What is Volatility surface?
Can I see the difference in volatilities for put vs. calls?
Which indices do you support?
Do you support other country stock and option markets?
What are Exchange code acronyms you show on the site?
How can I see IV for longer dated options?
What does include your download service?
What is "bulk data download"?
|Q: What is Volatility surface?|
|A: Volatility Surface is new data available now for downloading. This is surface of IV data by moneyness (from -50% to +50% with 10% step for 11 maturities). Vola Surface is built from implied volatilities data derived from all options traded that day by special interlopation algirythm by strike and time.
|Q: Can I see the difference in volatilities for put vs. calls?|
|A: Our IV Call represents a weighted average for out of the money calls, while the IV Puts represents the same for puts. Comparing the two will give you a measure of the skew, i.e. ratio of call volatility to put volatility. Using the ranker, you can see the stocks with most skew.
|Q: Which indices do you support?|
|A: We support all indices of US markets :AMEX, CBOE, NASDAQ, NYSE, PHLX, PSE, and as well major indices from Europe and Canada.
|Q: Do you support other country stock and option markets?|
|A: We support Canadian market and the following European markets: Holland, German, Spain, French, Swiss, Swedish and British
|Q: What are Exchange code acronyms you show on the site?|
|A: List of all Stock and Option Exchanges:
NASDAQ - NASDAQ Stocks Exchange (USA)
NYSE - New York Stock Exchange (USA)
NYSEAN - NYSE Alternext Equities (USA)
CBOE - Chicago Board Options Exchange (USA)
AS - Euronext Amsterdam (Europe)
DE - Borse Frankfurt XETRA (Europe)
MC - Madrid Stock Exchange (Europe)
PA - Euronext Paris (Europe)
S - Switzerland Stock Exchange (Europe)
ST - NASDAQ OMX Stockholm (Europe)
L - London Stock Exchange (Europe)
PHLX - Philadelphia Stock Exchange (USA)
NYSEArca - NYSE Arca Options (USA)
LIFFE - London Int.Futures&Options Exch (Europe)
TSX - Toronto Stock Exchange (Canada)
ME - Montreal Exchange (Canada)
VSE - Vancouver Stock Exchange (Canada)
ISE - International Security Exchange (USA)
OTCBB - OTC Bulletin Board (USA)
BOX - Boston Option Exchange (USA)
PINK - Other OTC (Pink Sheets) (USA)
MI - Borsa Italiana (Europe)
HE - Helsinki Stock Exchange (Europe)
IR - Irish Stock Exchange (Europe)
BE - Euronext Brussels (Europe)
NYSEAmex - NYSE Amex Options (USA)
DC - NASDAQ OMX Copenhagen (Europe)
MF - MEFF (Europe)
EG - EUREX Germany (Europe)
ES - EUREX Swiss (Europe)
NO - Oslo Bors (Europe)
C2 - CBOE 2 Options Exchange (USA)
BATS - BATS Option (USA)
|Q: How can I see IV for longer dated options?|
|A: Long term options (LEAPS) as well as all available options for equity can be seen in service Advanced Options Page. this service is available for registered users. To subscribe to this service please go to http://www.ivolatility.com/serv_info.asp
|Q: What does include your download service?|
|A: IVolatility.com sells historical data over 8,000 stocks and implied volatility data for over 2,500 optionable stocks from USA, Canada and Europe. Our history goes two years back for IVIndex and much further for HV. Our data are very accurate, we do lots of in-house processing to clean raw data before we derive calculated variables. One way to purchase a data - directly from the Web site (you just need to register, then go to http://www.ivolatility.com/data_download.j). Site download is used by people who needs to purchase small amount of data for a few stocks. Nowadays IVIndex, Historical Volatility, IV surface and Individual contracts (Raw IV) data are available to download using this service. Other data(Correlation, beta, skew kurtosis, Parkinson HV) with different terms (10, 20, 30, 60, 90, 120, 150, 180) are availale through personal request by e-mail.
|Q: What is "bulk data download"?|
|A: Bulk data download is another way to purchase our data, it is used for large number of stock and offers significant discount. It also includes daily updates. If you are interested in bulk data download pls e-mail back and give details about stocks you would like to download, historical data and period.