Analytics

Volatility Surfaces

An overview of Volatility Surfaces

The volatility surface APIs of Instrument Pricing Analytics enables traders, portfolio managers, and risk officers to build and customize volatility surfaces on demand for various contract types across asset classes: FX options, interest rate caps, swaptions, commodity futures options, equity options, and equity index options. The service can generate surfaces intra-day, and ongoing end-of-day.

Key Facts 

  • Geographical coverage
    Global
  • History
  • Data format
    CSV
    JSON
    Python
    User Interface
    XML
  • Delivery mechanism
    API
    Desktop
    Excel
  • Data frequency
    Continuous

Features & Benefits

What you get with Volatility Surfaces

  • Offers large sets of analytical output for your consumption.
  • Pricing models are pre-configured with our data.
  • Analytics are generated for you on-demand.
  • In-cloud delivery.
  • Control calculations with a flexible API.
  • Integrate easily into client internal workflows.

How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Request details

Help & Support

Already a customer?

Office locations

Contact LSEG near you