Graph and download economic data for CBOE Volatility Index: VIX (VIXCLS) from 1990-01-02 to 2025-12-01 about VIX, volatility, stock market, and USA.

This dataset contains Volatility Index (VIX) Data, which began on September 22, 2003; the Chicago Board Options Exchange Holdings, Inc. (CBOE) began disseminating price level information using the revised methodology for the Volatility Index, VIX.

Actual value and historical data chart for United States Stock Price Volatility

Graph and download economic data for Equity Market Volatility Tracker: Elections And Political Governance (EMVELECTGOVRN) from Jan 1985 to Oct 2025 about political, volatility, uncertainty, equity, government, and USA.

S&P 500 Index Options Implied Volatility Dataset

This dataset contains detailed options market data for S&P 500 index options, focusing on implied volatility and other key options Greeks. The data provides comprehensive information about option contracts, pricing, and market sentiment for one of the most widely traded equity index options in the world.

Dataset Overview

This dataset captures options data for SPY (SPDR S&P 500 ETF Trust), which tracks the S&P 500 index. Each record represents a specific options contract with detailed pricing information and calculated risk metrics. The sample shown is for a call option expiring on January 5, 2024, with a strike price of $484.00, observed on January 2, 2024.

Features Description

Contract Identification

• contractID: Unique identifier for the option contract (e.g., 'SPY240105C00484000')
• symbol: Underlying asset ticker symbol ('SPY')
• expiration: Option expiration date in YYYY-MM-DD format
• strike: Strike price of the option
• type: Option type ('call' or 'put')

Market Data

• last: Last traded price of the option
• mark: Current mark price (typically mid-point between bid and ask)
• bid: Current highest bid price
• bid_size: Number of contracts at the bid price
• ask: Current lowest ask price
• ask_size: Number of contracts at the ask price
• volume: Trading volume for the day
• open_interest: Total number of outstanding contracts
• date: Date of the observation

Options Analytics

• implied_volatility: Market's expectation of future volatility derived from option prices
• delta: Rate of change in option price relative to changes in underlying asset price
• gamma: Rate of change in delta relative to changes in underlying asset price
• theta: Rate of option value decay as time passes (time decay)
• vega: Sensitivity of option price to changes in implied volatility
• rho: Sensitivity of option price to changes in interest rates

Finland: Stock price volatility, percent: The latest value from 2021 is 21.05 percent, a decline from 21.84 percent in 2020. In comparison, the world average is 20.14 percent, based on data from 87 countries. Historically, the average for Finland from 1987 to 2021 is 22.88 percent. The minimum value, 10.97 percent, was reached in 1989 while the maximum of 54.62 percent was recorded in 2001.

VIX Volatility Index - Historical chart and current data through 2025.

Graph and download economic data for Equity Market Volatility Tracker: Exchange Rates (EMVEXRATES) from Jan 1985 to Oct 2025 about volatility, uncertainty, equity, exchange rate, rate, and USA.

Stock price volatility in Vietnam was reported at 22.5 in 2021, according to the World Bank collection of development indicators, compiled from officially recognized sources. Vietnam - Stock price volatility - actual values, historical data, forecasts and projections were sourced from the World Bank on November of 2025.

Data consist of 5 minute transaction prices on 500 US stocks (components of the S&P500 index) and 168 Australian stocks. These are downloaded from the SIRCA database. Substantial cleaning is undertaken and the data are used to create a dataset of daily realized volatility estimates for each stock

VIX Daily Price Data

Overview

Contains historical data of the VIX Volatility Index from 2000 - 2025. The data is obtained from the yfinance api created by yahoo finance and contains the daily price data for the VIX.

The dataset contains the daily Open, Close, High, and Low of the VIX.

Columns Open: Starting price level of VIX for the day Close: Final price level of VIX for the day High: Highest price level of VIX for the day Low: Lowest price level of VIX for the day

The VIX is an index that measures near term volatility expectations for the S&P 500 gathered from SPX options data. VIX was created and maintained by CBOE.

Uses

This data can be used to train models on predicting the market's volatility forecasts. The VIX can also be compared to the realized historical volatility over a period of time.

Stock price volatility in Switzerland was reported at 18.23 in 2021, according to the World Bank collection of development indicators, compiled from officially recognized sources. Switzerland - Stock price volatility - actual values, historical data, forecasts and projections were sourced from the World Bank on November of 2025.

Stock price volatility in India was reported at 20.59 in 2021, according to the World Bank collection of development indicators, compiled from officially recognized sources. India - Stock price volatility - actual values, historical data, forecasts and projections were sourced from the World Bank on October of 2025.

Daily realised volatilities for the Dow Jones Index and 26 individual stocks.

The Realised Volatility data was used to evaluate different volatility forecasting methods. The Realised Volatility data was calculated using underlying high frequency prices obtained from Thomson Reuters Datascope.

Stock price volatility in Spain was reported at 26.47 in 2021, according to the World Bank collection of development indicators, compiled from officially recognized sources. Spain - Stock price volatility - actual values, historical data, forecasts and projections were sourced from the World Bank on November of 2025.

Oil shocks exert influence on macroeconomic activity through various channels, many of which imply a symmetric effect. However, the effect can also be asymmetric. In particular, sharp oil price changes "either increases or decreases" may reduce aggregate output temporarily because they delay business investment by raising uncertainty or induce costly sectoral resource reallocation. Consistent with these asymmetric-effect hypotheses, the authors find that a volatility measure constructed using daily crude oil futures prices has a negative and significant effect on future gross domestic product (GDP) growth over the period 1984-2004. Moreover, the effect becomes more significant after oil price changes are also included in the regression to control for the symmetric effect. The evidence here provides economic rationales for Hamilton's (2003) nonlinear oil shock measure: It captures overall effects, both symmetric and asymmetric, of oil price shocks on output.

Graph and download economic data for Volatility of Stock Price Index for United Kingdom (DDSM01GBA066NWDB) from 1985 to 2021 about volatility, stocks, United Kingdom, price index, indexes, and price.

Poland: Stock price volatility, percent: The latest value from 2021 is 26.57 percent, an increase from 25.59 percent in 2020. In comparison, the world average is 20.14 percent, based on data from 87 countries. Historically, the average for Poland from 1995 to 2021 is 25.89 percent. The minimum value, 15.45 percent, was reached in 2015 while the maximum of 51.36 percent was recorded in 1995.

United States - CBOE DJIA Volatility was 15.88000 Index in November of 2025, according to the United States Federal Reserve. Historically, United States - CBOE DJIA Volatility reached a record high of 74.60000 in November of 2008 and a record low of 2.71000 in July of 2021. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - CBOE DJIA Volatility - last updated from the United States Federal Reserve on December of 2025.

The data consists of daily data on 15 firms in the U.S., Oil & Gas Exploration & Production sub-sector. The data consists of a list of 19 items that correspond to 15 firms and 4 additional indices. The names of the firms are in 'ticker' format. The additional 4 indices correspond to data on: Crude oil, S&P 500 Mini, MSCI World stock market index, Natural Gas. For each item, the relevant daily data are: 1) Dates 2) RV - realized volatility 3) OPEN - opening price 4) CLOSE - closing price 5) LOW - lowest price 6) HIGH - highest price All data were calculated from high-frequency data which are however not available for free.