Today we have the pleasure to announce that in addition to expanding our coverage to Asian markets in 2009, we have increased the depth of history and are now offering 2 years of Asian historical data.

To recap, we provide Implied Vols data for US, Canadian, European and Asian markets.

In Asia we cover Australia, Hong Kong, India, Japan, Singapore, Korea, Taiwan markets and offer a complete implied volatilities database including:

• Equity, index, futures, options prices, volumes, OI, Implied volatilities and Greeks for each option contract;
• A set of normalized Implied Volatility surfaces:
  Parameterized Volatility Surface for all traded expirations, Implied Volatility Surface by Moneyness, Implied Volatility Surface by Delta;
• Implied Volatility index (IVX), the proprietary weighted averaged implied vol for each security;
• Historical Volatility (HV), Correlation and Beta of stock vs major market index, skew and kurtosis;
• Dividends, corporate actions, interest rates.