India VIX – Daily Historical Volatility Index Dataset
A structured historical time-series dataset containing daily India VIX (Volatility Index) values, designed for risk analysis, options pricing, volatility modeling, and portfolio hedging strategy research.
Dataset Metrics
Data Format
Dataset Schema (6 features)
| Name | Type | Nullable | Description |
|---|---|---|---|
| Date | string | No | |
| VIX_Open | float | No | |
| VIX_High | float | No | |
| VIX_Low | float | No | |
| VIX_Close | float | No | |
| Volume | integer | Yes |
License & Compliance
About This Dataset
This dataset includes: Date India VIX Value (Open, High, Low, Close) Volume / Open Interest (if available) The India VIX measures market expectation of near-term volatility conveyed by Nifty 50 stock index option prices. The dataset has been processed through a financial validation workflow including: Duplicate date removal Chronological ordering Range validation (India VIX typically 9–80) Outlier detection Missing value handling Schema standardization Optimized for: Options pricing models Volatility forecasting (GARCH/VIX) Portfolio risk management Market stress testing Hedging strategy design Quantitative risk analytics Sentiment analysis modeling
Data Quality
Clean daily time-series format, No duplicate dates, Validated value ranges (typical VIX bounds), Financial sanity checks applied, ML-ready numeric structure, Chronologically ordered
Use Cases
Volatility forecasting models Options pricing & Greeks calculation VaR (Value at Risk) modeling Portfolio hedge ratio optimization Market stress detection systems Systematic trading risk filters Behavioral finance research
Limitations
Historical dataset (not live) Single index only May not include implied vs realized volatility breakdown No OTC data included
Methodology
Validation Workflow Structural Checks Column normalization Datetime format standardization Schema consistency validation Time-Series Integrity Chronological sorting Duplicate elimination Trading calendar gap validation Domain-Specific Checks India VIX range validation (9–80 typical) Negative/zero value detection Extreme spike contextual review (market crash periods) Intraday consistency if applicable Statistical Review Distribution analysis Z-score based outlier flagging Volatility clustering pattern verification Export Clean UTF-8 CSV Analytics-ready formatting
Geographic Coverage
Source Information
Governance & Review
Usage & Restrictions
License: CC BY 4.0 — This dataset is licensed for use by the purchasing entity. Refer to the specific license terms for permitted use.
Access Control: Download links are time-limited and single-use. All access is logged for audit purposes.