Historical Implied Volatility by Strike

Wether you are a trading firm, analytics provider, bank, or individual trader, a historical record of implied volatility is a necessary element of your process. It allows you to do "what if" analysis, calibrate trading models, and understand risk.

We provide a solid historical database of CME Group, ICE Group, Eurex, and other commodity implied volatility data. We enrich our implied volatility estimates with volume, open interest, greeks, and other pertinent information. 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!

April 2022 wrap up of commodity markets at April 2022!

May 2022 wrap up of commodity markets at May 2022!

June 2022 wrap up of commodity markets at June 2022!

July 2022 wrap up of commodity markets at July 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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Take a look at real examples of our reports