Asian Historical Options Data
- Asian equities and options
- Asian futures and futures options
Available End of the Day (EOD) historical options datasets and samples:
1. Underlying prices.
2. Options prices with volumes & OI.
Includes all options chains, all strikes, all expirations.
3. Raw Implied Volatilities (Raw IV).
Includes options prices with volume & OI, IV, Greeks for all strikes and expirations.
4. Implied Volatility Index (IVX).
An averaged ATM volatility measure for each name from 30 to 1080 days maturity.
5. Implied Volatility Surface by Moneyness.
A surface normalized by moneyness (from -60% strike to +60% strike with 5 % step) and maturity (from 1 month to 3 years).
6. Implied Volatility Surface by Delta.
A surface normalized by delta (from 0.1 to 0.9 with 0.05 step) and maturity (from 1 month to 3 years).
7. Implied Volatility Parameterized Surface.
Smoothed by 2nd order equation volatility curves at each expiration (a,b,c curve coefficients).
8. Historical Volatility.
Close-to-close and Parkinson's historical volatilities for different time periods.
9. Correlations and Betas again major Asian indices.
10. Intrerest Rates, Implied Yields.
11. Corporate Actions.
Data can be delivered either in a csv file or in a managed database format for easy upload into any kind of database (MSSQL, PostgreSQL, etc).