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I am doing a small research and looking for a place to purchase historical minute CBOE Index data. I am interested in:

VIX - CBOE Volatility Index
VVIX - CBOE VIX VOLATILITY INDEX
VXV - CBOE VIX VOLATILITY INDEX
VXST - CBOE Short-Term Volatility Index
VXMT - CBOE Mid-Term Volatility Index
VIN - CBOE Near-term VIX Index
VIF - CBOE Far-term VIX Index

Is there a reliable place of getting such data?

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  • $\begingroup$ @Vitali_Halapjan Did this help you at all? $\endgroup$ – Ted Taylor of Life Jul 26 '16 at 23:38
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Yes,there is. Key is how long you want to go back/need

Educational

If you are a student you can get the data from your school if you have access to a database known as WRDS (Wharton Research Data Services) (They have OptionMetrics) Other educational sources would be Thomson Reuters Sirca Tick Data and Bloomberg.

Non Educational

Nanex Historical Data nanex cboe

From CBOE ITSELF

Historical Options Data purchase historical minute CBOE Index data


Best of Luck!

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For VIX and VVIX you can try FirstRate Data which has 1-minute bars going back 5 years

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