{"id":20354670,"url":"https://github.com/datasets/finance-vix","last_synced_at":"2026-01-27T23:48:39.563Z","repository":{"id":45836087,"uuid":"21068442","full_name":"datasets/finance-vix","owner":"datasets","description":"CBOE Volatility Index (VIX) time-series dataset including daily open, close, high and low.","archived":false,"fork":false,"pushed_at":"2024-10-30T00:47:38.000Z","size":411,"stargazers_count":62,"open_issues_count":0,"forks_count":34,"subscribers_count":10,"default_branch":"main","last_synced_at":"2024-10-30T02:54:05.078Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":"https://datahub.io/core/finance-vix","language":"Makefile","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/datasets.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2014-06-21T12:55:57.000Z","updated_at":"2024-10-30T00:47:42.000Z","dependencies_parsed_at":"2024-11-07T01:32:00.623Z","dependency_job_id":null,"html_url":"https://github.com/datasets/finance-vix","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/datasets%2Ffinance-vix","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/datasets%2Ffinance-vix/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/datasets%2Ffinance-vix/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/datasets%2Ffinance-vix/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/datasets","download_url":"https://codeload.github.com/datasets/finance-vix/tar.gz/refs/heads/main","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":241886183,"owners_count":20036959,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-11-14T23:09:20.769Z","updated_at":"2026-01-27T23:48:34.538Z","avatar_url":"https://github.com/datasets.png","language":"Makefile","funding_links":[],"categories":[],"sub_categories":[],"readme":"\u003ca className=\"gh-badge\" href=\"https://datahub.io/core/finance-vix\"\u003e\u003cimg src=\"https://badgen.net/badge/icon/View%20on%20datahub.io/orange?icon=https://datahub.io/datahub-cube-badge-icon.svg\u0026label\u0026scale=1.25\" alt=\"badge\" /\u003e\u003c/a\u003e\n\n# Finance VIX\n\nCBOE Volatility Index (VIX) time-series dataset including daily open, close,\nhigh and low. The CBOE Volatility Index (VIX) is a key measure of market\nexpectations of near-term volatility conveyed by S\u0026P 500 stock index option\nprices introduced in 1993.\n\n## Data\n\nFrom the [VIX FAQ][faq]:\n\n\u003e In 1993, the Chicago Board Options Exchange® (CBOE®) introduced the CBOE\n\u003e Volatility Index®, VIX®, and it quickly became the benchmark for stock market\n\u003e volatility. It is widely followed and has been cited in hundreds of news\n\u003e articles in the Wall Street Journal, Barron's and other leading financial\n\u003e publications. Since volatility often signifies financial turmoil, VIX is\n\u003e often referred to as the \"investor fear gauge\".\n\u003e\n\u003e VIX measures market expectation of near term volatility conveyed by stock\n\u003e index option prices. The original VIX was constructed using the implied\n\u003e volatilities of eight different OEX option series so that, at any given time,\n\u003e it represented the implied volatility of a hypothetical at-the-money OEX\n\u003e option with exactly 30 days to expiration.\n\u003e\n\u003e The New VIX still measures the market's expectation of 30-day volatility, but\n\u003e in a way that conforms to the latest thinking and research among industry\n\u003e practitioners. The New VIX is based on S\u0026P 500 index option prices and\n\u003e incorporates information from the volatility \"skew\" by using a wider range of\n\u003e strike prices rather than just at-the-money series.\n\n[faq]: http://www.cboe.com/micro/vix/faq.aspx\n\n## Development\n\nThis is a simple pipeline where the only requirement is to have `curl` and `make`. You can get the data by running the following command locally:\n\n```bash\nmake\n```\n\n## License\n\nNo obvious statement on [historical data page][historical]. Given size and\nfactual nature of the data and its source from a US company would imagine this\nwas public domain and as such have licensed the Data Package under the Public\nDomain Dedication and License (PDDL).\n\n[historical]: https://www.cboe.com/tradable_products/vix/vix_historical_data/\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fdatasets%2Ffinance-vix","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fdatasets%2Ffinance-vix","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fdatasets%2Ffinance-vix/lists"}