CBOE Volatility Tracker — VIX, SKEW, VVIX, Put/Call Ratio

Track the full suite of CBOE volatility and sentiment indices: VIX, VVIX, SKEW, VIX9D, VIX3M, VIX6M, VIX1Y, GVZ (gold vol), OVX (crude oil vol), EVZ (EUR/USD vol), BPVIX (Bitcoin vol), and daily equity put/call ratios. All data comes directly from CBOE's official CDN. No API key required.

What It Does

• Fetches daily OHLC history for up to 11 CBOE volatility indices
• Includes put/call ratio data (total, equity, index, VIX-options)
• Returns structured records ready for analysis and alerting
• Configurable date range (default: last 365 days; max: 5000 days = VIX history back to 1990)
• Concurrent fetching — all selected indices retrieved in parallel

Available Indices

Key	Name	Description
VIX	CBOE Volatility Index	30-day S&P 500 implied vol — the "fear gauge"
VVIX	VIX of VIX	Volatility of VIX itself — uncertainty about future vol
SKEW	CBOE SKEW Index	S&P 500 tail risk / put skew. >130 = elevated tail risk
VIX9D	9-Day VIX	Short-term vol covering next 9 calendar days
VIX3M	3-Month VIX	90-day S&P 500 expected volatility
VIX6M	6-Month VIX	180-day S&P 500 expected volatility
VIX1Y	1-Year VIX	365-day S&P 500 expected volatility
GVZ	Gold VIX	Implied vol of gold (GLD ETF options)
OVX	Crude Oil VIX	Implied vol of WTI crude oil (USO ETF options)
EVZ	EuroCurrency VIX	Implied vol of EUR/USD (FXE ETF options)
BPVIX	Bitcoin Volatility Index	30-day Bitcoin options implied volatility

Input Parameters

Parameter	Type	Default	Description
indices	array	["VIX","SKEW","VVIX","VIX3M","GVZ","OVX"]	CBOE index keys to fetch
includePutCall	boolean	true	Include daily put/call ratios
days	integer	365	Calendar days of history (1–5000)

Sample Output

[
  {
    "index": "VIX",
    "index_name": "CBOE Volatility Index (VIX)",
    "date": "2025-06-20",
    "open": 17.42,
    "high": 18.91,
    "low": 17.08,
    "close": 18.53
  },
  {
    "index": "SKEW",
    "index_name": "CBOE SKEW Index",
    "date": "2025-06-20",
    "open": 149.2,
    "high": 151.8,
    "low": 148.1,
    "close": 150.4
  },
  {
    "index": "PUT_CALL",
    "index_name": "CBOE Equity Put/Call Ratios",
    "date": "2025-06-20",
    "pc_all": 0.87,
    "pc_equity": 0.61,
    "pc_index": 1.42,
    "pc_vix": 0.33
  }
]

Use Cases

Volatility regime detection — Monitor VIX and VIX3M term structure to identify contango vs backwardation. Backwardation (VIX > VIX3M) signals elevated near-term fear.

Tail risk monitoring — Track SKEW for signs of heavy put buying / fat-tail pricing in the S&P 500. SKEW above 130–140 historically precedes sharp selloffs.

Cross-asset vol comparison — Compare GVZ (gold), OVX (crude oil), EVZ (EUR/USD), and BPVIX (Bitcoin) to identify which markets are pricing the most fear.

Sentiment indicators — Equity put/call ratios below 0.50 signal extreme bullishness; above 0.90 signals bearish sentiment.

Options strategy inputs — Use VIX term structure (VIX9D, VIX, VIX3M, VIX6M, VIX1Y) to select optimal expiry for vol-selling strategies.

Historical backtesting — Fetch up to 5000 days (VIX history starts 1990) for regime analysis, vol spike studies, or ML feature engineering.

Pricing

• $0.001 per index fetched (PPE — Pay Per Event)
• Default run (6 indices + put/call) ≈ $0.007

FAQ

Do I need an API key? No. All data is fetched directly from CBOE's public CDN. No registration or credentials required.

How fresh is the data? CBOE updates the CSV files by end of each trading day. Running after ~6 PM ET gives the latest closing data.

Can I get the full VIX history back to 1990? Yes — set days: 5000. VIX data starts January 1990.

What does BPVIX measure? BPVIX is the CBOE's official Bitcoin Volatility Index, derived from Bitcoin options prices. It measures 30-day implied volatility, analogous to VIX for equities.

Can I fetch just one index? Yes — set indices: ["VIX"] to fetch only the VIX.

Data Source

All data from CBOE official data CDN: cdn.cboe.com/api/global/us_indices/daily_prices/.

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Why use CBOE Volatility Tracker?

1. Volatility regime detection — VIX vs VIX3M term structure identifies contango (normal) vs backwardation (fear spike). Backwardation historically precedes pullbacks.
2. Tail risk monitoring — SKEW above 130–140 signals heavy put buying in S&P 500. Cross-reference with equity put/call ratio < 0.50 (extreme bullishness) for contrarian setups.
3. Cross-asset vol comparison — Compare GVZ (gold), OVX (crude oil), EVZ (EUR/USD), and BPVIX (Bitcoin) in one dataset to identify which markets are pricing the most stress.
4. Options strategy timing — Full VIX term structure (9D/30D/3M/6M/1Y) enables optimal expiry selection for volatility selling, calendar spreads, and VIX-derivative strategies.
5. Historical backtesting — Up to 5,000 days of history (VIX back to 1990) for regime studies, vol spike analysis, and ML feature engineering.

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Related actors

• Crypto Options Analytics — Deribit BTC/ETH IV surface to compare crypto vol vs equity VIX
• Federal Reserve Rate Probability — SOFR/EFFR rates that drive VIX term structure dynamics
• CFTC COT Tracker — Speculative positioning in VIX futures to complement put/call ratio sentiment

Feedback

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Keywords: VIX tracker, CBOE volatility index, VVIX, SKEW index, VIX futures, GVZ gold volatility, OVX oil volatility, Bitcoin BPVIX, equity put call ratio, implied volatility, fear index, volatility surface, VIX history, CBOE data, vol regime tracker