Historical stock volatility data is compiled for the convenience
of site visitors and is furnished without responsibility for accuracy and is
accepted by the site visitor on the condition that transmission or omissions
shall not be made the basis for any claim, demand or cause for action. The
information and data was obtained from sources believed to be reliable, but
accuracy is not guaranteed. Neither the information, nor any opinion expressed,
constitutes a recommendation to purchase or sell a security, or to provide
investment advice. The inclusion of advertisements on CBOE's website should not
be construed as an endorsement of any product, service, or website or as an
indication of the value of any claims, recommendations, or other information
contained therein. Options involve risks and are not suitable for all
investors.
Historical stock volatility figures are adjusted for splits and distributions.
This page is updated on a quarterly basis. The data is the annualized
volatility of daily returns for each month.
Some historical volatility files below have been revised as of January 23,
2003.
CBOE Historical Stock Volatilities:
2008
Tips on Searching, Managing and Downloading this Data
The volatility data can be searched using the "Edit | Find" functionality of your browser.
- Open the Excel spreadsheet version of the Historical Volatility list by clicking on the link above.
- Once the file is downloaded into your browser window, open the "Edit menu" and select "Find"
- Enter the symbol of the underlying equity and press "Find" or "Find Next".