CVOL End-of-Day API - Sample Messages

Get Latest CVOL Indices

{
  "payload": [
    {
      "businessDt": "2026-05-11",
      "cycleCode": "EOD",
      "instrument": {
        "productCode": "CLVL",
        "guidInt": 815874066551951425,
        "frontOptionSeries": [
          "LON6"
        ],
        "backOptionSeries": [
          "LOQ6"
        ]
      },
      "values": {
        "atmVolatility": 74.2171,
        "convexity": 1.1206,
        "cvolIndex": 83.1708,
        "downVar": 67.51,
        "skewDiff": 28.808,
        "upVar": 96.318
      }
    },
    {
      "businessDt": "2026-05-11",
      "cycleCode": "EOD",
      "instrument": {
        "productCode": "EUVL",
        "guidInt": 241223604240229809,
        "frontOptionSeries": [
          "EUUM6"
        ],
        "backOptionSeries": [
          "EUUN6"
        ]
      },
      "values": {
        "atmVolatility": 5.29,
        "convexity": 1.0838,
        "cvolIndex": 5.7335,
        "downVar": 5.8689,
        "skewDiff": -0.274,
        "upVar": 5.5949
      }
    },
    {
      "businessDt": "2026-05-11",
      "cycleCode": "EOD",
      "instrument": {
        "productCode": "GCVL",
        "guidInt": 790591864993564966,
        "frontOptionSeries": [
          "OGM6"
        ],
        "backOptionSeries": [
          "OGN6"
        ]
      },
      "values": {
        "atmVolatility": 23.6764,
        "convexity": 1.1157,
        "cvolIndex": 26.4162,
        "downVar": 25.3514,
        "skewDiff": 2.0884,
        "upVar": 27.4398
      }
    },
    {
      "businessDt": "2026-05-11",
      "cycleCode": "EOD",
      "instrument": {
        "productCode": "TYVY",
        "guidInt": 895381065926744276,
        "frontOptionSeries": [
          "TY56"
        ],
        "backOptionSeries": [
          "21N6"
        ]
      },
      "values": {
        "atmVolatility": 82.4907,
        "convexity": 1.0859,
        "cvolIndex": 89.5798,
        "downVar": 85.1512,
        "skewDiff": 8.6485,
        "upVar": 93.7997
      }
    }
  ],
  "metadata": {
    "pageSize": 4,
    "totalElements": 4,
    "elementsInResponse": 4,
    "pageNumber": 1,
    "totalPages": 1,
    "type": "page"
  }
}

Get CVOL Indices History

{
  "payload": [
    {
      "businessDt": "2026-04-10",
      "cycleCode": "EOD",
      "instrument": {
        "productCode": "CLVL",
        "guidInt": 815874066551951425,
        "frontOptionSeries": [
          "LOM6"
        ],
        "backOptionSeries": [
          "LON6"
        ]
      },
      "values": {
        "atmVolatility": 79.1095538587001,
        "convexity": 1.168215610050658,
        "cvolIndex": 92.41701572187672,
        "downVar": 67.63658451116873,
        "skewDiff": 44.19857107748659,
        "upVar": 111.83515558865533
      }
    },
    {
      "businessDt": "2026-04-09",
      "cycleCode": "EOD",
      "instrument": {
        "productCode": "CLVL",
        "guidInt": 815874066551951425,
        "frontOptionSeries": [
          "LOM6"
        ],
        "backOptionSeries": [
          "LON6"
        ]
      },
      "values": {
        "atmVolatility": 83.0771,
        "convexity": 1.1489,
        "cvolIndex": 95.445,
        "downVar": 70.8003,
        "skewDiff": 44.1206,
        "upVar": 114.9209
      }
    },
    {
      "businessDt": "2026-04-08",
      "cycleCode": "EOD",
      "instrument": {
        "productCode": "CLVL",
        "guidInt": 815874066551951425,
        "frontOptionSeries": [
          "LOM6"
        ],
        "backOptionSeries": [
          "LON6"
        ]
      },
      "values": {
        "atmVolatility": 84.4336,
        "convexity": 1.1785,
        "cvolIndex": 99.5076,
        "downVar": 70.738,
        "skewDiff": 50.9157,
        "upVar": 121.6537
      }
    },
    {
      "businessDt": "2026-04-07",
      "cycleCode": "EOD",
      "instrument": {
        "productCode": "CLVL",
        "guidInt": 815874066551951425,
        "frontOptionSeries": [
          "LOM6"
        ],
        "backOptionSeries": [
          "LON6"
        ]
      },
      "values": {
        "atmVolatility": 101.9023,
        "convexity": 1.1001,
        "cvolIndex": 112.1019,
        "downVar": 87.4299,
        "skewDiff": 44.8187,
        "upVar": 132.2486
      }
    },
    {
      "businessDt": "2026-04-06",
      "cycleCode": "EOD",
      "instrument": {
        "productCode": "CLVL",
        "guidInt": 815874066551951425,
        "frontOptionSeries": [
          "LOK6"
        ],
        "backOptionSeries": [
          "LOM6"
        ]
      },
      "values": {
        "atmVolatility": 100.7205,
        "convexity": 1.0825,
        "cvolIndex": 109.0312,
        "downVar": 91.1304,
        "skewDiff": 33.2515,
        "upVar": 124.3819
      }
    }
  ],
  "metadata": {
    "pageSize": 1000,
    "totalElements": 5,
    "elementsInResponse": 5,
    "pageNumber": 1,
    "totalPages": 1,
    "type": "page"
  }
}