CBOE VVIX Index
The VVIX Index is an indicator of the expected volatility of the 30-day forward price of the VIX. Calculated by CBOE, provided by Quandl
How to use
# For use in your algorithms via the pipeline API
from quantopian.pipeline.data.quandl import cboe_vvix

# For use in Quantopian Research, exploring interactively
from quantopian.interactive.data.quandl import cboe_vvix
Key Metrics
asof_date - the timeframe to which this data applies
timestamp - the simulated date upon which this data point is available to a backtest
vvix - volatility of VIX
Example Usage
Various notebooks, algorithms, and posts that use this data.

Vendor
Quandl hosts data from hundreds of publishers on a single easy-to-use website.
Price
Free
Timespan of data
03 Jan 2007 - Ongoing