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FinPricing FX Implied Volatility Surface Data - Forex Data (Global)

FinPricing
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Volume
10M
records
Data Quality
100%
market quotes
Avail. Format
.json
File
Coverage
240
Countries
History
5
years

Data Dictionary

Product Attributes
Attribute Type Example Mapping
Expiry
5 years
Delta
10

Description

Provide fine granular FX implied volatility surfaces. A volatility surface is derived from quoted volatilities that provides a way to interpolate an implied volatility at any strike and maturity.
FinPricing provides highly accurate forex implied volatility surfaces for a broad range of currency pairs, including ATM, risk reversal, butterfly at 10, 25 delta up to 10 years. Those data are essential to price and risk-manage FX options. Unlike in other markets that quote volatility versus strike directly, the FX smile is given implicitly as a set of restrictions implied by market instruments and as such a calibration procedure to construct a volatility-delta or volatility-strike smile is used.

Country Coverage

Africa (58)
Algeria
Angola
Benin
Botswana
Burkina Faso
Burundi
Cabo Verde
Cameroon
Central African Republic
Chad
Comoros
Congo
Congo (Democratic Republic of the)
Côte d'Ivoire
Djibouti
Egypt
Equatorial Guinea
Eritrea
Ethiopia
Gabon
Gambia
Ghana
Guinea
Guinea-Bissau
Kenya
Lesotho
Liberia
Libya
Madagascar
Malawi
Mali
Mauritania
Mauritius
Mayotte
Morocco
Mozambique
Namibia
Niger
Nigeria
Rwanda
Réunion
Saint Helena, Ascension and Tristan da Cunha
Sao Tome and Principe
Senegal
Seychelles
Sierra Leone
Somalia
South Africa
South Sudan
Sudan
Swaziland
Tanzania, United Republic of
Togo
Tunisia
Uganda
Western Sahara
Zambia
Zimbabwe
Asia (51)
Afghanistan
Armenia
Azerbaijan
Bahrain
Bangladesh
Bhutan
Brunei Darussalam
Cambodia
China
Cyprus
Georgia
Hong Kong
India
Indonesia
Iran (Islamic Republic of)
Iraq
Israel
Japan
Jordan
Kazakhstan
Korea (Democratic People's Republic of)
Korea (Republic of)
Kuwait
Kyrgyzstan
Lao People's Democratic Republic
Lebanon
Macao
Malaysia
Maldives
Mongolia
Myanmar
Nepal
Oman
Pakistan
Palestine, State of
Philippines
Qatar
Saudi Arabia
Singapore
Sri Lanka
Syrian Arab Republic
Taiwan
Tajikistan
Thailand
Timor-Leste
Turkey
Turkmenistan
United Arab Emirates
Uzbekistan
Vietnam
Yemen
Europe (51)
Albania
Andorra
Austria
Belarus
Belgium
Bosnia and Herzegovina
Bulgaria
Croatia
Czech Republic
Denmark
Estonia
Faroe Islands
Finland
France
Germany
Gibraltar
Greece
Guernsey
Holy See
Hungary
Iceland
Ireland
Isle of Man
Italy
Jersey
Latvia
Liechtenstein
Lithuania
Luxembourg
Macedonia (the former Yugoslav Republic of)
Malta
Moldova (Republic of)
Monaco
Montenegro
Netherlands
Norway
Poland
Portugal
Romania
Russian Federation
San Marino
Serbia
Slovakia
Slovenia
Spain
Svalbard and Jan Mayen
Sweden
Switzerland
Ukraine
United Kingdom
Åland Islands
North America (13)
Belize
Bermuda
Canada
Costa Rica
El Salvador
Greenland
Guatemala
Honduras
Mexico
Nicaragua
Panama
Saint Pierre and Miquelon
United States of America
Oceania (25)
American Samoa
Australia
Cook Islands
Fiji
French Polynesia
Guam
Kiribati
Marshall Islands
Micronesia (Federated States of)
Nauru
New Caledonia
New Zealand
Niue
Norfolk Island
Northern Mariana Islands
Palau
Papua New Guinea
Pitcairn
Samoa
Solomon Islands
Tokelau
Tonga
Tuvalu
Vanuatu
Wallis and Futuna
South America (42)
Anguilla
Antigua and Barbuda
Argentina
Aruba
Bahamas
Barbados
Bolivia (Plurinational State of)
Bonaire, Sint Eustatius and Saba
Brazil
Cayman Islands
Chile
Colombia
Cuba
Curaçao
Dominica
Dominican Republic
Ecuador
Falkland Islands (Malvinas)
French Guiana
Grenada
Guadeloupe
Guyana
Haiti
Jamaica
Martinique
Montserrat
Paraguay
Peru
Puerto Rico
Saint Barthélemy
Saint Kitts and Nevis
Saint Lucia
Saint Martin (French part)
Saint Vincent and the Grenadines
Sint Maarten (Dutch part)
Suriname
Trinidad and Tobago
Turks and Caicos Islands
Uruguay
Venezuela (Bolivarian Republic of)
Virgin Islands (British)
Virgin Islands (U.S.)

