The GFI Real-Time FX Options feed covers 44 currencies and carries Bid/Offer volatilities points for the 25 and 10 delta Risk Reversal and Butterfly wings for tenors from Overnight to 15Yrs. This enhanced feed will be delivered to clients via GFI’s market data contribution system across the BT Radianz network.

GFI collects its data from all its desks located globally in Sydney, Tokyo, Singapore, London and New York. Data is gathered from GFI’s own FX Option trading system, and a specialized FX Options Volatility application used in-house by all the FX Options brokerage desks.