I was listening to a podcast over the weekend, and they mentioned the SKEW index published by the CBOE. Details here. https://www.cboe.com/us/indices/dashboard/skew/ Roughly speaking it’s a measure of whether the longer dated out of the money options are realatively cheap or dear, when compared to the nearer dated contracts. So sort of a VIX+, or a VIX with a extra time dimension. The CBOE doesn’t always offer free historical data, but in this case they did.