History

5 years of historical data

Volume

10 million records

Pricing

Free sample available
License Starts at
One-off purchase Not available
Monthly License Not available
Yearly License Available
Usage-based Not available

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Quality

Self-reported by the provider
100%
market quotes

Delivery

Methods
Streaming API
Frequency
daily
Format
.json

Use Cases

Risk Management
Portfolio Valuation
Asset Management
Currency Valuation
Investment Banking

Categories

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Frequently asked questions

What is FinPricing FX Implied Volatility Surface Data - Forex Data (Global)?

Provide fine granular FX implied volatility surfaces. A volatility surface is derived from quoted volatilities that provides a way to interpolate an implied volatility at any strike and maturity.

What is FinPricing FX Implied Volatility Surface Data - Forex Data (Global) used for?

This product has 5 key use cases. FinPricing recommends using the data for Risk Management, Portfolio Valuation, Asset Management, Currency Valuation, and Investment Banking. Global businesses and organizations buy Options Price Data from FinPricing to fuel their analytics and enrichment.

Who can use FinPricing FX Implied Volatility Surface Data - Forex Data (Global)?

This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Options Price Data. Get in touch with FinPricing to see what their data can do for your business and find out which integrations they provide.

How far back does the data in FinPricing FX Implied Volatility Surface Data - Forex Data (Global) go?

This product has 5 years of historical coverage. It can be delivered on a daily basis.

Which countries does FinPricing FX Implied Volatility Surface Data - Forex Data (Global) cover?

This product includes data covering 240 countries like USA, China, Japan, Germany, and India. FinPricing is headquartered in Canada.

How much does FinPricing FX Implied Volatility Surface Data - Forex Data (Global) cost?

Pricing information for FinPricing FX Implied Volatility Surface Data - Forex Data (Global) is available by getting in contact with FinPricing. Connect with FinPricing to get a quote and arrange custom pricing models based on your data requirements.

How can I get FinPricing FX Implied Volatility Surface Data - Forex Data (Global)?

Businesses can buy Options Price Data from FinPricing and get the data via Streaming API. Depending on your data requirements and subscription budget, FinPricing can deliver this product in .json format.

What is the data quality of FinPricing FX Implied Volatility Surface Data - Forex Data (Global)?

FinPricing has reported that this product has the following quality and accuracy assurances: 100% market quotes. You can compare and assess the data quality of FinPricing using Datarade’s data marketplace.

What are similar products to FinPricing FX Implied Volatility Surface Data - Forex Data (Global)?

This product has 3 related products. These alternatives include EDI Foreign Exchange Rates FX (Forex) Currency Data Daily, Hourly, by the Minute Updates FX data for 175 currencies 20+ Years History, OptionMetrics IvyDB Asia - Historical and EOD Options Data, Prices and Implied Volatility Data Since 2004, and Finage Real-Time & Historical Forex Market Feeds - Global Forex Data. You can compare the best Options Price Data providers and products via Datarade’s data marketplace and get the right data for your use case.

Pricing available upon request
License Starts at
One-off purchase Not available
Monthly License Not available
Yearly License Available
Usage-based Not available