Cboe 3-Month Implied Correlation Index

COR3MvolatilityPaid tier

Series IDCOR3M
UnitsIndex
FrequencyDaily
Categoryvolatility
Latest observation2026-10-09
HistoryPoint-in-time: every value as first published plus each revision, so backtests see only what was known on the day
Source creditSource: Cboe Exchange, Inc. Used under licence.

Get it in Python

import finzdata as yf
df = yf.Client().licensed("COR3M")
df.tail()

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