EQUITY INDEX VOLATILITIES
GFI has a strong, independent presence in global equity markets and is a leading equity derivatives wholesale broker.
As a hub for inter-bank trading coupled with access to multiple pools of liquidity in the specialized OTC markets, GFI is ideally positioned to deliver comprehensive and reliable data, which reflects actual market conditions and sentiments.
Why GFI for Equity Index Volatilities Data?
- GFI is a leading equity derivatives broker.
- Deep experience in equity index option trading throughout North America, Europe and Asia.
- Provides a reflection of the market through definitive real market prices from the major market makers, OTC equity derivative participants, and the respective listed option markets.
A CLOSER LOOK
GFI Market Data is sourced from multiple pools of liquidity in the OTC markets.
Some Key Facts
- For each of the indices, there are 16 sequentially numbered pillars, with each pillar having 10 slices each defined by the respective strikes.
- Strikes available are 70-130%.
- This end of day file contains the strike prices of the day. GFI's implied volatilities database provides historical data back to March 2008.
||north american indices
|ASX 200 - Australia
||CAC - France
|HSCEI - China
||DAX - Germany
|HSI - Hong Kong
||DJ EUROSTOXX - Eurozone
|KOSPI 200 - South Korea
||FTSE 100 - UK
|NIKKEI 225 - Japan
|TWSE 50 - Taiwan