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Equity Volatility Data Service

Verify prices with independent daily equity volatility data

IHS Markit provides implied volatilities, forwards and discount factors out to a maximum of ten years for equity indices and five years for single stocks. The strike range runs from 50% to 150% for each maturity, and contributor depth is shown for each tenor and strike for transparency. We produce the composite volatility curves based on the closing option prices from major sell-side institutions. These curves provide a consistent and comprehensive dataset with an emphasis on high-quality equity volatility factors analysis.

Key benefits:

  • Data integrity – Rely on pricing sourced from major sell-side institutions, with rigorous cleaning processes applied
  • Efficiency – Eliminate the need to analyze multiple datasets that might contain stale or incorrect prices
  • Independent view – Leverage an independent dataset for checking traders’ marks as well as enabling accurate and independent calculation of daily P&L
  • Seamless Delivery – Access your data via direct XML, Excel or CSV download


  • Asset managers
  • Insurance firms
  • Hedge funds
  • Industry consultants
  • Clearing counterparties


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IHS Markit Event 17 September 2019

Securities Finance New York Forum 2019

Securities Finance New York Forum 2019

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