five

[SAMPLE] FX Option Volatility Data | 30 Currencies & 2 Commodities | Forex Data | EoD

收藏
Databricks2024-05-09 收录
下载链接:
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
下载链接
链接失效反馈
官方服务:
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
5,000+
优质数据集
54 个
任务类型
进入经典数据集
二维码
社区交流群

面向社区/商业的数据集话题

二维码
科研交流群

面向高校/科研机构的开源数据集话题

数据驱动未来

携手共赢发展

商业合作