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CBOE VXV Index
CBOE VXV is a constant measure of 3-month implied volatility of the S&P 500 Index options
Description
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.
How to use
# For use in your algorithms via the pipeline API
from quantopian.pipeline.data.quandl import cboe_vxv

# For use in Quantopian Research, exploring interactively
from quantopian.interactive.data.quandl import cboe_vxv
Key Metrics
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
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
04 Dec 2007 - Ongoing