🕷️ Crawler Inspector

URL Lookup

Direct Parameter Lookup

Raw Queries and Responses

1. Shard Calculation

Query:

Response:

Calculated Shard: 182 (from laksa017)

2. Crawled Status Check

Query:

curl -X POST \
  'http://laksa182.int.ahrefs:8124/' \
  -H 'Content-Type: text/plain' \
  -H 'X-ClickHouse-Database: crawler3' \
  -H 'Authorization: Basic YXBpOg==' \
  -d 'SELECT getAhrefsURLFromUnparsed(src_unparsed) AS found_url, ifNull(toUnixTimestamp(download_stamp), 0) AS crawl_time, ifNull(toUnixTimestamp(props_url_first_seen), 0) AS first_indexed_time, download_http_code AS http_code, src_unparsed AS src_unparsed, src_root_hash AS src_root_hash, history_drop_reason AS history_drop_reason, meta_title AS meta_title, meta_descriptions AS meta_descriptions, attrs_boilerpipe_text AS attrs_boilerpipe_text, attrs_markdown AS attrs_markdown, attrs_readable_markdown AS attrs_readable_markdown, meta_canonical AS meta_canonical FROM crawler3.page_info_local FINAL PREWHERE (src_root_hash, src_unparsed) IN ((getAhrefsRootHashFromUnparsed(getAhrefsUnparsedNoserviceFromURL(\'https://datashop.cboe.com/event-free-realized-volatility-subscription\')), getAhrefsUnparsedNoserviceFromURL(\'https://datashop.cboe.com/event-free-realized-volatility-subscription\'))) FORMAT JSONEachRow'

Response:

