The CBOE produces a variety of indices related to options and other securities. The “Buywrite” indices show performance as if an investor owned the stocks in the index and wrote covered calls to generate income. Indices based on the put/call ratio can be used to gauge market sentiment among option traders. The volatility indices, which are based on option premiums, can be used to measure fear and complacency within a particular market.
Click here for a current list and to see the starting date for these symbols. The example above shows a sample list of symbols. Note that the starting dates are shown in the symbol catalog under the “first data point” column.
All index symbols use INDX for the exchange column (Exch) in the catalog results. Users can preface their search with INDX and then add another term to further quantify the search. Searching for “cboe and indx” (without quotations) in the symbol catalog will show results for all CBOE indices.