VIX Historical Data

This page is an overview of historical data sources for the VIX index, futures, and options.

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).

Unfortunately the structure of CBOE website changes quite often and static links to data download pages get broken soon. It is best to navigate to the individual indices via the website's main menu and look for Indices, Volatility Indices. For the more popular indices, the main page of the index includes a link to a historical data CSV file.

VIX vs. VXO Data

CBOE changed the methodology for calculating the VIX on 22 September 2003. The index known as VIX today is calculated using the New Methodology.

Until September 2021 CBOE still calculated the Old Methodology alongside the new VIX under the symbol VXO – its data is still available on the CBOE website in full OHLC format, but it ends on 23 September 2021.

VIX Index Available Dates Range

The advantage of the Old Methodology (VXO) index is that its data starts several years earlier (1986) than the new VIX and covers the 1987 market crash, when the index reached all-time highest values.

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.

You can find current VIX option quotes on Yahoo Finance and get it into Python with the yfinance module.

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.

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