Flex Reports

The Flex Trades file offers flex trades appended with Cboe Hanweck’s proprietary theoretical price, volatility, and greeks, published on an end-of-day basis. Flex Positions file offers analytics on flex products with outstanding positions, including our proprietary theoretical price, volatility, greeks, and vwap, with two daily snapshots taken at 16:00 ET and 16:15 ET. Cboe Hanweck’s model-fitted theoretical prices, implied volatilities, and Greeks are generated using industry-standard pricing models, sophisticated volatility surface models, and the highest quality inputs which evolve to react to changing financial markets conditions.


Flex Trades are published at the end of each trading day.

Flex Positions captures flex products with outstanding positions at 16:00ET and 16:15ET daily.


Historical data will be available starting August 2024 for the month of July 2024.


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