New Shanghai Historical Options data from IVolatility
We are excited to announce the launch of implied volatility data for China markets in partnership with DataYes. Initially for the China ETF50 options introduced in February 2015 on The Shanghai Stock Exchange, but as new options on other equities become available, they will be included as well.
Using IVolatility data, those interested in trading the China markets can now start analyzing options data.
The service includes ongoing daily updates on any of datasets listed below as well as all available historical data
Available End of the Day (EOD) historical options datasets on Shanghai options:
- Raw Implied Volatility- options prices with volume, OI, IV, &Greeks for all strikes and expirations
- Implied Volatility Index, IVX, an averaged ATM volatility measure from 30 to 1080-days maturities
- Implied Volatility Surface by Moneyness or by Delta - normalized by moneyness (from -60% strike to +60% strike at 5% steps) or by delta (from 0.1 to 0.9 with 0.05steps) with maturitiesfrom 1 month to 3 years
- Implied Volatility Parameterized Surface, smoothed by 2nd order equation volatility curves at each expiration
- Historical Volatility- close-to-close historical volatilities for multiple periods
For more information and a quote to get started in the exciting and volatile Shanghai market contact firstname.lastname@example.org or call + 1 (201) 275-1111.