IVolatility: US Futures RAW IV

End of day future options implied volatility data

Description:

In the equity options universe IVolatility’s database offers the most complete and accurate source of implied volatilities available. We have developed technology and methodology to capture, cleanse and calculate derived data.

Dataset provides individual future options end-of-day contract data (settlement, bid & ask prices, volume, open interest, implied volatility and greeks).

Regions: US

Table: FUT_OPTION, FUT_FUTURES

Key Fields:
– BID
– ASK
– VOLUME
– OPEN_INTEREST
– IV
– DELTA
– GAMMA
– SYMBOL

Expected workflow:
1. Customer requests access to IVolatility data through Marketplace listing.
2. Provider contacts customer and confirms data requirements, terms and conditions.
3. Provider opens access to the dataset. We will deliver the data set via a Private Listing.

About the Provider

IVolatility is currently known as a market data leader providing options and volatility data to professional community. Our customers are represented in all segments of the global derivatives market covering top US brokers, US and global banks, investment banks, advisories, hedge funds, quants, researchers and academics and much more.

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