Also, probably, in addition to VIX options you may need corresponding underlying futures data to do Interactive Brokers offers historical data for VIX options. You need to have an account , other than that - historical data downloads are also buy VIX option data directly from the exchange where they are traded, the Cboe: 

CFE VIX Tick data includes trades and quotes of all VIX futures contracts (VX) from the Cboe Futures Exchange (CFE). The historical data is available back to  Get free historical data for the S&P 500 VIX Futures CFDs. There are download links to futures historical data of many different underlying indices. VIX futures are listed as the first (“VX – CBOE S&P 500 Volatility Index  27 Nov 2017 The CBOE S&P500 Implied Volatility Index (VIX). linearly interpolating quoted futures prices. using historical data (P measure)  Also, probably, in addition to VIX options you may need corresponding underlying futures data to do Interactive Brokers offers historical data for VIX options. You need to have an account , other than that - historical data downloads are also buy VIX option data directly from the exchange where they are traded, the Cboe: 

Introduced in 2004 on Cboe Futures Exchange (CFE), VIX futures provide market participants with the ability to trade a liquid volatility product based on the VIX Index methodology. VIX futures reflect the market's estimate of the value of the VIX Index on various expiration dates in the future.

Introduced in 2004 on Cboe Futures Exchange (CFE), VIX futures provide market participants with the ability to trade a liquid volatility product based on the VIX Index methodology. VIX futures reflect the market's estimate of the value of the VIX Index on various expiration dates in the future. Monthly and weekly expirations are available and trade nearly 24 hours a day, five days a week. VIX futures provide market participants with a variety of opportunities to implement their view using Follow the VIX term structure graphically in real time. See the extent of the contango or backwardation. Retrieve and display historical VIX term structures all with a simple and intuitive interface. CBOE Vix Volatility Historical Data Get free historical data for CBOE Vix Volatility. You'll find the closing price, open, high, low, change and %change for the selected range of dates. The data CFE OHLC data is an end of day summary file that contains the volume traded, open interest, open, high, low and last sale price along with last bid and last ask of each VIX futures contract obtained from the Cboe Futures Exchange (CFE). The historical data is available by month back to April 2004. S&P 500 VIX Futures Historical Data. Get free historical data for the S&P 500 VIX Future CFDs. You'll find the closing price, open, high, low and %change for the selected range of dates. At the bottom of the table you'll find the data summary for the selected range of dates. VIX futures are listed as the first (“VX – CBOE S&P 500 Volatility Index (VIX) Futures”). Scroll down or click on the “ VX ” to see a list of individual futures contract months. Click on a particular month link to download the file. The CBOE posts historical volatility futures quotes, but not in a particularly helpful organization. Each expiration month has a separate spreadsheet, which currently adds up to > 100 different spreadsheets from May 2004 to now. Adding to the difficulties, there are four expiration months in the early years that didn’t exist at all

Also, probably, in addition to VIX options you may need corresponding underlying futures data to do Interactive Brokers offers historical data for VIX options. You need to have an account , other than that - historical data downloads are also buy VIX option data directly from the exchange where they are traded, the Cboe: 

VIX futures reflect the market's estimate of the value of the VIX Index on and sell SPX options at the prices that are used to calculate the final settlement value  

VIX Historical Price Data. On September 22, 2003, the Cboe began disseminating price level information using revised methodology for the Cboe Volatility Index, VIX. Please select from the links below for VIX historical data: Click here for the most recent VIX, VXO, and VXN Open, High, Low and Close data.

There are download links to futures historical data of many different underlying indices. VIX futures are listed as the first (“VX – CBOE S&P 500 Volatility Index  27 Nov 2017 The CBOE S&P500 Implied Volatility Index (VIX). linearly interpolating quoted futures prices. using historical data (P measure)  Also, probably, in addition to VIX options you may need corresponding underlying futures data to do Interactive Brokers offers historical data for VIX options. You need to have an account , other than that - historical data downloads are also buy VIX option data directly from the exchange where they are traded, the Cboe: 

VIX | A complete CBOE Volatility Index index overview by MarketWatch. View stock market news, stock market data and trading information.

Cboe Volatility Index® (VIX®) Options and Futures help you turn volatility to your advantage. Harness it to seek diversification, hedge or capitalize on volatility or efficiently generate income. Seek to capitalize on upward and downward market moves. Cboe Futures Exchange Global Site Futures Daily Settlement Prices CFE data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action.

VIX is the ticker symbol and the popular name for the Chicago Board Options Exchange's CBOE Volatility Index, a popular measure of the stock market's expectation of volatility based on S&P 500 index options. It is calculated and disseminated on a real-time basis by the CBOE, and is On March 26, 2004, trading in futures on the VIX began on CBOE Futures  The information and data was obtained from sources believed to be reliable, but accuracy is not guaranteed. Cboe Futures Exchange Daily Volume and Open  PLEASE NOTE: Some historical data will be temporarily unavailable after February 26th, 2018. VM - Cboe Mini-VIX Futures Price and Volume Detail:  Access historical price level information using revised methodology for the Cboe Volatility Index, VIX. VIX futures reflect the market's estimate of the value of the VIX Index on and sell SPX options at the prices that are used to calculate the final settlement value   CFE VIX Tick data includes trades and quotes of all VIX futures contracts (VX) from the Cboe Futures Exchange (CFE). The historical data is available back to  CFE VIX Tick data includes trades and quotes of all VIX futures contracts (VX) from the Cboe Futures Exchange (CFE). The historical data is available back to