Dataset

VIX index and options market statistics

Estimates, Events & Fund Flows API CSV 1 source

Cboe volatility histories for the VIX and related indices, daily options volume, open interest, put/call ratios and broader market statistics.

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Dataset card

Cboe Global Markets publishes VIX index values alongside options market statistics derived from S&P 500 index options traded on its exchanges. The dataset is offered under a commercial exchange-data license.

What this dataset contains

The product centers on the Cboe Volatility Index (VIX) and related options activity metrics, including traded and quote volumes, open interest and pricing series on SPX options. It is tagged for volatility, derivatives and options coverage, reflecting Cboe's role as a primary U.S. options exchange. The publisher has not disclosed total size or update cadence in the available metadata.

Structure and fields

The public listing does not enumerate column names, granular field types or sample rows. VIX-related products typically expose date/time stamps, index level, settlement values, put/call volumes, open interest and strike/expiry details, but those specifics cannot be confirmed from the supplied facts. Splits between historical and intraday series are likewise not described.

How analysts use it

Given the focus on VIX and SPX options statistics, plausible use cases include tracking equity-market volatility regimes, monitoring derivatives positioning and stress signals, and informing risk-management or tail-hedge decisions. The facts do not specify granularity, history depth or delivery format, so analysts should confirm field-level details and licensing terms before integrating the feed into systematic strategies.

Documentation & references 2