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 CBOE (Chicago Board Options Exchange – the exchange that own the rights and calculates the index). The link to the download page is here: http://www.cboe.com/micro/VIX/historical.aspx.
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
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.