CVOL

Derived from the world’s most actively traded options on futures contracts across major asset classes, the CME Group Volatility Index (CVOL^TM) 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:

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