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You Are Here: Home > Articles > Economy > CBOE Offers New VIX Term Structure Data

CBOE Offers New VIX Term Structure Data
Oct 22, 2008

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Bill Luby

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I noticed today that the CBOE has decided to devote a portion of the VIX section of their web site to VIX term structure information. The CBOE’s VIX term structure page, which I believe is new as of yesterday of today, uses yesterday’s data and has a graph of the term structure of the VIX and a table of VIX term structure data going out through December 2010. In addition, there is a downloadable spreadsheet with historical term structure data going back to 1992.


For those interested in getting a better sense of the VIX, understanding the term structure of the VIX is an essential step in that process.


by Bill Luby (VIX and More )

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