CME Launches Volatility Traders Analytics

CME Group says it is going to provide market participants with tools to analyse options market data with the intention of backing more informed trading strategies and risk management.

The new dataset includes essential options Greeks (Delta, Gamma, Theta, Vega, Rho) and implied volatility, supporting clients across a range of needs including portfolio analytics, risk modelling, market making, and quantitative research. It is available in real-time and as historical data for all option expiries tied to the top 40 futures contracts traded at CME, covering every major asset class.

“As global traders increasingly use options as a key tool in their trading strategies, our new analytics provide easy access to one definitive data source, so they can trade with confidence,” says Trey Berre, global head, data services at CME Group. “Calculated directly from our highly liquid global markets, this is the latest example of how our data can help clients achieve their goals.”