{"found_url":"https:\/\/datashop.cboe.com\/event-free-realized-volatility-subscription","crawl_time":1776393643,"first_indexed_time":1623438143,"http_code":200,"src_unparsed":"com,cboe!datashop,\/event-free-realized-volatility-subscription s443","src_root_hash":"13089558769190317382","history_drop_reason":null,"meta_title":"Event Free Realized Volatility - Subscription","meta_descriptions":["This report provides realized volatility for multiple tenors for optionable underlyers and excludes the variance associated with earnings announcements."],"attrs_boilerpipe_text":"This report provides realized volatility for multiple tenors for optionable underlyers and excludes the variance associated with earnings announcements.\nThe price variance associated with each earnings event that occurred in the respective lookback period of the calculated tenor is excluded from the realized volatility calculation. This proprietary valuation model uses a business day calendar with intraday time decay along with discrete dividend estimates, proprietary implied borrow rates, and proprietary arbitrage-free smoothed volatility surfaces. Files are labeled with a date-time in Central time.\nOne file will be delivered at the end of the day, if End of Day interval is chosen. If 15 min interval is selected, files will be delivered every 15 minutes during the day with 15 minutes delayed data.\nFields Include:\nUnderlyer\nHV_1W_NetEarn\nHV_2W_NetEarn\nHV_1M_NetEarn\nHV_2M_NetEarn\nHV_3M_NetEarn\nHV_6M_NetEarn\nHV_1Y_NetEarn\nHV_18M_NetEarn\nHV_2Y_NetEarn\nUpdated\nFile Layout:\nSpecification\nPricing:\nSubscription Period\nInterval\nMonthly\nAnnual\n15-Minute (Intraday)\n$1,125\n$13,500\nEOD\n$750\n$9,000\nPricing reflects internal usage, please contact\n[email protected]\nif you would like to inquire about redistribution.","attrs_markdown":"×\n\n[![Account](https:\/\/datashop.cboe.com\/Themes\/Livevol_v2\/Content\/images\/account-white.svg)Sign In](https:\/\/datashop.cboe.com\/login \"Register or Login to DataShop\")\n\n[![Cboe DataShop](https:\/\/datashop.cboe.com\/Themes\/Livevol_v2\/Content\/images\/logo.png)](https:\/\/datashop.cboe.com\/)\n\n- [Data](https:\/\/datashop.cboe.com\/data-products)\n- [APIs]()\n  REST\n  \n  - [Trade Alert](https:\/\/www.cboe.com\/services\/analytics\/tradealert\/institutions\/)\n  \n  Streaming\n  \n  - [Market Data and Analytics](https:\/\/www.cboe.com\/services\/analytics\/hanweck\/implied_volatility\/)\n  - [Indices](https:\/\/www.cboe.com\/us\/indices\/accessing-index-data\/)\n  - [Exchange Data and Access](https:\/\/www.cboe.com\/market_data_services\/)\n  - [Margin](https:\/\/www.cboe.com\/services\/analytics\/hanweck\/portfolio_margin_analytics\/)\n- [Platforms](https:\/\/datashop.cboe.com\/livevol-pro)\n  - [LiveVol](https:\/\/datashop.cboe.com\/livevol-pro)\n  - [Trade Alert](https:\/\/www.cboe.com\/services\/analytics\/tradealert\/)\n  - [Silexx](https:\/\/www.silexx.com\/about\/)\n  - [FT Options](https:\/\/www.ftoptions.com\/)\n\n[![Cboe DataShop](https:\/\/datashop.cboe.com\/Themes\/Livevol_v2\/Content\/images\/logo.png)](https:\/\/datashop.cboe.com\/)\n\n![Search](https:\/\/datashop.cboe.com\/Themes\/Livevol_v2\/Content\/images\/search.svg)\n\n[![Account](https:\/\/datashop.cboe.com\/Themes\/Livevol_v2\/Content\/images\/account.svg)](https:\/\/datashop.cboe.com\/myaccount)\n\n[![Cboe DataShop](https:\/\/datashop.cboe.com\/Themes\/Livevol_v2\/Content\/images\/logo.png)](https:\/\/datashop.cboe.com\/)\n\n[Data](https:\/\/datashop.cboe.com\/data-products)\n\n[APIs]()\n\n- [Trade Alert](https:\/\/www.cboe.com\/services\/analytics\/tradealert\/institutions\/)\n- [Market Data and Analytics](https:\/\/www.cboe.com\/services\/analytics\/hanweck\/implied_volatility\/)\n- [Indices](https:\/\/www.cboe.com\/us\/indices\/accessing-index-data\/)\n- [Exchange Data and Access](https:\/\/www.cboe.com\/market_data_services\/)\n- [Margin](https:\/\/www.cboe.com\/services\/analytics\/hanweck\/portfolio_margin_analytics\/)\n\n[Platforms]()\n\n- [LiveVol](https:\/\/datashop.cboe.com\/livevol-pro)\n- [Trade