The term structure of the Vix is the differences in volatility calculated for options of different maturities. This concept is essential in pricing and trading Vix futures and options. It offers insight into expectations of market volatility in forward contract months, conveyed by S&P 500 Index Options prices.

Users will be able to create historical time series for Vix term structure values and construct their own versions of Vix based on differing times to expiration. They will also be able to see point-in-time data on the site.

Historical data will be available throughout the week, except 7am-7.10am Chicago time on weekdays and 12pm-9pm on Saturdays. Users must register with the bourse’s myCBOE service. The exchange also boasts an iPhone app for investors.

The CBOE has also begun applying its Vix method to options on individual stocks for the first time. On January 7 it began publishing daily volatility values for Apple, Amazon, IBM, Google, and Goldman Sachs. Further stocks may be added this year.

“CBOE has been extremely successful in developing highly acclaimed volatility measures linked to stock indexes and to other asset classes including gold and oil,” said chairman and CEO Bill Brodsky in a statement. “Applying our methodology to individual equity options is the next logical next step.”