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The term structure of VIX refers to the characteristic differences in the volatility calculated for options of different maturities. The concept of term structure is essential in the pricing and trading of VIX futures and options, offering insight into expectations of market volatility in forward contract months conveyed by
In addition to point-in-time data, the website will allow users to create historical time series for VIX term structure values and construct their own versions of VIX based on differing times to expiration. Historical data is available throughout the week except
The web page can be viewed at http://www.cboe.com/data/volatilityindexes/Default.aspx and requires users to register on myCBOE at www.cboe.com.