Customer Logins

Obtain the data you need to make the most informed decisions by accessing our extensive portfolio of information, analytics, and expertise. Sign in to the product or service center of your choice.

Customer Logins

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

Customers

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

Events

event image
IHS Markit Event 17 September 2019

Securities Finance New York Forum 2019

Securities Finance New York Forum 2019

Related Products

Explore

Filter Sort