IVolatility.com | Provider of Asian EOD Historical Options Data

Asian Historical Options Data

Asian equities and options:

All equities, including stocks, ETFs and indices and all traded options from Hong Kong Exchange, National Stock Exchange of India, Australian Securities Exchange, Korea Exchange (KOSPI2 index), Tokyo Stock Exchange, Osaka Securities Exchange, Taiwan Futures Exchange (TWSE index)
Over 800 names and 500+ among them with options
History starts November 2008
China options from Shanghai Stock Exchange, including China ETF50 options initially and all other options that will start trading soon. Download China ETF50 sample.

Call + 1 (201) 275-1111
or email sales@ivolatility.com
to order the data,
or fill request form.

Available End of the Day (EOD) historical options datasets and samples:

Dataset	Samples
1. Underlying prices.	Sample of Asian Underlying Prices
2. Options prices with bid, ask, OHLC, volumes & OI. Includes all options chains, all strikes, all expirations.	Sample of Asian Options Prices With Volumes & OI
3. Raw Implied Volatilities (Raw IV). Includes options prices with bid, ask, OHLC, volume & OI, IV, Greeks for all strikes and expirations.	Sample of Asian Raw IV
4. Implied Volatility Index (IVX). An averaged ATM volatility measure for 7, 14, 21, 30, 60, 90, 120, 150, 180, 360, 720, 1080 days maturity.	Sample of Asian IVX
5. Implied Volatility Surface by Moneyness. A surface normalized by moneyness (from -60% strike to +60% strike with 5 % step) and 7, 14, 21, 30, 60, 90, 120, 150, 180, 360, 720, 1080 days maturity.>	Sample of Asian IV Surface By Moneyness
6. Implied Volatility Surface by Delta. A surface normalized by delta (from 0.1 to 0.9 with 0.05 step) and 7, 14, 21, 30, 60, 90, 120, 150, 180, 360, 720, 1080 days maturity.	Sample of Asian IV Surface By Delta Sample of Asian Raw IV Surface By Delta
7. Implied Volatility Parameterized Surface. Smoothed by 2nd order equation volatility curves at each expiration (a,b,c curve coefficients).	Sample of Asian IV Parameterized Surface
8. Historical Volatility. Close-to-close and Parkinson's historical volatilities for different time periods.	Sample of Asian Historical Volatility Sample of Asian Parkinson's Historical Volatility
9. Correlations and Betas again major Asian indices.	Sample of Asian Correlations and Betas
10. Total call/put options volume and OI. Total volume calls, total volume puts, total volume calls+puts, total OI calls, total OI puts, total OI calls+puts.	Sample of Asian Total call/put options volume and OI
Intrerest Rates, Implied Yields.	Sample of Asian Interest Rates Sample of Asian Yields Sample of Asian Implied Yields
Corporate Actions.	Corporate Actions data are included into Managed Database delivery.

All samples are in csv-delivery format.

Data Delivery

Delivery is done via FTP or in cloud setup:

FTP delivery:
1) Data is delivered as csv files via ftp. No extra fee.
Samples of these files can be downloaded from the US, European or Asian Historical Database page.

2) Data is delivered as Managed Database. Two Managed Database delivery options are available:
2a) MS SQL Server or PostgreSQL format ($1000 one-time fee).
2b) A set of cross-referencing csv files importable into any relational database ($500 one-time fee).

In either type of Managed Database, data is delivered in the form of a database that contains a number of tables cross-referenced using internal instrument IDs. The database includes complimentary data on corporate actions, dividends and interest rates.

For MS SQL and PostgreSQL solutions (choice 2a), we include all scripts and utilities required to unpack data files on the client's side, create database structures, upload history to the database, and keep it updated using automatic replication jobs. The replication service provides data maintenance like adding new names, renaming that result from any corporate actions, maintaining market structure changes, and applying corrections to the history. The replication job is performed periodically at a scheduled time.

For other types of relational databases (choice 2b), we deliver the same data, but the client is responsible for setting up database structures, importing data, and setting up daily update jobs.

Cloud setup.

Cloud setup is available in Azur or Amazon providing access to our database installed in a cloud. Cloud service provides great flexibility in fast setup with the database, replacing building and supporting inhouse infrastructure required for that.

Call + 1 (201) 275-1111 or email sales@ivolatility.com to order the data, or fill request form.

Asian Historical Options Data

Asian equities and options
Asian futures and futures options

Call + 1 (201) 275-1111
or email sales@ivolatility.com
to order the data,
or fill request form.

Available End of the Day (EOD) historical options datasets and samples:
1. Underlying prices.
2. Options prices with volumes & OI.
Includes all options chains, all strikes, all expirations.
3. Raw Implied Volatilities (Raw IV).
Includes options prices with volume & OI, IV, Greeks for all strikes and expirations.
4. Implied Volatility Index (IVX).
An averaged ATM volatility measure for 7, 14, 21, 30, 60, 90, 120, 150, 180, 360, 720, 1080 days maturity.
5. Implied Volatility Surface by Moneyness.
A surface normalized by moneyness (from -60% strike to +60% strike with 5 % step) and 7, 14, 21, 30, 60, 90, 120, 150, 180, 360, 720, 1080 days maturity.
6. Implied Volatility Surface by Delta.
A surface normalized by delta (from 0.1 to 0.9 with 0.05 step) and 7, 14, 21, 30, 60, 90, 120, 150, 180, 360, 720, 1080 days maturity.
7. Implied Volatility Parameterized Surface.
Smoothed by 2nd order equation volatility curves at each expiration (a,b,c curve coefficients).
8. Historical Volatility.
Close-to-close and Parkinson's historical volatilities for different time periods.
9. Correlations and Betas again major Asian indices.
10. Total call/put options volume and OI. Total volume calls, total volume puts, total volume calls+puts, total OI calls, total OI puts, total OI calls+puts.
11. Intrerest Rates, Implied Yields.
12. Corporate Actions.

Data can be delivered via FTP either in a csv file or in a managed database format for easy upload into any kind of database (MSSQL, PostgreSQL, etc). Or cloud setup is available.