In the equity options universe IVolatilityโs 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 future options end-of-day contract data (settlement, bid & ask prices, volume, open interest, implied volatility and greeks).
Regions: US
Table: FUT_OPTION, FUT_FUTURES
Key Fields:
- BID
- ASK
- VOLUME
- OPEN_INTEREST
- IV
- DELTA
- GAMMA
- SYMBOL
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.