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 in a way that conforms to the latest thinking and research among industry practitioners. 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. This database is listed under CBOE on the WRDS menu.

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