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Services & Tools

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TURNING VOLS TO PROFITS

IVolatility.com offers the most complete and accurate source of implied volatility data available. Since 1999, we have specialized in providing professional services in equity derivative data and analytics. Our scope of coverage includes all facets of options trading, from screen based and electronic market making to correlation trading and risk management. Our proprietary technology and methodology allows us to efficiently capture, cleanse and perform calculations on the most advanced data.

The core for many of our solutions is the powerful IVolatility.com Data Management Platform. It supplies traders with 20 minutes delayed, end-of-day and historical data for trading, idea generation, decision making, custom analytics development and back testing strategies. Our data coverage includes all US listed equities, futures, options, as well as European and Canadian equities and options, and recently added Asian markets with equities, futures and options.

Our data platform resides in state of the art SAS 70 certified data center and is accessible 24/7 from anywhere in the world. It provides full redundancy and reliability that has been tested by hundreds of our clients. Our data platform is supported by the team of experienced data analysts who work around the clock and employ sophisticated statistical methods to ensure that our users are getting the most accurate data in the rapidly changing world of trading. Among other things, our data team looks after corporate events, such as splits, mergers and spin-offs. We also adjust data for dividends, liquidity spikes and mispricing always present in the financial markets. Check our free IVolatility Data Guide.

Our flexible and very affordable data license model is specifically designed to fit the needs of any trader- from the individual to the largest enterprise.
Whether you are a day trader legging into a back spread because vol's have dropped in a particular series or a hedge fund or risk manager at multi-national bank, we have a solution for you.

10 years of work and constant development have resulted in more than 70,000 clients from all over the world using IVolatility.com trading and risk management systems for US, European and Asian market data and analytics.

IVolatility.com clients are represented in all segments of the global derivatives market. More than half of the top 30 options market makers and US options brokers use IVolatility.com financial data services. In addition, IVolatility.com clients include 3 out of 5 of the largest US banking institutions and more than half of the top 50 investment banks. Other important clients include the CBOE, the NYSE, RiskMetrics Group - a proven leader in risk management, corporate governance, financial research and analysis- along with INVESTools, the Options Clearing Corporation, as well as hundreds of investment and hedge funds.


IVOLATILITY.COM DATA PRODUCTS

We develop several data products that are designed to meet different trading needs.

Implied Volatility Index(IVX). This is a proprietary volatility index that we designed and now calculate daily and intra day (check IVX Monitor on home page or IVGraph service). This index gives a measure of a stocks expected volatility based on weighted at-the-money volatilities. The IVX is calculated for 6 different maturities. It is a great tool for volatility studies looking for a single volatility value as well as studies reviewing historic stock volatility and mean reversal principles among others. The IVX product provides historical data for each optionable name on the market.
The Raw IV product provides actual volatility, quotes and Greeks. This is an excellent product for analyzing the shape of the vol curve or back testing your trading ideas.
The Parameterized volatility product incorporates the proprietary smoothing calculations of our raw implied data into a parameterized curve. It is an efficient way to analyze, generally, how in-the-money and out-of the-money options have been priced historically. This is a great tool to incorporate into complex trading and risk management models.
The Risks product offers realized volatility over different time frames as well as correlations and betas. These data sets are typically used for portfolio analysis, VAR calculations, delta hedging and vega risk management.
The IV Feed product provides a variety of options volatility 20 minutes delayed data. Data can be accessed through either our SDK solution designed for individual traders or through the enterprise Volatility Server application.

We offer a variety of ways to access our products:
Many data sets are integrated within our analytics tools and just a few clicks away. We invite you to explore our most popular services at no obligation with a free trial program:
Advanced Options
Advanced Historical Data
Options Scanner Suite

If you need to learn more details about any of the products we offer please call us at 1-212-223-3552 or drop us an e-mail at sales@ivolatility.com
You can also download small data packages right here from the web site http://www.ivolatility.com/data/data_download_intro.html



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