VIX Index Calculation
CBOE VIX methodology demonstrated with synthetic SPX options data
VIX
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Calculated using the official CBOE VIX methodology from synthetic options chain data.
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Step 1 of 8
Options Chain Data
The VIX calculation begins with SPX (S&P 500) options data. We need options expiring in two time periods that bracket our 30-day target.
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Computation Breakdown
Step-by-step VIX calculation transparency
Near-Term Expiration
Next-Term Expiration
30-Day Interpolation
Final VIX Value
Volatility Surface
VIX Methodology
Complete CBOE VIX calculation methodology
Reference Materials
Official CBOE documentation and resources