Where can I find historical data for the CBOE Volatility Indexes?
Answer
Global Financial Data (GFD) has daily index data going back to 1986. Note: Users must authenticate with their HawkID, then log in to GFD.
- Type CBOE or VIX in the FILENAME search box.
Use Eikon with Datastream, available on select computers in the Business library.
Use Bloomberg, available on select computers in the Business Library.
- Type VIX, hit the yellow <INDEX> key, then type HP and hit <GO>.
- Daily, weekly, monthly, and yearly data available.
Visit the homepage of the Cboe (Chicago Board Options Exchange).