Historical volatility time series and Live prices on Equity Options

This dataset offers both live (delayed) prices and End Of Day time series on equity options 1/ Live (delayed) prices for options on European stocks and indices including: Reference spot price, bid/ask screen price, fair value price (based on surface calibration), implicit volatility, forward Greeks : delta, vega Canari.dev computes AI-generated forecast signals indicating which option is over/underpriced, based on the holders strategy (buy and hold until maturity, 1 hour to 2 days holding horizon...). From these signals is derived a "Canari price" which is also available in this live tables. Visit our website (canari.dev ) for more details about our forecast signals. The delay ranges from 15 to 40 minutes depending on underlyings. 2/ Historical time series: Implied vol Realized vol Smile Forward See a full API presentation here : https://youtu.be/qitPO-SFmY4 . These data are also readily accessible in Excel thanks the provided Add-in available on Github: https://github.com/canari-dev/Excel-macro-to-consume-Canari-API If you need help, contact us at: [email protected] User Guide: You can get a preview of the API by typing "data.canari.dev" in your web browser. This will show you a free version of this API with limited data. Here are examples of possible syntaxes: For live options prices: data.canari.dev/OPT/DAI data.canari.dev/OPT/OESX/0923 The "csv" suffix to get a csv rather than html formating, for example: data.canari.dev/OPT/DB1/1223/csv For historical parameters: Implied vol : data.canari.dev/IV/BMW data.canari.dev/IV/ALV/1224 data.canari.dev/IV/DTE/1224/csv Realized vol (intraday, maturity expressed as EWM, span in business days): data.canari.dev/RV/IFX ... Implied dividend flow: data.canari.dev/DIV/IBE ... Smile (vol spread between ATM strike and 90% strike, normalized to 1Y with factor 1/√T): data.canari.dev/SMI/DTE ... Forward: data.canari.dev/FWD/BNP ... List of available underlyings: Code Name OESX Eurostoxx50 ODAX DAX OSMI SMI (Swiss index) OESB Eurostoxx Banks OVS2 VSTOXX ITK AB Inbev ABBN ABB ASM ASML ADS Adidas AIR Air Liquide EAD Airbus ALV Allianz AXA Axa BAS BASF BBVD BBVA BMW BMW BNP BNP BAY Bayer DBK Deutsche Bank DB1 Deutsche Boerse DPW Deutsche Post DTE Deutsche Telekom EOA E.ON ENL5 Enel INN ING IBE Iberdrola IFX Infineon IES5 Intesa Sanpaolo PPX Kering LOR L Oreal MOH LVMH LIN Linde DAI Mercedes-Benz MUV2 Munich Re NESN Nestle NOVN Novartis PHI1 Philips REP Repsol ROG Roche SAP SAP SNW Sanofi BSD2 Santander SND Schneider SIE Siemens SGE Société Générale SREN Swiss Re TNE5 Telefonica TOTB TotalEnergies UBSN UBS CRI5 Unicredito SQU Vinci VO3 Volkswagen ANN Vonovia ZURN Zurich Insurance Group

搜集汇总

背景与挑战

背景概述

该数据集提供欧洲股票和指数期权的实时（延迟）价格及历史时间序列数据，包括隐含波动率、已实现波动率、微笑曲线和远期等参数，并集成AI生成的预测信号以评估期权定价。用户可通过API或Excel插件访问这些数据，用于价格分析和投资策略参考。