Accessing Expected Opening Information

Starting at 08:30 a.m. ET, Expected Opening Information (EOI) is disseminated on U.S. Options Multicast PITCH, Multicast TOP, Opening Process, and Auction data feeds in the form of Options Auction Update messages, with the final series opening information disseminated in Auction Summary messages. Refer to the data feed specifications for message details. Constituent Series EOI can be filtered from the stream of Options Auction Update and Auction Summary messages using the Auction Type field value of V (volatility auction).

In addition, the following methods of access to EOI information specifically for Constituent Series on Volatility Settlement SOQ dates are provided which do not require data feed processing:

Volatility Settlement EOI Webpage - On Volatility Settlement dates EOI for SOQ, constituent series can be found on the website for Cboe Options and CFE.

Both present identical, dynamically-updated information comprising the latest EOI for all series participating in a Volatility Settlement. Prior to 8:30 a.m. ET, the presentation will be empty. Starting at 8:30 a.m. ET and all the way up to the completion of the SOQ, the latest EOI for each series are presented.

Public JSON endpoint - Those wishing to programmatically access the same information presented on the website during the pre-open without processing data feeds may do so via a public JSON endpoint which returns a current JSON formatted snapshot of the latest EOI for all constituent series:

https://www.cboe.com/us/options/market_statistics/volatility_settlement_eoi/json/?mkt=cone

Identical to the website, the JSON endpoint presents dynamically updated EOI for all series participating. See Appendix 2 - Constituent Series EOI JSON Format Example for an example of the JSON formatted EOI data.