Miscellaneous Option Implied Data

Our data is organized in a manner which makes all sorts of derived calculations possible. The analysis we can generate is only limited by your imagination.

For example:

  • Do you need the correlations of the front through 5th deferred contract of crude oil futures prices and vols?
  • Do you need the beta of the Beta parameter of the SABR model to interest rates, or the price of oil? We can do that at many levels of granularity.
  • Do you need the historical distribution of call wing parameter of the assymetric quadratic curve's volatility for equity index futures?
  • Do you need a panel of correlation matrices for use in building optimized portfolios?

We can do all these things and more, on a one time basis or as a continuing monthly, weekly or daily service.

Please contact us for a discussion around licensing.

News and Headlines:

Our data and models were used in a major paper on the negative oil prices GCARD

Check out our Year End 2020 wrap up of commodity markets at YearEnd2020!

New products for 2021 now being offered... Reports!

Check out our "GreeksInfo" report available for most products in our universe. Find it here!

Check out our "SkewInfo" report available for most products in our universe. Find it here!

Check out our "LastFewDays" report available for most products in our universe. Find it here!

Interested in getting updates, free reports and other analysis? Register for our email list! It costs nothing!

Consider us for your backoffice options marking needs. We can supply you with options vols reflecting exchange settles or fitted curves. Browse the sample of our catalog which we post here. Then contact us!

Follow us on Twitter, LinkedIn or Telegram!

Take a look at real examples of our reports