Alert](https:\/\/www.cboe.com\/services\/analytics\/tradealert\/)\n- [Silexx](https:\/\/www.silexx.com\/about\/)\n- [FT Options](https:\/\/www.ftoptions.com\/)\n\n[Account]()\n\n- [Info](https:\/\/datashop.cboe.com\/myaccount)\n- [Orders](https:\/\/datashop.cboe.com\/myaccount\/orders)\n- [Downloads](https:\/\/datashop.cboe.com\/myaccount\/downloads)\n- [SFTP](https:\/\/datashop.cboe.com\/myaccount\/sftp)\n- [API](https:\/\/datashop.cboe.com\/myaccount\/api)\n\n[Careers](https:\/\/www.cboe.com\/aboutcboe\/careers)\n\n[Contact Us](https:\/\/datashop.cboe.com\/event-free-realized-volatility-subscription#contact-us)\n\n×\n\nSearch\n\n×\n\nProduct Details\n\n×\n\nSearch\n\nShopping Cart (0)\n\nYou have no items in your shopping cart.\n\n- [Data](https:\/\/datashop.cboe.com\/data-products)\n- [![](https:\/\/datashop.cboe.com\/Themes\/Livevol_v2\/Content\/images\/cart.svg)](https:\/\/datashop.cboe.com\/cart)\n\nBack to Data Products\n\nEvent Free Realized Volatility - Subscription\n\n- Equities, ETFs, Indices\n\n[![](https:\/\/datashop.cboe.com\/Themes\/Livevol_v2\/Content\/images\/download.svg)Download sample](https:\/\/datashop.cboe.com\/download\/sample\/177)\n\nThis report provides realized volatility for multiple tenors for optionable underlyers and excludes the variance associated with earnings announcements.\n\nThe price variance associated with each earnings event that occurred in the respective lookback period of the calculated tenor is excluded from the realized volatility calculation. This proprietary valuation model uses a business day calendar with intraday time decay along with discrete dividend estimates, proprietary implied borrow rates, and proprietary arbitrage-free smoothed volatility surfaces. Files are labeled with a date-time in Central time.\n\nOne file will be delivered at the end of the day, if End of Day interval is chosen. If 15 min interval is selected, files will be delivered every 15 minutes during the day with 15 minutes delayed data.\n\n**Fields Include:**\n\n- Underlyer\n- HV\\_1W\\_NetEarn\n- HV\\_2W\\_NetEarn\n- HV\\_1M\\_NetEarn\n- HV\\_2M\\_NetEarn\n- HV\\_3M\\_NetEarn\n- HV\\_6M\\_NetEarn\n- HV\\_1Y\\_NetEarn\n- HV\\_18M\\_NetEarn\n- HV\\_2Y\\_NetEarn\n- Updated\n\nFile Layout: [Specification](https:\/\/datashop.cboe.com\/documents\/ft_products\/EventFreeRealizedVolatility_Specifications.pdf)\n\n**Pricing:**\n\n|   |   |   |\n|---|---|---|\n|   | **Subscription Period** |   |\n| **Interval** | **Monthly** | **Annual** |\n| 15-Minute (Intraday) | \\$1,125 | \\$13,500 |\n| EOD | \\$750 | \\$9,000 |\n\nPricing reflects internal usage, please contact [\\[email protected\\]](https:\/\/datashop.cboe.com\/cdn-cgi\/l\/email-protection) if you would like to inquire about redistribution.\n\nPurchase Details\n## Purchase this Product\n\nRecommended Data Products\n\n[Cboe Open-Close Volume SummaryDetailed option trading data volume summary by capacity (Customer, Pro-Customer, Broker, Firm, MM) on Cboe exchanges (BZX, C1, C2, EDGX) available End-of-Day (EOD) and in 10-minute intervalsOptions](https:\/\/datashop.cboe.com\/cboe-options-open-close-volume-summary)\n\n[Cboe Open-Close Volume SummaryDetailed option trading data volume summary by capacity (Customer, Pro-Customer, Broker, Firm, MM) on Cboe exchanges (BZX, C1, C2, EDGX) available End-of-Day (EOD) and in 10-minute intervalsOptions](https:\/\/datashop.cboe.com\/cboe-options-open-close-volume-summary)\n\n[Enhanced US Options Trade-by-Trade Execution DetailTrade-by-Trade (TBT) provides full transaction-level detail for every executed options trade, enabling granular market analysis and historical reconstruction.Options Trades Volume Cboe Exclusive Positions Tick Daily North America Subscription One-Time](https:\/\/datashop.cboe.com\/enhanced-us-options-trade-by-trade-execution-detail)\n\n[Option EOD SummaryEnd-of-day snapshot and 3:45PM ET snapshot for quotes, OHLC prices, and volume summaries along with optional Calcs data (implied volatilities and