VIX Futures Data 2004-2019






This spreadsheet integrates all available monthly VIX futures data from 2004 through January 2019 and organizes it into a continuous time series organized by the future’s order of expiration.  This data can be used to compute volatility indexes like SPVXSTR, SPVXSP, SPVXMSTR, and SPVXMP but those calculations are not included in this spreadsheet.

For more information see

Cboe Volatility Index (VIX) Futures Data


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