EDI FX Option Volatility Data for Valuations, Portfolio Analytics and Risk Management | 30 Currencies and 2 Commodities | Forex Data | Daily Updates product image in hero

EDI FX Option Volatility Data for Valuations, Portfolio Analytics and Risk Management | 30 Currencies and 2 Commodities | Forex Data | Daily Updates

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CFID
SPOTDATE
BID
ASK
Comment
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Sign In To Preview Data
Volume
30
Currencies
Avail. Formats
.csv and .txt
File
Coverage
54
Countries
History
5
years

Data Dictionary

[Sample] FX Vola Sample.csv
Attribute Type Example Mapping
CFID
String AUD_CAD_0_AM_1M
SPOTDATE
String 3/23/2022
BID
Float 7.375
ASK
Float 8.025
Comment
String Spot
Product Attributes
Attribute Type Example Mapping
Currency
GBP_10_BF_1Y
SPOTDDATE
5/31/2013
BID
23.61
ASK
24.11
Delta
10
QuoteType
BF
OptionTenor
1Y

Description

The Forex Option Volatility Data Service provides clients with a daily source of independent FX volatility data for valuations, portfolio analytics and risk management calculations.
Data Description: The daily FX Option Volatility Data Service supplies daily volatility surfaces for FX options, including skew, across 30 global currencies and precious metals. The results are expressed as follows: - For at-the-money (ATM) strikes: as percentage implied volatility - For 10 and 25 Delta Risk Reversals & Butterflies: as offsets to the corresponding ATM volatility Delivery Frequency: - FX option volatility data is available on an intraday or end-of-day basis. - End-of-day data is delivered at the close of major global markets or as a consolidated file at 4pm ET. - History is also available. Tags: Forex Data, Currency Data, OTC Data, Derivatives Data

Country Coverage

Africa (1)
South Africa
Asia (10)
China
Hong Kong
India
Indonesia
Israel
Japan
Korea (Republic of)
Singapore
Taiwan
Thailand
Europe (34)
Austria
Belgium
Bulgaria
Croatia
Czech Republic
Denmark
Estonia
Finland
France
Germany
Greece
Holy See
Hungary
Ireland
Italy
Latvia
Liechtenstein
Lithuania
Luxembourg
Malta
Moldova (Republic of)
Netherlands
Norway
Poland
Portugal
Romania
Russian Federation
Serbia
Slovakia
Slovenia
Spain
Sweden
Switzerland
United Kingdom
North America (3)
Canada
Mexico
United States of America
Oceania (2)
Australia
New Zealand
South America (4)
Argentina
Brazil
Colombia
Peru

History

5 years of historical data

Volume

30 Currencies
2 Commodities

Pricing

Free sample available
License Starts at
One-off purchase
$5,000 / purchase
Monthly License Not available
Yearly License
$5,000 / year
Usage-based Not available

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Delivery

Methods
SFTP
Frequency
daily
on-demand
Format
.csv
.txt

Use Cases

Risk Management
Asset Management
Currency Volatility Valuations
Currency Valuation
Corporate Treasury

Categories

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Frequently asked questions

What is EDI FX Option Volatility Data for Valuations, Portfolio Analytics and Risk Management 30 Currencies and 2 Commodities Forex Data Daily Updates?

The Forex Option Volatility Data Service provides clients with a daily source of independent FX volatility data for valuations, portfolio analytics and risk management calculations.

What is EDI FX Option Volatility Data for Valuations, Portfolio Analytics and Risk Management 30 Currencies and 2 Commodities Forex Data Daily Updates used for?

This product has 5 key use cases. Exchange Data International recommends using the data for Risk Management, Asset Management, Currency Volatility Valuations, Currency Valuation, and Corporate Treasury. Global businesses and organizations buy Forex Data from Exchange Data International to fuel their analytics and enrichment.

Who can use EDI FX Option Volatility Data for Valuations, Portfolio Analytics and Risk Management 30 Currencies and 2 Commodities Forex Data Daily Updates?

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

How far back does the data in EDI FX Option Volatility Data for Valuations, Portfolio Analytics and Risk Management 30 Currencies and 2 Commodities Forex Data Daily Updates go?

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

Which countries does EDI FX Option Volatility Data for Valuations, Portfolio Analytics and Risk Management 30 Currencies and 2 Commodities Forex Data Daily Updates cover?

This product includes data covering 54 countries like USA, China, Japan, Germany, and India. Exchange Data International is headquartered in United Kingdom.

How much does EDI FX Option Volatility Data for Valuations, Portfolio Analytics and Risk Management 30 Currencies and 2 Commodities Forex Data Daily Updates cost?

Pricing for EDI FX Option Volatility Data for Valuations, Portfolio Analytics and Risk Management 30 Currencies and 2 Commodities Forex Data Daily Updates starts at USD5,000 per purchase. Connect with Exchange Data International to get a quote and arrange custom pricing models based on your data requirements.

How can I get EDI FX Option Volatility Data for Valuations, Portfolio Analytics and Risk Management 30 Currencies and 2 Commodities Forex Data Daily Updates?

Businesses can buy Forex Data from Exchange Data International and get the data via SFTP. Depending on your data requirements and subscription budget, Exchange Data International can deliver this product in .csv and .txt format.

What is the data quality of EDI FX Option Volatility Data for Valuations, Portfolio Analytics and Risk Management 30 Currencies and 2 Commodities Forex Data Daily Updates?

You can compare and assess the data quality of Exchange Data International using Datarade’s data marketplace.

What are similar products to EDI FX Option Volatility Data for Valuations, Portfolio Analytics and Risk Management 30 Currencies and 2 Commodities Forex Data Daily Updates?

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, CoinAPI: Crypto Perpetual Data Perpetual Crypto Derivatives Data Crypto Real-Time & Historical CEX & DEX Cryptocurrency Data Leverage, and OptionMetrics IvyDB Global Indices - Historical Option Price Data and Implied Volatility Data. You can compare the best Forex Data providers and products via Datarade’s data marketplace and get the right data for your use case.

Starts at
$5,000 / purchase
License Starts at
One-off purchase
$5,000 / purchase
Monthly License Not available
Yearly License
$5,000 / year
Usage-based Not available

Exchange Data International

Doing Data Differently

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