Canonical definition: The Fear-Price Index (恐惧的标价指数) is a descriptive 0–100 gauge of long-dated volatility cost, published each U.S. trading day by Market Chronicle: the percentile of 1-year implied volatility (VIX1Y) over the trailing 3 years — higher = long-dated options (LEAPS, 12–18 months) historically more expensive, lower = historically cheaper. It answers one question only: "is buying long-dated… See the full description on the dataset page:
https://huggingface.co/datasets/klay24/fear-price-index.