EDI FX Option Volatility Data for Valuations, Portfolio Analytics and Risk Management | 30 Currencies and 2 Commodities | Forex Data | Daily Updates

Data Description: The daily FX Option Volatility Data Service supplies daily volatility surfaces for FX options, including skew, across 30 global currencies and precious metals. The results are expressed as follows: - For at-the-money (ATM) strikes: as percentage implied volatility - For 10 and 25 Delta Risk Reversals & Butterflies: as offsets to the corresponding ATM volatility Delivery Frequency: - FX option volatility data is available on an intraday or end-of-day basis. - End-of-day data is delivered at the close of major global markets or as a consolidated file at 4pm ET. - History is also available. Tags: Forex Data, Currency Data, OTC Data, Derivatives Data

搜集汇总

背景与挑战

背景概述

该数据集提供每日外汇期权波动率数据服务，覆盖30种全球货币和贵金属，用于估值、组合分析和风险管理。数据包括ATM波动率百分比以及10和25 Delta风险反转与蝶式偏移，并以日内或日终频率交付，日终数据在主要市场收盘时或东部时间下午4点提供。历史数据也可获取。