[SAMPLE] FX Option Volatility Data | 30 Currencies & 2 Commodities | Forex Data | EoD
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https://marketplace.databricks.com/details/b6393cc4-1878-4524-9f5b-3e787204f135/Exchange-Data-International_SAMPLE-FX-Option-Volatility-Data-30-Currencies-&-2-Commodities-Forex-Data-EoD
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资源简介:
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
提供机构:
Exchange Data International



