EDI Launches Option Analytics Service
The service provides daily analytics and reference data for listed options, as well as stock borrowing rates to support strategy testing and financing activities.
The service covers more than 10 million options and futures contracts and 10,000 issuers. Options Analytics includes daily calculations for nine end-of-day options sensitivities, and five end-of-day implied volatilities and interpolated volatility surfaces.
Clients with access to Options Analytics will be able to run back tests that simulate their trading strategies, generate risk and regulatory reports on portfolios of options and underlying securities, and perform in-depth analysis of options
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