Greeks)Options](https:\/\/datashop.cboe.com\/option-eod-summary)\n\n[CFE Futures TradesDaily report of all futures trades done on the Cboe Futures Exchange (CFE) with insights into originating orders and side adding\/taking liquidity](https:\/\/datashop.cboe.com\/cfe-futures-trades)\n\n[Option Quotes1 minute or n-minute interval summaries including NBBO with size, OHLC prices, and trade volumes along with optional open interest and Calcs data (implied volatilities and Greeks)Options](https:\/\/datashop.cboe.com\/option-quote-intervals)\n\n[Option TradesDaily option trades with print details and contextual market information along with optional Calcs data (Implied Volatility & Delta)Options](https:\/\/datashop.cboe.com\/option-trades)\n\nContact Us\n\nFor technical support or to discuss how DataShop can help your business:\n\n![](https:\/\/datashop.cboe.com\/Themes\/Livevol_v2\/Content\/images\/phone.svg)\n\nPhone\n\nOR\n\n![](https:\/\/datashop.cboe.com\/Themes\/Livevol_v2\/Content\/images\/envelope.svg)\n\nEmail\n\nPhone\n\n\\+1 800 307-8979 U.S.\n\n\\+1 312 786-7400 Global\n\n![](https:\/\/datashop.cboe.com\/Themes\/Livevol_v2\/Content\/images\/logo.png)\n\n© 2026 Cboe Exchange, Inc. rights reserved\n\nCompany\n\n- [Careers](https:\/\/www.cboe.com\/about\/careers \"Careers\")\n- [About Us](https:\/\/www.cboe.com\/about\/)\n\nInformation\n\n- [SIP Fees](https:\/\/datashop.cboe.com\/sip-fees)\n- [Contracts & Data Policies](https:\/\/datashop.cboe.com\/data-policies)\n- [FAQs](https:\/\/datashop.cboe.com\/faqs)\n- [Release Notes](https:\/\/datashop.cboe.com\/releasenotes)\n\nMy Account\n\n- [Sign In](https:\/\/datashop.cboe.com\/myaccount)\n- [Orders](https:\/\/datashop.cboe.com\/myaccount\/orders)\n- [Customer Info](https:\/\/datashop.cboe.com\/myaccount)\n\n- [Use of Content](https:\/\/www.cboe.com\/use_of_content\/)\n- [Privacy Statement](https:\/\/www.cboe.com\/legal\/privacy)\n- [Copyright & Trademarks](https:\/\/www.cboe.com\/common\/copyright.aspx)\n- [Fingerprint Information Privacy Policy](https:\/\/cdn.cboe.com\/resources\/aboutcboe\/fingerprint-information-privacy-policy.pdf)\n- [OCC & Investor Protection](https:\/\/www.cboe.com\/aboutcboe\/investorprotection.aspx)\n\n- [Terms & Conditions](https:\/\/www.cboe.com\/common\/termsconditions.aspx)\n\n![](https:\/\/www.googleadservices.com\/pagead\/conversion\/1071967617\/?value=1.00&currency_code=USD&label=7En1CNyc4wEQgduT_wM&guid=ON&script=0)","attrs_readable_markdown":"This report provides realized volatility for multiple tenors for optionable underlyers and excludes the variance associated with earnings announcements.\n\nThe price variance associated with each earnings event that occurred in the respective lookback period of the calculated tenor is excluded from the realized volatility calculation. This proprietary valuation model uses a business day calendar with intraday time decay along with discrete dividend estimates, proprietary implied borrow rates, and proprietary arbitrage-free smoothed volatility surfaces. Files are labeled with a date-time in Central time.\n\nOne file will be delivered at the end of the day, if End of Day interval is chosen. If 15 min interval is selected, files will be delivered every 15 minutes during the day with 15 minutes delayed data.\n\n**Fields Include:**\n\n- Underlyer\n- HV\\_1W\\_NetEarn\n- HV\\_2W\\_NetEarn\n- HV\\_1M\\_NetEarn\n- HV\\_2M\\_NetEarn\n- HV\\_3M\\_NetEarn\n- HV\\_6M\\_NetEarn\n- HV\\_1Y\\_NetEarn\n- HV\\_18M\\_NetEarn\n- HV\\_2Y\\_NetEarn\n- Updated\n\nFile Layout: [Specification](https:\/\/datashop.cboe.com\/documents\/ft_products\/EventFreeRealizedVolatility_Specifications.pdf)\n\n**Pricing:**\n\n|   |   |   |\n|---|---|---|\n|   | **Subscription Period** |   |\n| **Interval** | **Monthly** | **Annual** |\n| 15-Minute (Intraday) | \\$1,125 | \\$13,500 |\n| EOD | \\$750 | \\$9,000 |\n\nPricing reflects internal usage, please contact [\\[email protected\\]](https:\/\/datashop.cboe.com\/cdn-cgi\/l\/email-protection) if you would like to inquire about redistribution.","meta_canonical":null}

