Intraday Updates Service provides updated volatility data throughout the day via our 20 minute delayed data server - with volatility files updated one per minute. We cover all publicly traded US options on equities and Indexes but you can choose a limited coverage:
- S&P 500 components
- NASDAQ 100 components
- or All US optionable instruments
- Implied Volatility Surface
- Individual Contract Implied Volatility
- Implied Volatility Index
Data Delivery:
CSV files:
CSV files are created once per minute for both Implied Volatility Surface data, Individual Contract Implied Volatility and Implied Volatility Index. These files are posted to our web server once per minute, and you may download this fresh volatility data via our web services as needed throughout the trading day so that you can incorporate the latest volatility data into your spreadsheets, trading applications, or risk management platforms.
Web API
Query our Intraday Database via simple get command request to retrieve updates on an individual name basis as needed throughout the trading day.
Pricing:
Call 917-607-1200, or e-mail us directly at support@ivolatility.com for additional information on any of our solutions or to receive a trial of this new exciting Intraday Update Service. We will of course keep you updated as we expand our coverage via our new intraday updates service.