End of day options pricing from the Chicago Board Options Exchange
The New VIX still measures the market’s expectation of 30-day volatility, but in a way that conforms to the latest thinking and research among industry practitioners. The New VIX is based on S&P 500 index option prices and incorporates information from the volatility “skew” by using a wider range of strike prices rather than just at-the-money series.
CBOE (Chicago Board Options Exchange)
Last updated February 1st, 2024. Data updated monthly.
CBOE Options End of Day
Last updated January 18th, 2024. Data update frequency is not defined.
Last updated February 13th, 2024. Data update frequency is not defined.