Trading Volatility

Trading Volatility's daily measurements of options skew, price compression, and option put/call ratios for evaluation of sentiment within...

1.15K Securities

2 countries covered

24 months of historical data

Trading Volatility's daily measurements consist of Naive Gamma Exposure and Skew-Adjusted Gamma Exposure for understanding of option-driv...

1.15K Securities

2 countries covered

24 months of historical data

Trading Volatility's daily Dark Pool trading measurements provide a view into off-exchange buying activity in U.S. equity markets. Our...

330 Securities

2 countries covered

3 years of historical data