Definition. The OHLC data for the USVIX index, which measures the market's expected 30-day volatility for the U.S. stock market based on S&P 500 option prices and is used as a gauge of investor fear or uncertainty.

Technical. On non-trading periods (weekends, market holidays, and outside market hours for intraday resolutions), OHLC values are forward-filled from the last trading session's close price. Daily resolution has data since January 2009. Intraday resolutions (10m, 1h) have shorter history.