IVolatility Historical Options Data

Asian Historical Options Data

20% off on 1 minute, tick and global indices data in May 2017
Asian equities and options:
  • All equities, including stocks, ETFs and indices and all traded options from Hong Kong Exchange, National Stock Exchange of India, Australian Securities Exchange, Korea Exchange (KOSPI2 index), Tokyo Stock Exchange, Osaka Securities Exchange, Taiwan Futures Exchange (TWSE index)
  • Over 800 names and 500+ among them with options
  • History starts November 2008
  • NEW: China options from Shanghai Stock Exchange, including China ETF50 options initially and all other options that will start trading soon. Download China ETF50 sample.

Asian futures and futures options:
  • Futures and futures options from Hong Kong Futures Exchange, National Stock Exchange of India, Australian Securities Exchange, Sydney Futures Exchange, Korea Exchange (futures on KOSPI2 Index), Singapore Exchange, Tokyo Stock Exchange, Tokyo Stock Exchange, Taiwan Futures Exchange (futures on TWSE index)
  • Over 700 Asian futures products and 30+ among them with options
  • History starts November 2008


Call + 1 (201) 275-1111
or email sales@ivolatility.com
to order the data,
or fill request form.

Available End of the Day (EOD) historical options datasets and samples:
  Asian Equities Asian Futures
1. Underlying prices.
  Included with Raw IV data Included with Raw IV data
2. Options prices with volumes & OI.
Includes all options chains, all strikes, all expirations.
  Included with Raw IV data Included with Raw IV data
3. Raw Implied Volatilities (Raw IV).
Includes options prices with volume & OI, IV, Greeks for all strikes and expirations.
  Sample of Asian Raw IV Sample of Asian Futures Raw IV
4. Implied Volatility Index (IVX).
An averaged ATM volatility measure for each name from 30 to 1080 days maturity.
  Sample of Asian IVX Sample of Asian Futures IVX
5. Implied Volatility Surface by Moneyness.
A surface normalized by moneyness (from -60% strike to +60% strike with 5 % step) and maturity (from 1 month to 3 years).
  Sample of Asian IV Surface By Moneyness Sample of Asian Futures IV Surface By Moneyness
6. Implied Volatility Surface by Delta.
A surface normalized by delta (from 0.1 to 0.9 with 0.05 step) and maturity (from 1 month to 3 years).
  Sample of Asian IV Surface By Delta
Sample of Asian Raw IV Surface By Delta
Sample of Asian Futures IV Surface By Delta
Sample of Asian Futures Raw IV Surface By Delta
7. Implied Volatility Parameterized Surface.
Smoothed by 2nd order equation volatility curves at each expiration (a,b,c curve coefficients).
  Sample of Asian IV Parameterized Surface Sample of Asian Futures IV Parameterized Surface
8. Historical Volatility.
Close-to-close and Parkinson's historical volatilities for different time periods.
  Sample of Asian Historical Volatility
Sample of Asian Parkinson's Historical Volatility
Sample of Asian Futures Historical Volatility
9. Correlations and Betas again major Asian indices.
  Sample of Asian Correlations and Betas n/a
Intrerest Rates, Implied Yields.
  Sample of Asian Interest Rates
Sample of Asian Implied Yields
n/a
Corporate Actions.
  Corporate Actions data are included into Managed Database delivery. n/a

All samples are in csv-delivery format.

Data Delivery

2 delivery choices are available for IVolatility's Historical EOD Options Data:
  1. Data is delivered as csv files via ftp. No extra fee.
    Samples of the files can be downloaded from the US or Europe or Asian Historical Database page.
  2. Data is delivered as Managed Database. Two Managed Database delivery options are available:
    2a) MS SQL Server or PostgreSQL format ($1000 one-time fee).
    2b) A set of cross-referencing csv files importable into any relational database ($500 one-time fee).

In either type of Managed Database, data are delivered in the form of a database that contains a number of tables cross-referenced using internal instrument IDs. The database includes complimentary data on corporate actions, dividends and interest rates.

For MS SQL and PostgreSQL solutions (choice 2a), we include all scripts and utilities required to unpack data files on the client's side, create database structures, upload history to the database, and keep it updated using automatic replication jobs. The replication service provides data maintenance like adding new names, renamings that result from any corporate actions, maintaining market structure changes, and applying corrections to the history. The replication job is performed periodically at a scheduled time.

For other types of relational databases (choice 2b), we deliver the same data, but the client is responsible for setting up database structures, importing data, and setting up daily update jobs.



Call + 1 (201) 275-1111 or email sales@ivolatility.com to order the data, or fill request form.
Asian Historical Options Data 20% off on 1 minute, tick and global indices data in May 2017
  • Asian equities and options
  • Asian futures and futures options


Call + 1 (201) 275-1111
or email sales@ivolatility.com
to order the data,
or fill request form.


Call + 1 (201) 275-1111
or email sales@ivolatility.com
to order the data,
or fill request form.

Available End of the Day (EOD) historical options datasets and samples:
1. Underlying prices.
2. Options prices with volumes & OI.
Includes all options chains, all strikes, all expirations.

3. Raw Implied Volatilities (Raw IV).
Includes options prices with volume & OI, IV, Greeks for all strikes and expirations.

4. Implied Volatility Index (IVX).
An averaged ATM volatility measure for each name from 30 to 1080 days maturity.

5. Implied Volatility Surface by Moneyness.
A surface normalized by moneyness (from -60% strike to +60% strike with 5 % step) and maturity (from 1 month to 3 years).

6. Implied Volatility Surface by Delta.
A surface normalized by delta (from 0.1 to 0.9 with 0.05 step) and maturity (from 1 month to 3 years).

7. Implied Volatility Parameterized Surface.
Smoothed by 2nd order equation volatility curves at each expiration (a,b,c curve coefficients).

8. Historical Volatility.
Close-to-close and Parkinson's historical volatilities for different time periods.

9. Correlations and Betas again major Asian indices.
10. Intrerest Rates, Implied Yields.
11. Corporate Actions.

Data can be delivered either in a csv file or in a managed database format for easy upload into any kind of database (MSSQL, PostgreSQL, etc).