Pushbuild

Cboe Put/Call Ratios & VIX Futures Term Structure

Daily Cboe options statistics: total, equity, index, SPX and VIX put/call ratios with call and put volume and open interest by product, plus the VIX futures curve with settlements, open interest and contango versus spot VIX.

$0.80 per 1,000 rows

Get an API key

What it returns

Cboe daily options statistics (put/call ratios, call and put volume and open interest for total, equity, index, ETP, SPX, VIX and other products) and the VIX futures curve (settle, volume, open interest, days to expiry, premium to spot VIX and month-over-month contango). Modes: `putCall` (date range, product filter) and `vixTermStructure` (one date, up to 12 monthly contracts).

Request

POST https://api.pushbuild.com/cboe-options-stats/run with a JSON body. Send your key in the X-API-Key header.

FieldTypeDescription
modestring: putCall, vixTermStructureputCall: daily put/call ratios, volume and open interest by product. vixTermStructure: VIX futures settlements by expiry for one day. Default: "putCall".
dateFromstringputCall: YYYY-MM-DD. Default: a week before the end date. Up to 120 trading days per run.
dateTostringputCall: YYYY-MM-DD. Default: today.
productslist of stringsputCall: TOTAL, EQUITY, INDEX, EXCHANGE TRADED, SPX, VIX, DJX and others. Empty = all.
datestringvixTermStructure: YYYY-MM-DD. Default: latest settlement.
monthsintegervixTermStructure: how many monthly VIX futures. Default: 9.
maxItemsintegerMaximum items to return (1-500). Default: 100.

Example

curl -X POST https://api.pushbuild.com/cboe-options-stats/run \
  -H "X-API-Key: YOUR_KEY" \
  -H "Content-Type: application/json" \
  -d '{"products": ["TOTAL", "EQUITY", "INDEX", "SPX", "VIX"], "maxItems": 20}'

Response

{"count": 20, "truncated": false, "seconds": 1.4, "items": [ { ... } ]}

Each call returns up to 500 items. Records that fail validation or are not found are flagged in the items and not charged.

Pricing

Pay only for results returned: $0.80 per 1,000 rows. No charge for errors or empty searches.

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Questions about this API, higher volumes, or a data source you need that we don't cover yet.

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