Cboe Global Markets Monthly Volume & RPC Reports

Options on Single Stocks and Exchange Traded Products

Options on Single Stocks and Exchange Traded Products

Cboe S&P 500 6-Month Volatility Index (VIX6M)

Cboe S&P 500 6-Month Volatility Index (VIX6M)

The Cboe S&P 500 9-Day Volatility Index (VIX9D) and the Cboe Volatility Index®(VIX®) both reflect investors consensus view of expected stock market volatility. While theVIXmeasures expectations of 30-day future volatility, the VIX9D provides a market-based gauge of expectations of 9-day volatility, making it particularly responsive to changes in theS&P 500®Index. The VIX9D Index provides a market estimate of short-term expected (implied) volatility that is calculated by using real-time S&P 500®Index option bid/ask quotes. VIX9D uses nearby and second nearby options with at least 1 day left to expiration and then weights them to yield a constant, nine-day measure of the expected volatility of the S&P 500 Index.

Cboe data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim demand or cause for action. Your use of Cboe data is subject to theTerms and Conditions of Cboes Websites.On April 20, 2011, the calculation of the VIX9D was based solely on 30-day (5/21/11 exp. date) SPX options since SPXW options were not available on that date.

Spreadsheets with Historical Price Data For Select Indexes

– Spreadsheet with Closing Prices for SPX, VIX and Other Select Indexes

– Spreadsheet with Closing Prices for SPX, VIX and Other Select Indexes

Cboe DataShop gives users access to decades of historical options data

Futures questions? Get answers at TD Ameritrade.

Futures questions? Get answers at TD Ameritrade.

Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy ofCharacteristics and Risks of Standardized Options (ODD). Copies of the ODD are available from your broker or from The Options Clearing Corporation, 125 S. Franklin Street, Suite 1200, Chicago, IL 60606. The information on this website is provided solely for general education and information purposes and therefore should not be considered complete, precise, or current. Many of the matters discussed are subject to detailed rules, regulations, and statutory provisions which should be referred to for additional detail and are subject to changes that may not be reflected in the website information. No statement within the website should be construed as a recommendation to buy or sell a security or to provide investment advice. The inclusion of non-Cboe advertisements on the website should not be construed as an endorsement or an indication of the value of any product, service, or website. TheTerms and Conditionsgovern use of this website and use of this website will be deemed acceptance of those Terms and Conditions.