Answered By: Lippincott Library Last Updated: Apr 27, 2016 Views: 25
Go to WRDS - Wharton Research Data Services. Log in using your Wharton username and password, then choose CBOE Indexes
Included are the following:
CBOE S&P 500 Volatility Index (VIX)
CBOE S&P 100 Volatility Index (VXO)
CBOE NASDAQ Volatility Index (VXN)
CBOE DJIA Volatility Index (VXD)
Global Financial Data has daily index data going back to 1986. Type CBOE or VIX in the FILENAME search box.
Use Bloomberg, available in Lippincott Library or Huntsman Hall. Type VIX, hit the yellow INDEX key, then type HP and hit GO. Daily, weekly, monthly, and yearly data available.
Homepage of the Chicago Board Options Exchange