The IVolatility historical database and data services are widely used for options trading, analysis and academic research.
To encourage students and professors to use our data services for their research and working papers we offer special academic pricing.
Below is a list of articles, working papers, seminars and other contributions done by IVolatility analysts, quants and clients from universities and colleges using our data or services.
- Scott Mixon, "What Does Implied Volatility Skew Measure?" (Journal of Derivatives 18(4): 9-25, Summer 2011).
- Sven Oberbach, "Chaos and Order in Black-Scholes Formula" (Num Lab Oberbach (Numerical Laboratory), May, 2011).
- Vladimir Ionesco, "The performance of implied volatility in forecasting future volatility: an analysis of three major equity indices from 2004 to 2010" (MIT Sloan School of Management, May, 2011).
- Vladimir Zdorovenin, Jacques Pezier, "Does Information Content of Option Prices Add Value for Asset Allocation?" (ICMA Centre, Henley Business School, University of Reading, UK, January, 2011)
- Jack Walker, "Exploring the Edge", (Working paper, IVolatility, 2010).
- Dominik Jaretzke, "CDS Model and Market Spreads Amid the Financial Crisis," (Working paper, Maastricht University, January 2010).
- Scott Mixon, "Option Markets and Implied Volatility: Past versus Present" (Journal of Financial Economics 94(2): 171-191, November 2009).
- Alexander Gairat, IVolatility, "Variance Swaps," (Working Paper, IVolatility, November 2005).
- Tatiana Lozovaia and Helen Hizniakova, IVolatility, "Dispersion risk," (FOW, June 2003).
- Ravi Kant Jain and Tatiana Lozovaia, "Profitable trading using options analytics," (Working Paper, IVolatility, March 2003).
- Ravi Kant Jain, IVolatility, "Putting volatility to work," (Active Trader Magazine April 2001).
Designed specifically for the academic community, but available to all researchers, we have a very special data offer for those interested in preparing working papers or doing options research. Not only will we provide limited data free of charge we will publish the work in this research section.
Now for the first time you have access to the data needed to test your trategy or prove your theory, all we ask in return is for you to share the results.
Discounted pricing is also available for those requesting larger data sets or all database. Delivery is available in .csv files as well as in a convenient database format.
Read more about our historical implied volatilities database.
For more details of this special plan, contact our sales team at firstname.lastname@example.org.
If you prefer give us a call at 212 223-3552.