VIX3M and VIX6M Style Index Calculations Back to 1990

Description

This product provides a spreadsheet with both the VIX3M and VIX6M data back to 1990.  Rather than repeat the information for these two indexes I have provided links to the overall descriptions and products for the individual indexes. The indexes are updated through at least June 2023 (see this table for specific dates)

Methodologies and Data Analysis:

• Calculating a VIX3M Style Index Back to 1990
• Calculating a VIX6M Style Index Back to 1990

Individual Products

• VIX3M
• VIX6M