The End-of-Day Theoretical Values file provides valuations at 4 PM ET for each Cboe proprietary option series, delivering both a theoretical and market-aligned view of closing prices.

Model-Driven End-of-Day Theo Values
At 4 PM ET, theo value (TV) is calculated for all proprietary options series independent of prevailing quotes.

NBBO-Bound Adjusted Theo Values
For each theoretical value, a second value is produced that incorporates the 4 PM ET NBBO as a constraint. The adjusted theoretical value is set to the NBB or NBO if the model-driven value falls outside the prevailing NBBO range.

Options on the following indices are included: SPX, XSP, VIX, DJX, MRUT, MXACW, MXEA, MXEF, MXUSA, MXWLD, NANOS, OEX, RUT, SPESG, SPEQ, XEO, CBTX, MBTX

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File Specifications

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