The Volatility Server solution is an out-of-the-box volatility ticker-plant that provides access to implied volatilities, Greeks, our Implied Volatility Index, Implied volatility surface, Historical Vols, dividends, interest rates and other analytical data.

It covers now entire US markets, including equities and options (full OPRA options coverage) The data are provided during market hours from 9.30am to 16.15am est; after the close, closing data are available until next day’s opening.

Volatility Server/SDK can be permissioned to a specific list of securities based on client’s need: from a list of favorites securities or specific exchanges to the whole US market (over 5000 US equities with 3300 optionable and 200 US futures with about 100 optionable).

Volatility Server data is 20 minutes delayed.

Volatility Server can support virtually an unlimited number of local clients. The client software is using IVolatility SDK which provides industry standard ActiveX / COM objects model for easy integration into a Visual Basic, Visual C++ or .Net application. The SDK also includes a DDE server so a client can have access to the continuously updating market data within Microsoft Excel (a set of sample applications is provided for a quick start).

Documentation and samples:
Full set of documentation to get you started with IVolatility.com SDK is provided. The installation package also included a demo Visual Basic application (with source code).