VIX Options Historical Data

Getting VIX Options Historical Data

VIX options historical data is available through the Market Data Express which you can find listed on CBOE website (under “Quotes & Data” in the main menu).

The address of the data website itself is:

www.marketdataexpress.com

If you only need VIX options data, you can order the one symbol only (otherwise you can order data for all CBOE option contracts, which may be unnecessarily expensive).

For more information see:

Price list: www.marketdataexpress.com/servicePrices.aspx

FAQ: www.marketdataexpress.com/serviceFAQ.aspx

VIX Options Historical Data for Free

At present I don’t know of any free sources of VIX options historical data with good quality and convenient format. You can get some VIX options history from some retail brokers (for example using the thinkBack feature with ThinkOrSwim). Nevertheless, if you want a reliable systematic solution, you will probably have to pay for the data.