3. Robots.txt Check

Query:

Response:

4. Spam/Ban Check

Query:

Response:

5. Seen Status Check

ℹ️ Skipped - page is already crawled

📄

INDEXABLE

✅

CRAWLED

6 hours ago

🤖

ROBOTS ALLOWED

Page Info Filters

Filter	Status	Condition	Details
HTTP status	PASS	`download_http_code = 200`	HTTP 200
Age cutoff	PASS	`download_stamp > now() - 6 MONTH`	0 months ago
History drop	PASS	`isNull(history_drop_reason)`	No drop reason
Spam/ban	PASS	`fh_dont_index != 1 AND ml_spam_score = 0`	ml_spam_score=0
Canonical	PASS	`meta_canonical IS NULL OR = '' OR = src_unparsed`	Not set

Page Details

Property	Value
URL	https://datashop.cboe.com/event-free-realized-volatility-subscription
Last Crawled	2026-04-17 02:40:43 (6 hours ago)
First Indexed	2021-06-11 19:02:23 (4 years ago)
HTTP Status Code	200
Meta Title	Event Free Realized Volatility - Subscription
Meta Description	This report provides realized volatility for multiple tenors for optionable underlyers and excludes the variance associated with earnings announcements.
Meta Canonical	null
Boilerpipe Text	This report provides realized volatility for multiple tenors for optionable underlyers and excludes the variance associated with earnings announcements. The price variance associated with each earnings event that occurred in the respective lookback period of the calculated tenor is excluded from the realized volatility calculation. This proprietary valuation model uses a business day calendar with intraday time decay along with discrete dividend estimates, proprietary implied borrow rates, and proprietary arbitrage-free smoothed volatility surfaces. Files are labeled with a date-time in Central time. One file will be delivered at the end of the day, if End of Day interval is chosen. If 15 min interval is selected, files will be delivered every 15 minutes during the day with 15 minutes delayed data. Fields Include: Underlyer HV_1W_NetEarn HV_2W_NetEarn HV_1M_NetEarn HV_2M_NetEarn HV_3M_NetEarn HV_6M_NetEarn HV_1Y_NetEarn HV_18M_NetEarn HV_2Y_NetEarn Updated File Layout: Specification Pricing: Subscription Period Interval Monthly Annual 15-Minute (Intraday) $1,125 $13,500 EOD $750 $9,000 Pricing reflects internal usage, please contact [email protected] if you would like to inquire about redistribution.
Markdown	× [![Account](https://datashop.cboe.com/Themes/Livevol_v2/Content/images/account-white.svg)Sign In](https://datashop.cboe.com/login "Register or Login to DataShop") [![Cboe DataShop](https://datashop.cboe.com/Themes/Livevol_v2/Content/images/logo.png)](https://datashop.cboe.com/) - [Data](https://datashop.cboe.com/data-products) - [APIs]() REST - [Trade Alert](https://www.cboe.com/services/analytics/tradealert/institutions/) Streaming - [Market Data and Analytics](https://www.cboe.com/services/analytics/hanweck/implied_volatility/) - [Indices](https://www.cboe.com/us/indices/accessing-index-data/) - [Exchange Data and Access](https://www.cboe.com/market_data_services/) - [Margin](https://www.cboe.com/services/analytics/hanweck/portfolio_margin_analytics/) - [Platforms](https://datashop.cboe.com/livevol-pro) - [LiveVol](https://datashop.cboe.com/livevol-pro) - [Trade Alert](https://www.cboe.com/services/analytics/tradealert/) - [Silexx](https://www.silexx.com/about/) - [FT Options](https://www.ftoptions.com/) [![Cboe DataShop](https://datashop.cboe.com/Themes/Livevol_v2/Content/images/logo.png)](https://datashop.cboe.com/) ![Search](https://datashop.cboe.com/Themes/Livevol_v2/Content/images/search.svg) [![Account](https://datashop.cboe.com/Themes/Livevol_v2/Content/images/account.svg)](https://datashop.cboe.com/myaccount) [![Cboe DataShop](https://datashop.cboe.com/Themes/Livevol_v2/Content/images/logo.png)](https://datashop.cboe.com/) [Data](https://datashop.cboe.com/data-products) [APIs]() - [Trade Alert](https://www.cboe.com/services/analytics/tradealert/institutions/) - [Market Data and Analytics](https://www.cboe.com/services/analytics/hanweck/implied_volatility/) - [Indices](https://www.cboe.com/us/indices/accessing-index-data/) - [Exchange