The R Package that reproduces the volatility index Vix using S&P 500 option and spot prices. In addition, it provides visualisation methods using RShiny. The source code can be found here.

---
@Manual{,
title = {vixR: R Package for Reproducing the Volatility Index VIX},
author = {Garvin Kruthof},
year = {2018},
note = {R package version 0.9},
url = {https://github.com/kruthof/vixr},   }
---