About this Database

The Volatility Index (VIX) is a key measure of market expectations of 30-day volatility conveyed by S&P 500 stock index option prices. Introduced in 1993 by Professor Robert E. Whaley, the VIX has been considered by many to be the world's premier barometer of investor sentiment and market volatility. 

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Access

Access method

WRDS

Access notes

 

 

 

Harvard University faculty, students (including MBA students) and researchers can request a WRDS account.


WRDS accounts are not provided or available for access during the summer or extended semester breaks.

 

See WRDS Cloud documentation for details on connecting via SSH to run programs in SAS, Python, R, or Stata.


Related Resources

WRDS - Wharton Research Data Services