Chicago Board of Options Exchange (CBOE) Market Data Indices

This service consists of approximately 50 index values widely followed in the industry. These indexes will no longer be available as a part of OPRA feed starting from January 1, 2010. Most index values are updated every 15 seconds during trading hours:

  • BXD — DJIA Buy Write
  • BXM — Buy Write Monthly
  • BXN — NASDAQ 100 Buy Write
  • BXR — CBOE Russell 2000 Buy Write
  • BXY — CBOE S&P 500 Buy Write 2% OTM
  • CEX — Chemicals
  • CYX — China
  • DDA — CBOE Jumbo DJ Volatility Ask
  • DDB — CBOE Jumbo DJ Volatility Bid
  • DIVD — S&P 500 Annual Dividend Index — 10X
  • DVANA — Implied Forward DIVD Indicator — 2010
  • DVANB — Implied Forward DIVD Indicator — 2011
  • DVDE — Implied Forward DVS Indicator — December
  • DVJN — Implied Forward DVS Indicator — June
  • DVMR — Implied Forward DVS Indicator — March
  • DVS — S&P 500 Dividend Index — 10X
  • DVST — Implied Forward DVS Indicator — September
  • EVZ — CBOE EuroCurrency Volatility Index
  • EXQ — CBOE Exchange
  • FVX — Treasury Yield 5 Years
  • GOX — CBOE Gold
  • GVX — CBOE/COMEX Gold Volatility Index
  • GVZ — CBOE Gold Volatility Index
  • INX — CBOE Internet
  • IRX — Interest Rate Composite
  • OIV — CBOE/NYMEX WTI Volatility Index
  • OIX — CBOE Oil
  • OVX — CBOE Crude Oil Volatility Index
  • RVX — CBOE Russell 2000 Volatility
  • SKEW — CBOE SKEW Index
  • TNX — CBOE Interest Rate 10 Year T Note
  • TXX — CBOE Technology
  • TYX — Treasury Yield 30 Years
  • VIO — CBOE Oil 1/10 Value
  • VIX — Volatility S&P 500
  • VWA — CBOE Market Volatility SPX Offer Price
  • VWB — CBOE Market Volatility SPX Bid Price
  • VXAPL — CBOE Apple VIX
  • VXAZN — CBOE Amazon VIX
  • VXB — Jumbo CBOE Volatility
  • VXD — DJIA Volatillity
  • VXDEC — CBOE S&P 500 December Volatility Index
  • VXFWA — VOL Index First Implied Volatility
  • VXFWB — VOL Index Second Forward Implied Volatility
  • VXGOG — CBOE Google VIX
  • VXGS — CBOE Goldman Sachs VIX
  • VXIBM — CBOE IBM VIX
  • VXJUN — CBOE S&P 500 June Volatility Index
  • VXMAR — CBOE S&P 500 March Volatility Index
  • VXN — NASDAQ 100 Volatility
  • VXO — CBOE OEX Implied Volatility
  • VXSEP — CBOE S&P 500 September Volatility Index
  • VXV — CBOE S&P 500 3 Month Volatility Index
  • VXVOL — VOL Index Average Forward Implied Volatility
  • ZIO — CBOE Oil 1/10 Value
  • ZOC — CBOE Technology 1/10 Value
  • OEX — Standard & Poors 100
  • SPX — Standard & Poors 500
  • XEO — Standard & Poors 100 (European)
  • XSP — Mini Standard & Poors 500
  • CVOLE — Citi Excess Return Volatility Index
  • CVOLT — Citi Total Return Volatility Index
  • CVOLN — Citi Volatility Ondex Intraday Indicative Value

See: CBOE MDI product page

Data type: U.S. Indexes

Available in:
  • Real-time: direct real-time feed.
  • Delayed: real-time feed delayed 15 minutes.
  • Historical: complete tick-level historical data up to previous trading day. Arbitrary portions controlled replay and hosted analytics.
Format:
We offer:
  • Feed received directly from CBOE, no intermediate vendor delays;
  • Efficient in-transit wire data compression;
  • Feed handler and messaging infrastructure with low hardware footprint;
  • 24×7×365 monitoring and support.