BLACK FRIDAY
Sale
30% off on data
REQUEST QUOTE Call + 1 (201) 275-1111 or email sales@ivolatility.com to order the data, or fill request form.
US Futures & Futures Options
  • All US traded futures (commodities, equity index, interest rates, etc..) and futures options
  • More than 600 US futures products
  • Over 100 US futures products with options
  • Over 350,000 US futures options
  • History starts December 2005.
European futures and futures options
  • Selective coverage of most popular futures and futures options in Europe from Oslo Bors, NYSE Euronext Paris, NASDAQ OMX Stockholm, NASDAQ OMX Copenhagen, EUREX Swiss Options and Financial Futures, EUREX Swiss Options and Financial Futures, EUREX Deutsche TerminBorse, NYSE Euronext Amsterdam, NYSE Euronext Brussel, Milan Stock Exchange (Borsa Italiana) including mini-Ibex, Euro Bobl, Euro Bund, Euro SCHATZ, etc...
  • Over 200 European futures products and up to 20 among them with options
  • Earliest history starts November 2011

  • Russian market FORTS, with futures and futures options traded on indices, energy, precious metals, FX, stocks, etc...
  • Over 100 FORTS futures products and up to 20 among them with options
  • FORTS history starts September 2009.
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
REQUEST QUOTE Call + 1 (201) 275-1111 or email sales@ivolatility.com to order the data, or fill request form.
IV_Global_Futures_Markets
Dataset US Samples Europe Samples Asia Samples
1. Futures prices. Sample of US Futures Prices Sample of European Futures Prices Included with Raw IV data
2. Options prices with volumes & OI.
Includes all options chains, all strikes, all expirations.
Sample of US Futures Options Prices With Volumes & OI Sample of European Futures Options Prices With Volumes & OI 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 US Futures Raw IV Sample of European Futures 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 US Futures IVX Sample of European Futures 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 US Futures IV Surface By Moneyness Sample of European Futures 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). 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 US Futures IV Surface By Delta
Sample of US Futures Raw IV Surface By Delta
Sample of European Futures IV Surface By Delta
Sample of European Futures 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 US Futures IV Parameterized Surface Sample of European Futures 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 US Futures Historical Volatility Sample of European Futures Historical Volatility Sample of Asian Futures Historical Volatility
REQUEST QUOTE Call + 1 (201) 275-1111 or email sales@ivolatility.com to order the data, or fill request form.