The dataset was suspended from Data Buffet earlier this year during discussion with the source.

Created in 1993, the VIX Index is a measure of near-term (30-day) expected volatility based on S&P 500 stock index option prices (SPX bid/ask quotes). Figures are percentage points and tend to range between 10 and 80. The series start at January 2, 1990. They reside in the historical catalog (Cross-Country » Financial » SIX Financial Information » Volatility Indexes) and are:

• CBOEVIXOPNUD.IUSA = Open
• CBOEVIXHGHUD.IUSA = High
• CBOEVIXLOWUD.IUSA = Low
• CBOEVIXUD.IUSA    = Close

Because catalog locations are subject to change, the upper-right search box on DataBuffet.com provides a "find in catalog" mode that accepts a mnemonic.

References

• Official homepage
• VIX Index FAQ

See also

• Moody's Analytics S&P 500 realized volatility index
• Moody's Analytics forecast of S&P 500 volatility