Option Market Analytics

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.