VIX Options Historical Data

Getting VIX Options Historical Data

VIX options historical data is available through the CBOE DataShop (previously Market Data Express), which you can find listed on CBOE website (under "Data" in the main menu).

If you only need VIX options data, you can order the VIX symbol only (otherwise you can order data for all CBOE option contracts, which may be unnecessarily expensive in total, but of course much cheaper per symbol).

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.

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