Miscellaneous Option Implied Data
Our data is organized in a manner which makes all sorts of derived calculations possible. The analysis we can generate is only limited by your imagination.
- Do you need the correlations of the front through 5th deferred contract of crude oil futures prices and vols?
- Do you need the beta of the Beta parameter of the SABR model to interest rates, or the price of oil? We can do that at many levels of granularity.
- Do you need the historical distribution of call wing parameter of the assymetric quadratic curve's volatility for equity index futures?
- Do you need a panel of correlation matrices for use in building optimized portfolios?
We can do all these things and more, on a one time basis or as a continuing monthly, weekly or daily service.
Please contact us for a discussion around licensing.