IVolatility
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| LLC | |
| ISIN | 🆔 |
| Industry | Financial data vendor |
| Founded 📆 | 1999 |
| Founder 👔 | |
| Headquarters 🏙️ | , United States |
Area served 🗺️ | |
Key people | Gena Ioffe, COO & Co-Founder |
| Members | |
Number of employees | |
| 🌐 Website | www |
| 📇 Address | |
| 📞 telephone | |
IVolatility is a brand of Derived Data LLC, headquartered in Delaware, USA. It is known as a financial data provider, offering options and volatility data to the professional community. The company was started in 1999.[1]
Projects[edit]
- Historical Options Data
The data vendor provides historical options data as well as coverige for stocks, futures and fixed income.
The Implied Volatility Index was introduced in 1998 and is a registered trademark of IVolatility. IVX, short for Implied Volatility Index, serves as a real-time gauge of volatility akin to the well-known VIX, but tailored for various U.S. securities and exchange-traded instruments. IVX assesses the implied volatility of each specific stock, reflecting the pricing level of options associated with that particular security. By contrasting IVX against its historical benchmarks, one can discern whether the current options are relatively expensive or economical. Comparing IVX values among stocks within the same industry can unveil significant disparities from the broader sector's trends.
- IVolLive Analitycal Platform
With a subscription, user gains access to a comprehensive set of analytical tools, including the Interactive Options Chain, Stock Monitor, Underlying Sentiment Analyzer, Simple Strategy Analyzer, Charts, Calculators, and IVX Volatility Monitor.
The Interactive Options Chain offers full customization, allowing user to select from a wide range of metrics to tailor it to your preferences.
User can either download the chain for analysis in other software or continue your analysis within iVolatility, exploring additional calculators to delve deeper into the options chain.[2]
Data for Options Research[edit]
There are plenty of options research based on IVolatility data.
References[edit]
External links[edit]
- IVolatility Official Website
- Hofstra Univercity
- Nilanjana Chakraborty, "Option Pricing Simplified" (Qatar University - College of Business and Economics, March 22, 2023
- Matthijs Breugem, Raffaele Corvino, Roberto Marfe, Lorenzo Schoenleber, "Pandemic Tail Risk" (University of Turin and Collegio Carlo Alberto, April 2021)
- Anthony Maylath, "Understanding Volatility Performance with PCA" (Quantitative Insights, Jul 2020)
- Vladimir Zdorovenin, Jacques Pezier, "Does Information Content of Option Prices Add Value for Asset Allocation?" (ICMA Centre, Henley Business School, University of Reading, UK, January, 2011)
- Cigdem Yerli, Zehra Eksi-Altay, A. Sevtap Selcuk-Kestel, "On the information content of implied liquidity measure: Evidence from the S&P 500 index options." (Vienna University Of Economics And Business, Institute of Applied Mathematics, Middle East Technical University, Finance Research Letters, Volume 57, November 2023)
- Steven L. Heston, University of Maryland, and Karamfil Todorov, Bank for International Settlements, “Exploring the Variance Risk Premium Across Assets”, February 28, 2023
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