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.  Updated through 5-April-2022.

Methodologies and Data analysis:

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

Individual Products

• VIX3M
• VIX6M