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.
*Please contact Index Sales if your intended usage meets either of the two criteria below:
1. If customers wish to use the data internally for any purpose other than Display Use for an individual.
2. If customers wish to re-distribute data to third parties (external distribution), or intend to use the data to calculate Indices, or use to create financial products, additional fees will apply.
A daily file delivery to the Cboe DataShop SFTP between 16:35-19:00pm U.S. Eastern. On early close days, the schedule moves up 3 hours.
Historical Data:
Available from May 9, 2022 to present available as one file per day.
Reference:
