IVolatility.com has specialized in providing professional services in equity derivatives data and analytics since 1999. We cover the entire scope of options trading, from traditional market making to screen based trading and electronic market making to analytical trading and risk management. The core of many our solutions is powerful IVolatility.com Data Management Platform which supplies traders with historical, daily, and real-time data for decision making, trading, building custom analytics and back-testing of trading strategies.
In the equity options universe IVolatility.com offers the most complete and accurate source of implied volatility available. IVolatility.com proprietary technology and methodology allow us to efficiently capture, cleanse and perform calculations on the most advanced data. Options traders have the flexibility to select the most suitable measure for his specific research purposes:
For detailed datasets description see our in-depth
Data delivery methods vary from plain CSV files to IVolatility 'managed in-house database' solution.
IVolatility Data Guide and
Implied Volatility Surface Methodology guide.