Magnetic vortex that consists of an in-plane curling magnetization configuration and a needle-like core region with out-of-plane magnetization is known to be the ground state of geometrically confined submicron soft magnetic elements. Here magnetodynamics of relatively thick (50-100 nm) circular Ni80Fe20 dots were probed by broadband ferromagnetic resonance in the absence of external magnetic field. Spin excitation modes related to the thickness dependent vortex core gyrotropic dynamics were detected experimentally in the gigahertz frequency range. Both analytical theory and micromagnetic simulations revealed that these exchange dominated modes are flexure oscillations of the vortex core string with n = 0,1,2 nodes along the dot thickness. The intensity of the mode with n = 1 depends significantly on both dot thickness and diameter and in some cases is higher than the one of the uniform mode with n = 0. This opens promising perspectives in the area of spin transfer torque oscillators.