Derived from the world’s most actively traded options on futures contracts across major asset classes, the CME Group Volatility Index (CVOLTM) delivers the first-ever cross-asset class family of implied volatility indexes based on simple variance. Using our proprietary simple variance methodology that assigns equal weighting to strikes across the entire implied volatility curve, the CVOL Index produces a more representative measure of the market’s expectation of 30-day forward risk.
CVOL is available from DataMine in CVOL End-of-Day Benchmark files and separately in the CVOL Intraday Values files which contain the CVOL Live Streaming levels calculated every 15 seconds. Further details on the CVOL End-of-Day Benchmark files and the CVOL Intraday Values can be found on the pages below:
- Block Trades
- End of Market Summary
- Eris PAI Dataset
- Market Depth
- BrokerTec Historical Data
- Time and Sales
- Top of Book - BBO
- Volume and Open Interest
- Order Book AI
- STL INT Settlements
- GovPX Historical Data
- Packet Capture Dataset
- GovPX End of Day Historical Data
- Premium FX Feed Historical Data
- SOFR Strip Rates
- CME Liquidity Tool Datasets
- EBS Historical Data
- Registrar
- Collateral Eligibility Lists
- CVOL
- CME Group Petroleum Index
- AIR Futures
- FX Options Vol Converter
- OTC IRS Curves
- CryptoQuant
- Fixing Prices
- Historical Margin Data
- Asian Gold Spot
- Settlements FAQ
- CME Term SOFR
- Daily Bulletin
- Commodities Indices
- Repo Fund Rates
- TFS-ICAP FX Options
- MXN Price Alignment Amount Rate
- Cleared OTC IRS
- FX Close Quotes
- MBO FIX