The QuikVol tool from QuikStrike provides charting and analysis of historical volatility data for more than 40 CME Group products.

The tool offers views of implied and realized volatility, skew, constant maturity, and implied volatility cones. QuikVol uses multiple end-of-day settlement and risk data sources to create fitted volatility curves for each product’s liquid, listed expirations.

A full term-structure of constant maturity curves is then interpolated from the listed expiration curves.

How to access the data

The data is available via file download or API access with an annual subscription. Data also can be purchased for download on an ad-hoc basis.

Additionally, complete historical volatility datasets dating back to 2007 are available through CME DataMine, QuikStrike Essentials, or through the QuikStrike tool embedded in CME Direct.

The QuikVol tool equips traders with greater precision data to help analyze the markets.

Test your knowledge


In case you didn’t know, the CFA Institute allows its members to self-determine and report continuing education credits earned from external sources. CFA Institute members are encouraged to self-document such credits in their online CE tracker. CME Institute offers a variety of courses, webinars, and white papers to support your professional education.

What did you think of this course?

To help us improve our education materials, please provide your feedback.

Extend your learning

Put your knowledge into practice with the Trading Simulator

Get hands on experience with the latest Trading Challenge

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2022 CME Group Inc. All rights reserved.