VXN · The Nasdaq 100 Volatility Index
VXN volatility index: 21.2 as of 2026-10-02.
VXN Tech Volatility Index — Option-implied volatility gauge specifically calibrated to the tech-heavy Nasdaq 100 index.
The plate
Latest Snapshot
- Observations
- 6,462
- Sample
- 2001-01-23 – 2026-10-02
Launched by CBOE in 2001. A VXN reading above 35 typically signals that technology has entered systemic risk territory.
What this page answers
The latest observation for VXN stands at 21.20 (2026-10-02). The historical series spans 2001-01-23 through the present with 6462 data points; its secular mean is 25.13, with an all-time peak of 82.49 (2001-09-20) and a cyclical floor of 10.31 (2017-03-20).
Launched by CBOE in 2001. A VXN reading above 35 typically signals that technology has entered systemic risk territory. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.
VXN — historical year-end index readings
| Date | Value |
|---|---|
| 2026-10-02 | 21.20 |
| 2025-12-31 | 19.56 |
| 2024-12-31 | 19.92 |
| 2023-12-29 | 16.20 |
| 2022-12-30 | 27.60 |
| 2021-12-31 | 21.20 |
| 2020-12-31 | 26.93 |
| 2019-12-31 | 16.89 |
| 2018-12-31 | 31.44 |
| 2017-12-29 | 15.68 |
| 2016-12-30 | 16.68 |
| 2015-12-31 | 19.63 |
| 2014-12-31 | 19.64 |
| 2013-12-31 | 15.44 |
| 2012-12-31 | 20.56 |
| 2011-12-30 | 23.13 |
| 2010-12-31 | 19.48 |
| 2009-12-31 | 21.65 |
| 2008-12-31 | 40.79 |
| 2007-12-31 | 25.90 |
| 2006-12-29 | 16.23 |
| 2005-12-30 | 14.26 |
| 2004-12-31 | 18.58 |
| 2003-12-31 | 24.49 |
| 2002-12-31 | 46.94 |
| 2001-12-31 | 47.26 |
Displaying the 26 most recent of 6462 observations — complete series in JSON: https://historyofmarket.com/api/ndx/vxn.json
Data & Source
GET /api/ndx/vxn.json — Canonical dataset endpoint.
Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.
FAQ
What is the latest reading for VXN?
21.20 as of 2026-10-02, compared against a long-term historical mean of 25.13.
What historical period does the VXN data cover?
2001-01-23 through 2026-10-02 across 6462 continuous observations.
Where does this data come from?
History of Market combines public market and macro datasets — exchange closing prices, company filings, Robert Shiller, FRED, NBER, and the UBS Global Investment Returns Yearbook (Dimson–Marsh–Staunton). The exact endpoint for this panel is linked below.
How often is it updated?
Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh on Sunday. The timestamp shown on this page comes from the JSON payload.
Can I use the data?
Yes, for research and education with attribution to History of Market. Upstream data sources retain their own terms.