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cboe-data

Retrieve delayed quotes, volatility metrics, and options chains from CBOE public APIs.

173|28|Updated Jun 2, 2026
Search Tags:#finance#options#trading#market data#volatility#cboe
One-click install
npx skills add https://github.com/gauss314/skills --skill cboe-data
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: cboe-data
Source: https://github.com/gauss314/skills/tree/main/skills/cboe-data
Command: npx skills add https://github.com/gauss314/skills --skill cboe-data

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires requests, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill provides a direct, programmatic interface to CBOE's public market data, eliminating the need for manual web scraping or expensive proprietary data subscriptions for delayed market insights.

Core Features & Use Cases

  • Market Intelligence: Retrieve delayed quotes, historical volatility (HV), and implied volatility (IV) for indices and stocks.
  • Options Analytics: Access full options chains, greeks, and intraday volume data to analyze market sentiment.
  • Use Case: A quantitative researcher can use this Skill to pull daily historical volatility and IV30 data for a basket of tickers to identify potential market mispricings or regime changes.

Quick Start

Use the cboe-data skill to fetch the current quote and volatility metrics for the ticker AAPL.

Frequently Asked Questions about cboe-data

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I get CBOE historical volatility and options data without an API key?▼

You can retrieve CBOE historical volatility and options data without an API key by executing automated Python scripts that request delayed market data directly from public endpoints.

Can I pull options chains and greeks for equities from CBOE public APIs?▼

Yes, you can pull full options chains, greeks, and intraday volume data for equities and indices by executing automated scripts that query CBOE public APIs.

Do I need authentication or paid subscriptions to access CBOE delayed market data?▼

No authentication or paid proprietary data subscriptions are needed to access CBOE delayed market data, as the scripts retrieve quotes and volatility metrics directly from public APIs.

What's the best way to analyze implied volatility for a basket of tickers programmatically?▼

The best way to analyze implied volatility for a basket of tickers programmatically is to run Python scripts that fetch IV30 and historical volatility data from CBOE public APIs.

Does this CBOE market data retrieval method support futures and indices?▼

Yes, this CBOE market data retrieval method supports analysis of futures, indices, and equities by fetching delayed quotes and volatility metrics through automated script execution.

Are there limitations to using public CBOE data for real-time options trading analytics?▼

Yes, a key limitation is that the retrieved CBOE market data is delayed, making it suitable for identifying regime changes and mispricings rather than real-time trading execution.

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