Data and Access](https://www.cboe.com/market_data_services/) - [Margin](https://www.cboe.com/services/analytics/hanweck/portfolio_margin_analytics/) [Platforms]() - [LiveVol](https://datashop.cboe.com/livevol-pro) - [Trade Alert](https://www.cboe.com/services/analytics/tradealert/) - [Silexx](https://www.silexx.com/about/) - [FT Options](https://www.ftoptions.com/) [Account]() - [Info](https://datashop.cboe.com/myaccount) - [Orders](https://datashop.cboe.com/myaccount/orders) - [Downloads](https://datashop.cboe.com/myaccount/downloads) - [SFTP](https://datashop.cboe.com/myaccount/sftp) - [API](https://datashop.cboe.com/myaccount/api) [Careers](https://www.cboe.com/aboutcboe/careers) [Contact Us](https://datashop.cboe.com/event-free-realized-volatility-subscription#contact-us) × Search × Product Details × Search Shopping Cart (0) You have no items in your shopping cart. - [Data](https://datashop.cboe.com/data-products) - [![](https://datashop.cboe.com/Themes/Livevol_v2/Content/images/cart.svg)](https://datashop.cboe.com/cart) Back to Data Products Event Free Realized Volatility - Subscription - Equities, ETFs, Indices [![](https://datashop.cboe.com/Themes/Livevol_v2/Content/images/download.svg)Download sample](https://datashop.cboe.com/download/sample/177) This report provides realized volatility for multiple tenors for optionable underlyers and excludes the variance associated with earnings announcements. The price variance associated with each earnings event that occurred in the respective lookback period of the calculated tenor is excluded from the realized volatility calculation. This proprietary valuation model uses a business day calendar with intraday time decay along with discrete dividend estimates, proprietary implied borrow rates, and proprietary arbitrage-free smoothed volatility surfaces. Files are labeled with a date-time in Central time. One file will be delivered at the end of the day, if End of Day interval is chosen. If 15 min interval is selected, files will be delivered every 15 minutes during the day with 15 minutes delayed data. Fields Include: - Underlyer - HV\_1W\_NetEarn - HV\_2W\_NetEarn - HV\_1M\_NetEarn - HV\_2M\_NetEarn - HV\_3M\_NetEarn - HV\_6M\_NetEarn - HV\_1Y\_NetEarn - HV\_18M\_NetEarn - HV\_2Y\_NetEarn - Updated File Layout: [Specification](https://datashop.cboe.com/documents/ft_products/EventFreeRealizedVolatility_Specifications.pdf) Pricing: \| \| \| \| \|---\|---\|---\| \| \| Subscription Period \| \| \| Interval \| Monthly \| Annual \| \| 15-Minute (Intraday) \| \$1,125 \| \$13,500 \| \| EOD \| \$750 \| \$9,000 \| Pricing reflects internal usage, please contact [\[email protected\]](https://datashop.cboe.com/cdn-cgi/l/email-protection) if you would like to inquire about redistribution. Purchase Details ## Purchase this Product Recommended Data Products [Cboe Open-Close Volume SummaryDetailed option trading data volume summary by capacity (Customer, Pro-Customer, Broker, Firm, MM) on Cboe exchanges (BZX, C1, C2, EDGX) available End-of-Day (EOD) and in 10-minute intervalsOptions](https://datashop.cboe.com/cboe-options-open-close-volume-summary) [Cboe Open-Close Volume SummaryDetailed option trading data volume summary by capacity (Customer, Pro-Customer, Broker, Firm, MM) on Cboe exchanges (BZX, C1, C2, EDGX) available End-of-Day (EOD) and in 10-minute intervalsOptions](https://datashop.cboe.com/cboe-options-open-close-volume-summary) [Enhanced US Options Trade-by-Trade Execution DetailTrade-by-Trade (TBT) provides full transaction-level detail for every executed options trade, enabling granular market analysis and historical reconstruction.Options Trades Volume Cboe Exclusive Positions Tick Daily North America Subscription One-Time](https://datashop.cboe.com/enhanced-us-options-trade-by-trade-execution-detail) [Option EOD SummaryEnd-of-day snapshot and 3:45PM ET snapshot for quotes, OHLC prices, and