Enhanced Implied Volatility Surface and Implied Volatility Index
Ivolatility.com proudly announces the introduction of our new extended Implied Volatility Surface by Moneyness and Implied Volatility Index that is now available for downloading from our website Data Download Wizard.
The predictive quality of the Implied Volatility Surface has been enhanced by adding more maturities along with at-the-money and out-of-the-money strikes to our acclaimed implied volatility data covering US, Canada, Europe and Asian markets, for both equities and futures products.
IVXM, our branded averaged volatility index measure for every optionable underlying now extends the maturities to three years, available at these timeframes: 30, 60, 90, 120, 180, 270, 360, 720, 1080 days. With multiple timeframes available, using IVXM for long-term strategies analysis including leap options, increases moneymaking opportunities.
Implied Volatility Surface by Moneyness, a normalized surface by maturity and moneyness now includes new at-the-money and out-of-the money 5% increments, from -60% to +60% from spot while the maturities are extended out to 3 years. Available surface points are now : 30, 60, 90, 120, 150, 180, 270, 360, 720, 1080 days with maturities and moneyness points -60%, -55%, -50%, -45%, -40%, -35%, -30%, -25%, -20%, -15%, -10%, -5%, 0%, 5%, 10%, 15%, 20%, 25%, 30%, 35%, 40%, 45%, 50%, 55%, 60%. With greater data accuracy, comes greater confidence in the ability to research historical performance of ATM strikes, which is especially important when strike increments around the spot price are small. This means you will have greater confidence in your strategy.
Data updates are available for downloading for US, European and Canadian equities from our website Data Download Wizard designed for smaller downloads.
Data for US and Asian futures markets as well as large bulk orders are available by special request and receive up to 50% discounts from the website pricing for orders in excess of $300. Additionally, by special request we offer Implied Volatility Surface by Delta.
For special orders, please contact us at email@example.com.
Read more about all available implied volatility data with samples that we offer.Back to All News articles