Asian Historical Options Data |
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Asian Historical Options Data
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.
- 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. |
![]() 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.