Livevol offers a la carte skew data, with additional sets of standardized at-the-money, 10 delta, and 25 delta options updated live throughout the trading day. Volatilities and theoretical prices are calculated for this skew data at standard expirations as well as at 30, 60, 90, 120, 180, 360 and 720 day timeframes.
Please contact email@example.com for custom feeds based on moneyness or for backfilled historical data.
Livevol offers pre-trade and post-trade snapshots (Greeks, IVs, Bid/Ask) at discrete intervals for every trade in the options market, enabling in-depth transaction cost analysis in the options market. This data is vital for monitoring execution quality, determining the effectiveness of hedging programs, or for ascertaining the impact of order types, sizes, and destinations on options and equity markets.
Please contact firstname.lastname@example.org for more information on this unique dataset
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