VIX Index Replication Engine
Production-grade implementation of the CBOE VIX Index calculation with millisecond precision. Full transparency, comprehensive visualizations, and a live calculator demo.
VIX Calculation Methodology
The VIX Index measures the market's expectation of 30-day forward-looking volatility, derived from SPX option prices using the CBOE methodology.
Main Formula
Where the variance is calculated as:
Calculation Steps
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Calculate Forward Price
Use put-call parity at the ATM strike: F = K + e^(RT) x (Call - Put)
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Select K0 (ATM Strike)
First strike price immediately below the forward index level
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Select OTM Options
Puts below K0, calls above K0. Stop at two consecutive zero-bid strikes.
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Calculate Variance
Sum weighted contributions from each strike, apply adjustment term
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Interpolate to 30 Days
Combine near-term and next-term variances for constant 30-day maturity
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Compute Final VIX
VIX = 100 x sqrt(interpolated variance)
Interactive Visualizations
Explore the VIX calculation through 12 interactive charts. Each visualization demonstrates a key aspect of the VIX methodology.
Live VIX Calculator
Calculate VIX in your browser using Pyodide (Python compiled to WebAssembly). Adjust the parameters below to see how different market conditions affect VIX.
Quick Start
Get started with the VIX calculation engine in just a few lines of code.
from src.vix_calculator import VIXCalculator
from src.data_ingestion import SimulatedDataGenerator
from datetime import datetime
# Generate sample data
generator = SimulatedDataGenerator()
snapshot = generator.generate_single_snapshot(datetime.now())
# Calculate VIX
calculator = VIXCalculator()
result = calculator.calculate_from_snapshot(snapshot)
print(f"VIX: {result.vix_value:.2f}")
print(f"Calc time: {result.calculation_time_ms:.3f} ms")
Installation
# Clone the repository
git clone https://github.com/Digital-AI-Finance/vix-index.git
cd vix-index
# Install dependencies
pip install -r requirements.txt
# Run validation
python scripts/validate_against_cboe.py