CBOE VXV Index
CBOE VXV is a constant measure of 3-month implied volatility of the S&P 500 Index options
The CBOE 3-Month Volatility Index is designed to be a constant measure of 3-month implied volatility of the S&P 500 Index options.
from quantopian.pipeline.data.quandl import cboe_vxv
from quantopian.interactive.data.quandl import cboe_vxv
timestamp - the simulated date upon which this data point is available to a backtest
high - daily high for VXV
asof_date - the timeframe to which this data applies
low - daily low for VXV
close - close price for VXV
open - open price for VXV
Quandl hosts data from hundreds of publishers on a single easy-to-use website.