IVolatlity.com: Expanding to the Russian Markets.
IVolatility.com, the leading provider of options volatility data and charts for the US, European and Asian markets is now expanding its coverage to include the Russian Market FORTS! Data on all products traded on FORTS such as futures and futures options on indices (RTS Index), energy (oil), precious metals (gold, silver), FX, stocks, and interest rates are now available at IVolatility.com. FORTS data at the IVolaitlity.com web site. These futures and futures options data can be found in following services: All current subscribers to these services get access to these data for no extra fee. To subscribe, just click on link above and follow instructions. 2-week free trial access is included! |
FORTS in the IVolatility.com Database.
Our implied volatility database coverage is also expanded to include the FORTS market for all professional clients interested in bulk data service. We offer complete list of names traded on FORTS with the following datasets:
- Futures prices
All traded futures contracts along with settlement prices. - Options on futures with prices, Raw IV and Greeks
Expirations: all available for future
Strikes: all available for future - Implied Volatility Index (IVX)
Terms: 1m, 2m, 3m, 4m, 5m, 6m, 9m, 1y, 2 y
Type: Call, Put, Mean - Implied Volatility Surface by Moneyness
A surface normalized by moneyness and maturity.
Terms: 1m, 2m, 3m, 4m, 5m, 6m, 1y, 2y
Moneyness: (-50%, -40%, -30%, -20%, -10%, 0% (OTM puts), 0%, 10%, 20%, 30%, 40%, 50% (OTM calls). - Historical Volatility
Term:1w, 2w, 1m, 2m, 3m, 4m, 5m, 6m, 9m, 1y
A continuous historical volatility derived from the futures prices.
Historical FORTS data starts at September 2009. Please contact sales@ivolatility.com for more information.