Tag Archives | VIX Volatility Index

CBOE Volatility Index (VIX) Data

For years, I've been publishing, and updating weekly, a graph of VIX closing prices at my website.  The current graph represents data from Jan 2007 through the present time.

I find that most option traders are interested in this data because it allows them to get a sense of where VIX is, compared with where it has been.  Keep in mind that this index measures the implied volatility of a bunch of SPX option series, and is an indication of where 'the market' expects the implied volatility level will be 30 days in the future.

It's my intention to publish this graph here as well.  Most of the time it will appear on Saturdays, but that's not always going to be true.


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