FX OPTIONS
GFI Market Data for FX Options offers timely, extensive coverage of the FX options market with over 90 currency pairs.
Why GFI for FX Options Data?
- Intraday or end of day service on over 90 currency pairs.
- Data that facilitates price discovery and portfolio revaluations.
- The confidence that comes with GFI ForexMatch®, named Best FX Options Trading Platform by Profit & Loss for two years running.
- The flexibility to receive data via a real-time feed through GFI FENICSSM or directly into your data distribution platform
A CLOSER LOOK
GFI Market Data for FX Options leverages a combination of sources that delivers the broadest coverage available from any wholesale broker. It is, quite simply, a smarter choice.
Some Key Facts
- The feed carries at-the-money (ATM) forward straddles and bid/offer volatility points for 10 and 25 delta risk reversals, butterflies, strangles and straddles for tenors from overnight to 15 years.
- Real, executable prices and non-executable but nonetheless market tested prices are contributed from GFI ForexMatch, GFI’s award-winning FX derivatives trading platform.
- Interpolated prices are extracted from GFI’s proprietary volatility surface calculator, an in-house application developed by GFI and used globally for price discovery.
- GFI collects its data from all its global foreign exchange brokerage desks in London, New York, Singapore, Hong Kong, Tokyo, Seoul and Santiago.