volume summaries along with optional Calcs data (implied volatilities and Greeks)Options](https://datashop.cboe.com/option-eod-summary) [CFE Futures TradesDaily report of all futures trades done on the Cboe Futures Exchange (CFE) with insights into originating orders and side adding/taking liquidity](https://datashop.cboe.com/cfe-futures-trades) [Option Quotes1 minute or n-minute interval summaries including NBBO with size, OHLC prices, and trade volumes along with optional open interest and Calcs data (implied volatilities and Greeks)Options](https://datashop.cboe.com/option-quote-intervals) [Option TradesDaily option trades with print details and contextual market information along with optional Calcs data (Implied Volatility & Delta)Options](https://datashop.cboe.com/option-trades) Contact Us For technical support or to discuss how DataShop can help your business: ![](https://datashop.cboe.com/Themes/Livevol_v2/Content/images/phone.svg) Phone OR ![](https://datashop.cboe.com/Themes/Livevol_v2/Content/images/envelope.svg) Email Phone \+1 800 307-8979 U.S. \+1 312 786-7400 Global ![](https://datashop.cboe.com/Themes/Livevol_v2/Content/images/logo.png) © 2026 Cboe Exchange, Inc. rights reserved Company - [Careers](https://www.cboe.com/about/careers "Careers") - [About Us](https://www.cboe.com/about/) Information - [SIP Fees](https://datashop.cboe.com/sip-fees) - [Contracts & Data Policies](https://datashop.cboe.com/data-policies) - [FAQs](https://datashop.cboe.com/faqs) - [Release Notes](https://datashop.cboe.com/releasenotes) My Account - [Sign In](https://datashop.cboe.com/myaccount) - [Orders](https://datashop.cboe.com/myaccount/orders) - [Customer Info](https://datashop.cboe.com/myaccount) - [Use of Content](https://www.cboe.com/use_of_content/) - [Privacy Statement](https://www.cboe.com/legal/privacy) - [Copyright & Trademarks](https://www.cboe.com/common/copyright.aspx) - [Fingerprint Information Privacy Policy](https://cdn.cboe.com/resources/aboutcboe/fingerprint-information-privacy-policy.pdf) - [OCC & Investor Protection](https://www.cboe.com/aboutcboe/investorprotection.aspx) - [Terms & Conditions](https://www.cboe.com/common/termsconditions.aspx) ![](https://www.googleadservices.com/pagead/conversion/1071967617/?value=1.00&currency_code=USD&label=7En1CNyc4wEQgduT_wM&guid=ON&script=0)
Readable Markdown	This report provides realized volatility for multiple tenors for optionable underlyers and excludes the variance associated with earnings announcements. The price variance associated with each earnings event that occurred in the respective lookback period of the calculated tenor is excluded from the realized volatility calculation. This proprietary valuation model uses a business day calendar with intraday time decay along with discrete dividend estimates, proprietary implied borrow rates, and proprietary arbitrage-free smoothed volatility surfaces. Files are labeled with a date-time in Central time. One file will be delivered at the end of the day, if End of Day interval is chosen. If 15 min interval is selected, files will be delivered every 15 minutes during the day with 15 minutes delayed data. Fields Include: - Underlyer - HV\_1W\_NetEarn - HV\_2W\_NetEarn - HV\_1M\_NetEarn - HV\_2M\_NetEarn - HV\_3M\_NetEarn - HV\_6M\_NetEarn - HV\_1Y\_NetEarn - HV\_18M\_NetEarn - HV\_2Y\_NetEarn - Updated File Layout: [Specification](https://datashop.cboe.com/documents/ft_products/EventFreeRealizedVolatility_Specifications.pdf) Pricing: \| \| \| \| \|---\|---\|---\| \| \| Subscription Period \| \| \| Interval \| Monthly \| Annual \| \| 15-Minute (Intraday) \| \$1,125 \| \$13,500 \| \| EOD \| \$750 \| \$9,000 \| Pricing reflects internal usage, please contact [\[email protected\]](https://datashop.cboe.com/cdn-cgi/l/email-protection) if you would like to inquire about redistribution.
Shard	182 (laksa)
Root Hash	13089558769190317382
Unparsed URL	com,cboe!datashop,/event-free-realized-volatility-subscription s443