FXO CALL/PUT STRIKE VOLS
GFI Market Data for FXO Call/Put Strike Vols has a global reputation for excellence offering timely, extensive coverage of the FX options market with hourly snapshots in call/put format.
GFI operates marketplaces across vanillas, exotics and long-dated options from its global network of offices in North and Latin America, EMEA and Asia Pacific. GFI is internationally recognized as the No. 1 interdealer broker in FX.
Why GFI for FXO Call/Put Strike Vols data?
- Global data coverage with over 120 currency pairs.
- Hourly snapshots available via Thomson Reuters Eikon
- Solution to Risk Reversal/Butterfly formatted data
- 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 three years running.
- The flexibility to receive data via a real-time feed through FENICS® or directly into your data distribution platform
A CLOSER LOOK
GFI Market Data for FXO Call/Put Strike Vols 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 delivers call/put data for at-the-money (ATM) forward straddles , 10 and 25 delta risk reversals strikes in tenors from 1W through 2Y
- History from October 2016
- Call/Put format is created using Fenics Options Analytics, sourcing inter-dealer data from 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, Seoul and Santiago.
- GFI provides independent and tradeable market volatility data that can be used to mitigate risk and provide a daily market perspective across a wide range of tenors and currency pairs
- Intra-day and end-of-day snaps available by regional cuts