CBOE/CME Group Volatility Indexes
 
 
Index Product Slate
Symbol
OIV
GIV
Volatility Index
CBOE/NYMEX Crude Oil (WTI) Volatility Index
CBOE/COMEX Gold Volatility Index
Based on Prices for:
Crude Oil options (LO)
Gold options (OG)
Listed Contracts on Volatility Indexes
NYMEX Crude Oil (WTI) Volatility Index Futures (CVF)
NYMEX Crude Oil (WTI) Volatility Index Options (CVP)
COMEX Gold Volatility Index Futures (GVF)
COMEX Gold Volatility Index Options (GVP)
 

 

Symbol
SIV
CIV
WIV
Volatility Index
CBOE/CBOT Soybean Volatility Index
CBOE/CBOT Corn Volatility Index
CBOE/CBOT Wheat Volatility Index
Based on Prices for:
Soybean options (OZS)
Corn options (OZC)
Wheat options (OZW)
Listed Contracts on Volatility Indexes
To be determined
To be determined
To be determined
 

 

Historical Index Data

Download and back-test free historical price data calculated on the CBOE/CBOT Corn and CBOE/CBOT Soybean Volatility Indexes for 2010 and the first few months of 2011. The 2010 Index data is provided in one minute increments; the 2011 date displays 15-second increments.

The price histories were calculated using historical options price data and applying the CBOE VIX® methodology. Note that a short. free registration process may be required if you have not already registered on the CME Group website.

CBOE/CBOT Corn Volatility Index price history
CBOE/CBOT Soybean Volatility Index price history
CBOE/CBOT Wheat Volatility Index price history


Expanded Price History, NYMEX Crude Oil WTI Volatility Index (OIV)
2008 price history
2009 price history
2010 price history
First two weeeks of publication price history

Expanded Price History, COMEX Gold Volatility Index (GIV)
2008 price history
2009 price history
2010 price history
First two weeeks of publication price history

 

Historical Data Archives on Volatility Indexes

Looking for archives of Index data from the first publication date? Find them in CME DataMine, the most comprehensive and authoritative historical price information available on CME products – including Volatility Indexes.

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