterfly optionsample excel formulastheta of optionberkshire 13finstrict valuesharpes ratiotrade the vixsummation x squaredchange notepad background colorstandard variance calculatorvelocity shares etfmacd exceldef of standard deviationhow to calculate ror in excelgreeks for optionsberkshire hathaway 13-frsi indicator formulastandard deviation equation exceletf short s&petf ticker listexcel normdist functionwacc with preferred stockfree float factor calculationvix futures quotescalculate excel formulavariance calculation exceltrading options greeksmsft yahoo financehow to calculate median in excelwarren buffett sec filingsarithmetic return formulahow to compute variance in excelstandard deviation on financial calculatoruvxy tickerstock option price calculatorblack scholes model derivationdebit call spreadblack scholes formulacalculating mean in excel