IVolatility.com, the leading provider of historical implied volatilities for US and Europe is now expanding its coverage to Asian region in the end of November 2009!
The following exchanges with equities (including major indices) and derivatives (futures and options) are available: Australia Securities Exchange, Sydney Futures Exchange, Hong Kong Stock Exchange, Hong Kong Futures, National Stock Exchange of India, Osaka Securities Exchange, Tokyo Stock Exchange, Singapore Exchange, Korea Stock Exchange.
Implied volatility database will include the following datasets for Asian markets:
- Equity, futures, options prices, volumes, OI, Implied volatilities and Greeks calculated 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
Contact us today and let us know if you are interested in the Historical Options Data for Asian markets to get an early bird special offer. This proposal is valid up to November 23rd 2009.
Please contact our sales at email@example.com
or call 212-223-3552 for more details.