Source:
Chicago Board Options Exchange
Release:
CBOE Market Statistics
Units:
Index, Not Seasonally Adjusted
Frequency:
Daily, Close
Notes:
VIX measures market expectation of near term volatility conveyed by stock index option prices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.
Suggested Citation:
Chicago Board Options Exchange,
CBOE Volatility Index: VIX [VIXCLS],
retrieved from FRED,
Federal Reserve Bank of St. Louis;
https://fred.stlouisfed.org/series/VIXCLS,
March 5, 2021.