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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

Customers

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

Events

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IHS Markit Event 20 June 2019

North American Corporate Actions Forum

IHS Markit Event 20 June 2019

Onboarding Accelerator Boston Roundtable

Join us for an engaging discussion on the benefit (...)

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IHS Markit Event 05 June 2019

Tax Solutions Client Advisory Group

Join us for an afternoon of what's next in tax

IHS Markit Event 18 June 2019

Onboarding Accelerator Roundtable Amsterdam

Onboarding Accelerator Amsterdam breakfast roundt (...)

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IHS Markit Event 20 June 2019

Information Mosaic User Group Forum 2019

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