Cboe Indices and Indicators
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The Cboe produces a variety of indices related to options and other securities. The “Buywrite” indices show performance as if an investor owned the stocks in the index and wrote covered calls to generate income. Indices based on the put/call ratio can be used to gauge market sentiment among options traders. The volatility indices, which are based on options premiums, can be used to measure fear and complacency within a particular market.
Symbol Group: Cboe
Publisher: Chicago Board Options Exchange
Update Frequency: End-of-day (EOD). These indicators are updated after the market close, usually by 6PM ET.
Online Source:
Links to Current Symbols:
StockCharts.com users can access for all our Cboe indices and indicators. From this list, click the “Mentions” icon to the right of a specific symbol for more details about the symbol, as well as recent mentions in Public ChartLists, blog articles, and more.
A sentiment indicator found by dividing put volume by call volume.
Indicators of implied volatility designed to measure fear and complacency for a range of indices and ETFs.