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Historical volatility time series and Live prices on Equity Options

Canari
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Request Data Sample
Coverage
13
Countries

Description

This Dataset delivers Live prices, greeks and AI-generated signals along with Historical time series for options traders - Visit the canari.dev website for more information about our forecast signals - See API full presentation here : https://youtu.be/qitPO-SFmY4
This dataset offers both live (delayed) prices and End Of Day time series on equity options 1/ Live (delayed) prices for options on European stocks and indices including: Reference spot price, bid/ask screen price, fair value price (based on surface calibration), implicit volatility, forward Greeks : delta, vega Canari.dev computes AI-generated forecast signals indicating which option is over/underpriced, based on the holders strategy (buy and hold until maturity, 1 hour to 2 days holding horizon...). From these signals is derived a "Canari price" which is also available in this live tables. Visit our website (canari.dev ) for more details about our forecast signals. The delay ranges from 15 to 40 minutes depending on underlyings. 2/ Historical time series: Implied vol Realized vol Smile Forward See a full API presentation here : https://youtu.be/qitPO-SFmY4 . These data are also readily accessible in Excel thanks the provided Add-in available on Github: https://github.com/canari-dev/Excel-macro-to-consume-Canari-API If you need help, contact us at: contact@canari.dev User Guide: You can get a preview of the API by typing "data.canari.dev" in your web browser. This will show you a free version of this API with limited data. Here are examples of possible syntaxes: For live options prices: data.canari.dev/OPT/DAI data.canari.dev/OPT/OESX/0923 The "csv" suffix to get a csv rather than html formating, for example: data.canari.dev/OPT/DB1/1223/csv For historical parameters: Implied vol : data.canari.dev/IV/BMW data.canari.dev/IV/ALV/1224 data.canari.dev/IV/DTE/1224/csv Realized vol (intraday, maturity expressed as EWM, span in business days): data.canari.dev/RV/IFX ... Implied dividend flow: data.canari.dev/DIV/IBE ... Smile (vol spread between ATM strike and 90% strike, normalized to 1Y with factor 1/√T): data.canari.dev/SMI/DTE ... Forward: data.canari.dev/FWD/BNP ... List of available underlyings: Code Name OESX Eurostoxx50 ODAX DAX OSMI SMI (Swiss index) OESB Eurostoxx Banks OVS2 VSTOXX ITK AB Inbev ABBN ABB ASM ASML ADS Adidas AIR Air Liquide EAD Airbus ALV Allianz AXA Axa BAS BASF BBVD BBVA BMW BMW BNP BNP BAY Bayer DBK Deutsche Bank DB1 Deutsche Boerse DPW Deutsche Post DTE Deutsche Telekom EOA E.ON ENL5 Enel INN ING IBE Iberdrola IFX Infineon IES5 Intesa Sanpaolo PPX Kering LOR L Oreal MOH LVMH LIN Linde DAI Mercedes-Benz MUV2 Munich Re NESN Nestle NOVN Novartis PHI1 Philips REP Repsol ROG Roche SAP SAP SNW Sanofi BSD2 Santander SND Schneider SIE Siemens SGE Société Générale SREN Swiss Re TNE5 Telefonica TOTB TotalEnergies UBSN UBS CRI5 Unicredito SQU Vinci VO3 Volkswagen ANN Vonovia ZURN Zurich Insurance Group

Country Coverage

Europe (13)
Belgium
Denmark
France
Germany
Ireland
Italy
Liechtenstein
Netherlands
Norway
Spain
Sweden
Switzerland
United Kingdom

Pricing

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

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Use Cases

Realized Volatility
Implied Volatility
European Options
Equity Derivatives
Equity Options Trading

Categories

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Frequently asked questions

What is Historical volatility time series and Live prices on Equity Options?

This Dataset delivers Live prices, greeks and AI-generated signals along with Historical time series for options traders - Visit the canari.dev website for more information about our forecast signals - See API full presentation here : https://youtu.be/qitPO-SFmY4

What is Historical volatility time series and Live prices on Equity Options used for?

This product has 5 key use cases. Canari recommends using the data for Realized Volatility, Implied Volatility, European Options, Equity Derivatives, and Equity Options Trading. Global businesses and organizations buy Stock Market Data from Canari to fuel their analytics and enrichment.

Who can use Historical volatility time series and Live prices on Equity Options?

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

Which countries does Historical volatility time series and Live prices on Equity Options cover?

This product includes data covering 13 countries like Germany, United Kingdom, France, Italy, and Spain. Canari is headquartered in France.

How much does Historical volatility time series and Live prices on Equity Options cost?

Pricing for Historical volatility time series and Live prices on Equity Options starts at USD5,000 per year. Connect with Canari to get a quote and arrange custom pricing models based on your data requirements.

What is the data quality of Historical volatility time series and Live prices on Equity Options?

You can compare and assess the data quality of Canari using Datarade’s data marketplace.

What are similar products to Historical volatility time series and Live prices on Equity Options?

This product has 3 related products. These alternatives include Global Stock Market Data Equity Market Data 80K stocks 150 pricing sources Intraday Data, IvyDB Europe - Historical and EOD Options Data, Options Data, Dividend Data, Quantitative Model Data and Implied Volatility Data Since 2002, and Global Stock Price Market Data - 70K+ Stock Quote, Delayed & Share Market Trading Data, 20+ Years History. You can compare the best Stock Market Data providers and products via Datarade’s data marketplace and get the right data for your use case.

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