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Knowledge Base

CBOE Indices Data

Overview


In early 2019 the CBOE changed the pricing and licencing terms & conditions for End of Day data distribution with a "per client" fee now being charged for each person accessing indices they provide, including VIX, FVX, TNX and TYX.

As a result of these changes by the exchange the following actions have been taken by Optuma:

1. CBOE codes that are currently part of the World Indices data (or other US exchanges) will be removed on the 31st May 2019.
2. All of the codes moved out of existing exchanges will become part of a new data exchange called CBOE Indices, which includes over 300 indices (including a number volatility and buy/write indices - for a complete see the attachment below).

This means if you wish to continue accessing CBOE symbols you will have to add this group to your subscription before the 31st May 2019.

Due to the fee structure change implemented by the CBOE this exchange can not be used as one of your free data selections included with your service level. The cost of the CBOE Indices data group is $5 per month, however it is important to note that by adding this exchange to your subscription the cost of your service will increase by $5 per month (this includes clients on a Lifetime Services subscription).

Note that the cost will be pro-rated depending on your next billing date, so if you have 3 months left on your subscription you will be billed $15 to add the CBOE Indices.

To add the CBOE Indices data to your account sign in to your account page and click Modify button in the Data section:

My Account Page

CBOE Symbols currently in World Indices


To see a complete list of codes available in the CBOE please download the attached file (bottom of the article).

The following table lists the codes that are currently found in World Indices that will be moved to the new CBOE Indices exchange on May 31st...


Code Name
BXD CBOE DJIA BUYWRITE INDEX
BXM CBOE BUYWRITE MONTHLY INDEX
BXN CBOE BUYWRITE MONTHLY INDEX
BXR CBOE RUSSELL 2000 BUYWRITE INDE
BXY CBOE S& P 500 BUYWRITE INDEX
CIV CBOE/CBOT Corn Volatility Index
DDA DJIA VOLATILITY INDEX - OFFER S
DDB DJIA VOLATILITY INDEX - BID SID
DIVD S&P 500 ANNUAL DIVIDEND - 10X
DVST IMPLIED FORWARD DVS SEPTEMBER
FVX 5-Year Treasury Note Yield
GVX CBOE/COMEX Gold Volatility Index
OIV CBOE/NYMEX WTI Volatility Index
OVX CBOE CRUDE OIL VOLATILITY INDEX
RVX CBOE RUSSELL 2000 VOLATILITY IN
SIV CBOE/CBOT Soybean Volatility Index
SKEW CBOE SKEW Index
TNX 10-Year Treasury Note Yield
TYX 30-Year Treasury Note Yield
VIO CBOE OIL INDEX REDUCED LEAP 199
VIX S&P 500 Volatility Index
VSTF SPX Far-Term VXST Index
VSTN SPX Near-Term VXST Index
VVIX CBOE VVIX Index
VWA CBOE MARKET VOLATILITY -SPX ASK
VXD CBOE DJIA VOLATILITY INDEX
VXN CBOE NASDAQ Volatility Index
VXO CBOE OEX VOLATILITY INDEX
VXST CBOE S&P 500 Short Term Volatility Index
VXV CBOE S&P 500 3M VOLATILITY INDEX
WIV Cboe/Cbot Wheat Volatility Index
XSP S& P 500 MINI-SPX OPTIO IND

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