In the equity options universe IVolatility’s database offers the most complete and accurate source of implied volatilities available. We have developed technology and methodology to capture, cleanse and calculate derived data.
Dataset provides individual option contract data (OHLC, bid & ask prices, volume, open interest, implied volatility and greeks).
Regions: US
Table: OPTIONVALUE
Key Fields:
- BID
- ASK
- VOLUME
- OPEN_INTEREST
- IV and GREEKS
Expected workflow:
1. Customer requests access to IVolatility data through Marketplace listing.
2. Provider contacts customer and confirms data requirements, terms and conditions.
3. Provider opens access to the dataset. We will deliver the data set via a Private Listing.