# CBOE Volatility Tracker — VIX, SKEW, VVIX, Put/Call Ratio (`gochujang/cboe-volatility-tracker`) Actor

Track CBOE volatility indices: VIX, VVIX, SKEW, VIX9D, VIX3M, VIX6M, GVZ (gold vol), OVX (oil vol), EVZ (EUR/USD vol), Bitcoin BPVIX, and equity put/call ratios. Daily OHLC history from official CBOE data. No API key required.

- **URL**: https://apify.com/gochujang/cboe-volatility-tracker.md
- **Developed by:** [Hojun Lee](https://apify.com/gochujang) (community)
- **Categories:** Business
- **Stats:** 2 total users, 2 monthly users, 100.0% runs succeeded, 0 bookmarks
- **User rating**: No ratings yet

## Pricing

$1.00 / 1,000 cboe index fetcheds

This Actor is paid per event. You are not charged for the Apify platform usage, but only a fixed price for specific events.

Learn more: https://docs.apify.com/actors/running/actors-in-store.md#pay-per-event

## What's an Apify Actor?

An Actor is a serverless cloud program that runs on the Apify platform. It has two run modes.
In Batch mode, an Actor accepts a well-defined JSON input, performs an action which can take anything from a few seconds to a few hours,
and optionally produces a well-defined JSON output, datasets with results, or files in key-value store.
In Standby mode, an Actor provides a web server which can be used as a website, API, or an MCP server.

Apify vocabulary and the platform model are defined once, in the agent quickstart at https://apify.com/agents.md.

## How to integrate an Actor?

If asked about integration, you help developers integrate Actors into their projects.
You adapt to their stack and deliver integrations that are safe, well-documented, and production-ready.

Do not guess an integration path. Every one of them is in the agent quickstart at https://apify.com/agents.md: the Apify MCP server, Agent Skills with the Apify CLI, the JavaScript and Python clients, the REST API, and the account-free path for an agent with no human to sign in. It also carries the rule on stating cost before the first paid run.

For examples already wired to this Actor's own input schema, see the [API](#api) section below.

Each client library has reference documentation the quickstart does not restate: [JavaScript/TypeScript](https://docs.apify.com/api/client/js/docs.md) (`npm install apify-client`) and [Python](https://docs.apify.com/api/client/python/docs.md) (`pip install apify-client`).

# README

## 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

```json
[
  {
    "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](https://www.cboe.com/) official data CDN: `cdn.cboe.com/api/global/us_indices/daily_prices/`.

***

### 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.

***

### Related actors

- [Crypto Options Analytics](https://apify.com/gochujang/crypto-options-analytics) — Deribit BTC/ETH IV surface to compare crypto vol vs equity VIX
- [Federal Reserve Rate Probability](https://apify.com/gochujang/fed-rate-probability) — SOFR/EFFR rates that drive VIX term structure dynamics
- [CFTC COT Tracker](https://apify.com/gochujang/cftc-cot-tracker) — Speculative positioning in VIX futures to complement put/call ratio sentiment

### Feedback

If this actor powers your vol research, a review helps others find it: [Leave a review on Apify Store](https://apify.com/gochujang/cboe-volatility-tracker#reviews)

***

**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

# Actor input Schema

## `indices` (type: `array`):

CBOE index keys. Options: 'VIX', 'VVIX', 'SKEW', 'VIX9D', 'VIX3M', 'VIX6M', 'VIX1Y', 'GVZ' (gold), 'OVX' (crude oil), 'EVZ' (euro), 'BPVIX' (bitcoin).

## `includePutCall` (type: `boolean`):

Fetch daily equity, index, and total put/call ratios from CBOE.

## `days` (type: `integer`):

Calendar days of history to return (max 5000 for full VIX history back to 1990).

## Actor input object example

```json
{
  "indices": [
    "VIX",
    "SKEW",
    "VVIX",
    "VIX3M",
    "GVZ",
    "OVX"
  ],
  "includePutCall": true,
  "days": 365
}
```

# Actor output Schema

## `results` (type: `string`):

No description

# API

You can run this Actor programmatically using our API. Below are code examples in JavaScript, Python, and CLI, as well as the OpenAPI specification and MCP server setup.

## JavaScript example

```javascript
import { ApifyClient } from 'apify-client';

// Initialize the ApifyClient with your Apify API token
// Replace the '<YOUR_API_TOKEN>' with your token
const client = new ApifyClient({
    token: '<YOUR_API_TOKEN>',
});

// Prepare Actor input
const input = {};

// Run the Actor and wait for it to finish
const run = await client.actor("gochujang/cboe-volatility-tracker").call(input);

// Fetch and print Actor results from the run's dataset (if any)
console.log('Results from dataset');
console.log(`💾 Check your data here: https://console.apify.com/storage/datasets/${run.defaultDatasetId}`);
const { items } = await client.dataset(run.defaultDatasetId).listItems();
items.forEach((item) => {
    console.dir(item);
});

// 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/js/docs

```

## Python example

```python
from apify_client import ApifyClient

# Initialize the ApifyClient with your Apify API token
# Replace '<YOUR_API_TOKEN>' with your token.
client = ApifyClient("<YOUR_API_TOKEN>")

# Prepare the Actor input
run_input = {}

# Run the Actor and wait for it to finish
run = client.actor("gochujang/cboe-volatility-tracker").call(run_input=run_input)

# Fetch and print Actor results from the run's dataset (if there are any)
print(f"💾 Check your data here: https://console.apify.com/storage/datasets/{run.default_dataset_id}")
for item in client.dataset(run.default_dataset_id).iterate_items():
    print(item)

# 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/python/docs/quick-start

```

## CLI example

```bash
echo '{}' |
apify call gochujang/cboe-volatility-tracker --silent --output-dataset

```

## MCP server setup

```json
{
    "mcpServers": {
        "apify": {
            "type": "http",
            "url": "https://mcp.apify.com/?tools=fetch-actor-details,gochujang/cboe-volatility-tracker"
        }
    }
}
```

The hosted server signs you in with OAuth on first connect, so no API token belongs in this config. Clients without OAuth support can send an `Authorization: Bearer <APIFY_API_TOKEN>` header instead, using a token from API & Integrations in Apify Console (https://console.apify.com/settings/integrations).

## OpenAPI specification

Download the OpenAPI definition: https://api.apify.com/v2/actors/j8ZQFEZLwyiNFIPHg/builds/KdFldu8iPEwMQeDwJ/openapi.json