Answered By: Lippincott Library Last Updated: Jul 13, 2020 Views: 294
Go to WRDS.
- 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).
Note: WRDS requires a Wharton username and password.
Global Financial Data has daily index data going back to 1986.
- Type CBOE or VIX in the FILENAME search box.
Use Datastream, available at Lippincott Library.
Use Bloomberg, available at Lippincott Library or in 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.