VIX Historical Data

VIX Historical Data Free Download from CBOE

You can download historical data of the VIX (CBOE Volatility Index) for free directly on the official website of (Chicago Board Options Exchange – the exchange that own the rights and calculates the index). The link to the download page is here: .

If this link doesn’t work, you can get to the page through the main menu on CBOE.com (Products, Index Sites, find a link to VIX Index, and then find a link to Historical Data).

VIX Historical Data Download Page Orientation

The data is in .csv format, which you can open in Excel and easily transform to .xlsx or .xls. There are multiple files available for downloading, but everything is explained quite clearly.

You should just know that CBOE changed the methodology for calculating the CBOE Volatility Index on 22 September 2003. The index known as VIX today is calculated using the New Methodology. CBOE still calculates the Old Methodology too, under the ticker VXO.

VIX Historical Data Available

The advantage of the Old Methodology (VXO) index is that it has slightly longer history available. The data goes back to 1986 and it is Open-High-Low-Close throughout the whole history.

VIX Index (New Methodology) historical data is available starting from 1990 (Close only); OHLC data starts from 1992.

Historical data of several other indexes by CBOE are also available on the page.

VIX Futures Historical Data

In other parts of CBOE website you can also download historical data of VIX futures (the whole history starting from 2004). The link and basic instructions are here.

VIX Options Historical Data

VIX options historical data is a bit harder to get and unlike end-of-day VIX index or VIX futures data it is not free. Here you can see basic instructions and links for getting VIX options historical data.

VIX COT (Commitment of Traders)

CFTC publishes weekly Commitment of Traders report for VIX futures. On CFTC website you can find both the current VIX COT reports, as well as historical data. You can find basic instructions and explanation here.


Related pages


what does oversold mean in stockshow to calculate standard deviation using calculatoroptions rhocalculating volatility for black scholeswhat is the formula for sample variancecalculate exponential moving averages&p official websiteyahoo finance msftstock variance calculatorcalculate annualized return excelvix options chainput and call options for dummiesoverbought stockblack scholes examplexiv velocityshareskurtosis and skewinterpreting kurtosisvstoxx volatility indexsp500 short etfmoments skewness and kurtosisoptions long straddleoptions pricing black scholeshow to calculate sigma squaredema rsikurtosis for normal distributionpercentile standard deviation calculatoroption pricing black scholeshow to calculate stdev in excelvix historical chartfixed income arbitrage exampleexcel median calculationrange variance standard deviation calculatorshort straddlescftc commitment of traders reportvolatility avgfinding the sample variancefutures options expirationhow to calculate annualized volatilityblack scholes merton formulaannualized return formula excelstandard deviation derivationcalc standard deviationxiv velocitysharesgeorge soros fund holdingsstandard deviation population calculatorvix quotevalue of a call option formulachicago vixvix stock priceskewness statisticskurtosis in statisticssharpe ratio formula examplecalculate std deviationotm optionoption pricing model excelhow to calculate weighted average of percentagesvxx financecalculating probability in exceltrading vix optionsspvxstr indexcall put option graphhow to work out skewnesskurtosis definition in statisticscost of common equity capital calculatormonospace fonts listsample variance excel formulastandard deviation in mathscboe paper tradestraddles optionskurtosis exampleskurtosis calculationsample variance derivationnormsdist calculatorfx formula in excelskewness and kurtosis exampleshow to calculate rhocoefficient of skewness calculator