Options-Implied Event Insights provides daily end-of-day event-implied analytics derived from the full options implied volatility surface. For any user-specified event date, the dataset provides estimates of upside and downside moves, their ratios, and comprehensive CDF-derived statistics to help investors assess expected market reactions.
Benefits of Options-Implied Event Insights:
- Event-implied analytics are calculated from the full options implied volatility surface.
- Supports any user-defined event date, including earnings announcements, macroeconomic events, clinical trials, and product launches.
- Multiple calculation method available: Interpolated, Straddle, OTM 1st Strangle, and OTM 2nd Strangle.
- Consistent global methodology while considering regional and local market nuances.
- Flexible data delivery via REST API with JSON responses to integrate directly into research workflows, risk systems, and trading infrastructure.
- Offers Global coverage, including the US, Japan, Hong Kong, India, and Taiwan, with additional countries being added. Depending on available liquidity.
- A free trial is available, allowing users to evaluate the dataset before implementation.
Who are the typical buyers of Options-Implied Event Insights:
- Hedge Funds
- Asset Managers
- RIAs
