Historical Implied Volatility Curves

Curves allow us to more briefly summarize the state of an implied volatility skew. They are a building block of modern risk and monte carlo engines in the options world.

We provide a solid historical database of CME Group, ICE Group, and other commodity implied volatility data. We have a historical database of all the parameters of the curves for many different curve families. What you see displayed in the Vol Explorer is a subset of what we offer!

Our data is offered through a simple enterprise license.

Please contact us for a discussion around licensing.

News and Headlines:

Our data and models were used in a major paper on the negative oil prices GCARD

Year End 2021 wrap up of commodity markets at YearEnd2021!

January 2022 wrap up of commodity markets at January 2022!

February 2022 wrap up of commodity markets at February 2022!

March 2022 wrap up of commodity markets at March 2022!

New products for 2021 now being offered... Reports!

Check out our "GreeksInfo" report available for most products in our universe. Find it here!

Check out our "SkewInfo" report available for most products in our universe. Find it here!

Check out our "LastFewDays" report available for most products in our universe. Find it here!

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Consider us for your backoffice options marking needs. We can supply you with options vols reflecting exchange settles or fitted curves. Browse the sample of our catalog which we post here. Then contact us!

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