I noticed today that the CBOE has decided to devote a portion of the VIX section of their web site to VIX term structure information. The CBOE’s VIX term structure page, which I believe is new as of yesterday of today, uses yesterday’s data and has a graph of the term structure of the VIX and a table of VIX term structure data going out through December 2010. In addition, there is a downloadable spreadsheet with historical term structure data going back to 1992.
For those interested in getting a better sense of the VIX, understanding the term structure of the VIX is an essential step in that process.
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