IVolatility.com new services announcement:
IVolatility SDK released

We would like to take this opportunity to introduce a new service just launched at IVolatility.com � our IVolatility SDK.

IVolatility Software Development Kit is a set of programming libraries which allow for easy market data access within third-party applications running on any Windows platform. Using the IVolatility SDK you can integrate volatilities and Greeks data into, for example, any Visual Basic, .NET or C++ application or directly into Microsoft Excel via a DDE link. As a free addition you are provided with a set of Excel applications integrating power of market data with Options valuation model libraries.

Sample application using IVolatility SDK with Microsoft Excel DDE:

IVolatility SDK features:


Full OPRA options coverage, 20-minute delayed data and implied volatilities. Reference data needed to calculate implied volatilities and the Greeks are also provided (such as underlying price, dividends and interest rates). Standard subscription imposes limitation on amount of instruments to receive updates for simultaneously - 3000 tickers total (stocks or options contracts).

Data access interface:

COM interface for easy integration into any Visual Basic, .NET or C++ applications. DDE data link for data access within Microsoft Excel

Documentation and samples:

Full set of documentation to get you started with IVolatility.com SDK is provided. The installation package also includes demo Visual Basic (with source code) and sample Excel applications.

IVolatility SDK guide
Programming IVolatility SDK

Options Analysis Toolkits:

Options Analysis Toolkits is a set of charting and pricing, portfolio management applications in Microsoft Excel. The toolkit also includes the most widely used options valuation models � Black Scholes and Cox-Rubenstein (binomial) models for the calculations thus supporting options on both equities and equities indices. The package includes 5 Excel applications integrating the power of the IVolatility SDK and the Toolkit Option valuation module.

Options Analysis Toolkit Programming Guide


The package is available for just $59.95 a month, as our introductory offer and includes a 2-week free trial!