Implied volatility data & analytics. Our story
When we decided to become a volatility data vendor, we listed the reasons why: volatility data was hardly available from an independent source, and if it was, data quality was – shall we say – substandard. Not much has changed, still today.
We then put our combined expertise in derivatives theory and data management to work. And vowed to create the best implied volatility database money could buy. After all these years, we can proudly state that SIGMA28 is now considered the institutional benchmark for volatility data and analytics. For banks, fund administrators, hedge funds and trading companies. Our volatility data is used for pre- and post trade workflows like risk management, trading, independent valuation and model calibration.
So – how can we be of service?
IMPLIED VOLATILITY DATA
Feeding your front, middle or back office system with high quality volatility data.
Full skew and tenor range. Standardized and actual surface structure. Up to 15 years of history available. Refresh the feed every 5 minutes during each trading day for over 3000 Indices, stocks, ETFs and ADRs. SIGMA28’s data governance is set up to create quality volatility surfaces that are unprecedented in our industry. But don’t take our word for it. Ask for a data sample. We’ll be happy to deliver.
Off-the-shelf analytics for buy-side professionals
IVexplorer©, SIGMA28’s flagship desktop program, offers unique volatility analytics. Analyse skews and term structures. Scan, filter and sort volatility opportunities from over 3000 names. Smart, pragmatic viewing tools and methods.