Go to WRDS (see access details).

• 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 GFD Universe search box in the middle of the page.

Use Datastream.  

• To access Datastream, you must first create a LSEG Workspace account (formerly Refinitiv). After you have done that, please email lippincott@wharton.upenn.edu to request access. The Lippincott librarians will confirm that Datastream access has been added to your account.
• After your account has been set up, download the LSEG Workspace for Desktop application. This includes the platform software and the Excel add-in. Once installed, you will see a Refinitiv tab/ribbon in Excel. Click Sign in and use the same user ID/password as for the regular LSEG Workspace for Students application. The Excel plug-in is only available for Windows.
• Some Datastream series are available via WRDS (see access details).

Use Bloomberg (see access details).

• Type VIX, hit the yellow <INDEX> key, then type HP and hit <GO>.
• Daily, weekly, monthly, quarterly, and yearly data available.

Visit the Chicago Board Options Exchange (CBOE) website.