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.