IVolatility Data
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Until the launch of IVolatility.com, options traders seeking volatility data had to rely on incomplete data from vendors or had to maintain the mammoth infrastructure necessary to handle the complex calculations themselves. IVolatility changed everything by developing proprietary technology and methodology to capture, cleanse and perform calculations on the most advanced and accurate database in the market. At each day's close, end-of-day quotes are fed into IVolatility's servers, where algorithms and routines filter, clean and process the data. Afterward, an IVolatility.com team manually scans the data for abnormalities such as bad prices, missed dividends and stock splits.

IVolatility.com database is a unique source of options historical and intraday data both for Individual and Professional investors. IVolatility.com provides simple and efficient ways to access the underlying database.

Institutional investors data access services provide significant discounts based on amount of data.

For individuals we offer two services to download data directly from our database. The 'Data Download Wizard' provides an intuitive interface that allows you to download volatility data on individual stocks to a .csv (comma separated value) file, which can be easily imported into Excel or other desktop applications. 'Daily Updates Wizard' is a service complimentary to 'Data Download Wizard' ? all the data available in Data Download Wizard can be delivered to you on a daily basis if you subscribe to our Daily Updates Service.

Data History Depth
We offer end-of-day data going back to November 2000

Markets Coverage
Our database covers both North American and European markets - publicly traded options on equities, ETFs and Indexes.

Available Datasets
Our datasets allows for most advanced historical analysis and comprise both standard and several unique indicators*:
  • Historical Volatility (both end-of-day and Parkinson's) - sample file
  • Individual Options Contracts Volatilities - sample file
  • Implied Volatility Index - sample file
  • Implied Volatility Surface - sample file
  • Correlation and Beta Between Stocks and Indices**
  • Skew and Kurtosis of returns distributions**
  • Lagged Correlation between IV Index and Historical Volatility**
  • Splits, dividends, multiple-terms interest rates** - all data needed for correct implied volatility calculation
  • Custom analytics per your specification**
* - read about data definition and formulas in IVolatility Knowledge Base
** - not available for web download, please fill in Custom Request Form

Download pdf More details on available dataset

Questions?
Please contact us at support@ivolatility.com

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