The Chicago Board Options Exchange (CBOE) will apply the CBOE Volatility Index methodology to options on individual stocks. It will begin publishing volatility values on five highly active equities on January 7.

CBOE will calculate values for Apple, Amazon, IBM, Google and Goldman Sachs. The exchange may expand the list of individual equities on which volatility values will be calculated in the future.

Click here for the release from Chicago Board Options Exchange.