New Data Product Launch: VIX Index EOD Calculation Inputs Available As Of May 9, 2022

Contains inputs for the last published value of the Cboe Volatility Index (VIX) on each trading day. This daily file can be used to meet regulatory requirements and support trading strategies. The VIX calculation incorporates SPX option prices across expirations and strikes to derive a 30-day expected volatility of the S&P 500 Index. All strikes are included along with their weights and contributions. Other components such as the risk-free rate and forward index level are also provided. For more information, please click here