The new service gives users nine\u00a0End of Day Options Sensitivities, five End of Day Implied Volatilities\u00a0and Interpolated Volatility Surfaces.<\/p>\n
London, 8th\u00a0February 2018:<\/p>\n
Exchange Data International (EDI), is pleased to announce the release of a\u00a0new service Options Analytics. Serge Tchikanda,\u00a0Ph.D.\u00a0Options Analytics\u00a0Analyst\u00a0says<\/strong>: The Options Analytics Service is an institutional quality, end of day feed for options implied volatilities, volatility indexes, volatility surfaces, and options sensitivity parameters (Greeks) on global markets of exchange-listed options on equities, indexes, currencies, and futures. As an \u201cAnalytics as a Service\u201d feed, the Options Analytics Service eliminates the costly investment in hardware infrastructure and labour typically associated with developing options analytics. Covering over\u00a010 million options and futures contracts<\/strong>\u00a0and\u00a010,000 issuers<\/strong>, the Options Analytics service uses daily updates and historical data to provide end-of-day analytics and reference data for\u00a0U.S\u00a0and international exchange-listed options on equities,\u00a0exchange\u00a0traded\u00a0funds (ETFs), equity indexes, and futures.<\/p>\n The service\u00a0includes daily calculations of\u00a0nine\u00a0End of Day Options Sensitivities (Greeks – Delta, Gamma, Vega, Theta, Rho, Vanna, Volga, Speed, Lambda)<\/strong>\u00a0and\u00a0five End of Day Implied Volatilities\u00a0and Interpolated Volatility Surfaces.<\/strong>\u00a0It also provides\u00a0Historical Volatilities\u00a0time series\u00a0for periods from 10 to 180 days. Clients with access to this service will be able to run\u00a0back tests simulation of trading strategies, generate risk and regulatory reports<\/strong>\u00a0on portfolios of options and underlying securities, and\u00a0perform\u00a0in depth\u00a0analysis<\/strong>\u00a0of options positions. In addition to implied volatilities and Greeks, the service also provides\u00a0stock borrow rates<\/strong>\u00a0implied from options prices for each options expiry.\u00a0We further use a proprietary process on the implied borrow rates to generate\u00a0time-series of constant maturity implied borrow curves\u00a0<\/strong>for each stock.<\/p>\n Jonathan Bloch, CEO of EDI says: \u201cCustodian banks, hedge funds, and asset managers<\/strong>\u00a0can use the implied borrow curves to manage risk, make informed decisions on how to manage their\u00a0equity financing costs<\/strong>, and\u00a0create alpha generating trading strategies.<\/strong>\u00a0Long term\u00a0traders and securities financing desks can use the implied borrow curves to determine what financing rates look\u00a0like 30, 90, 180, 360<\/strong>\u00a0days or longer\u00a0into the future.\u201d<\/p>\n Media Contact:<\/strong> Melissa Pereira, Dario Caputo m.pereira@exchange-data.com d.caputo@exchange-data.com Tel: 0\u00a0207 324 0020<\/p>\n Ab<\/strong>out Exchange Data International:<\/strong>\u00a0Exchange Data International (EDI) helps the global financial and investment community make informed decisions through the provision of fast, accurate timely and affordable data reference services. EDI\u2019s extensive content database includes worldwide equity and fixed income corporate actions, dividends, static reference data, closing prices and shares outstanding, delivered via data feeds and the Internet. The firm covers all major markets with special emphasis on emerging and frontier markets that are Africa, Asia, Far East, Latin America and\u00a0Middle\u00a0East. Headquartered in the United Kingdom, EDI has staff in Canada, India, Morocco, South Africa and the United States. For more information about EDI visit\u00a0www.exchange-data.com<\/a>.<\/p>\n","protected":false},"excerpt":{"rendered":"