CBOE Indices

CBOE Indices

Overview

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 option traders. The volatility indices, which are based on option premiums, can be used to measure fear and complacency within a particular market.

Details


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: [[http://www.cboe.com|www.cboe.com]] Current Symbols: Catalog link

Chart Example

Symbol Sample

Click here for a current list and to see the starting date for these symbols. The example above shows a sample list of symbols. Note that the starting dates are shown in the symbol catalog under the “first data point” column.

All index symbols use INDX for the exchange column (Exch) in the catalog results. Users can preface their search with INDX and then add another term to further quantify the search. Searching for “INDX and CBOE” (without quotations) in the symbol catalog will show results for all CBOE indices.

Resources

TASC Article: StockCharts.com subscribers can access related articles from Stocks & Commodities Magazine (TASC).

ChartSchool: There are also articles on the Put-Call Ratio and the Volatility Indices in our ChartSchool.