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Options Volatility Service

Interactive Data’s Options Volatility Service is an historical options database service that offers an easy-to-use tool for assessing risk and volatility for the U.S. options market. The service includes:

  • end-of-day equity and options pricing
  • corporate actions (splits/divs, name/ticker changes, options contract adjustments)
  • reference data (including full options contract specs and non-standard deliverables)
  • implied volatilities and greeks
  • interpolated volatility surfaces
  • realized volatility and total return

The service combines historical data with daily updates for U.S. listed options, equities, exchange traded funds (ETFs), ADRs, currencies, and equity indices, so our clients can easily run risk reports across varied positions, analyze specific positions in depth, and conduct research such as back testing of trading strategies.

Benefits:

  • See extensive historical options prices and reference data including cleansed options corporate actions and related information, all logically joined into a unified system
  • Easily track stocks and options through time, or at a specific point in time
  • Reduce analytics noise and tighten spreads with synchronous pricing across options and underlying securities snapped just prior to market close
  • Benefit from advanced analytical methodologies using a binomial tree model with explicit implied dividends and implied hard-to-borrow rates
  • Reduce the time and resources required for database support either with Interactive Data’s hosted data service, or via automatic loading of data directly to your in-house database
  • Experience superior data support with Interactive Data’s options data challenge process, which automatically incorporates any resulting updates directly to the database

To request sample data or a trial of Interactive Data’s hosted Options Volatility Service, please contact us at info@interactivedata.com.