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contango_and_cash


Total Posts: 103
Joined: Sep 2015
 
Posted: 2018-10-25 15:48
I currently use ivolatility.com, but I am curious to source knowledge from the board regarding what others use.

ivolatility is fine - cheap, serves a csv of data but imperfect in other ways.

Happy to chat more candidly over e-mail, but I think it is a fine intro vendor for someone looking to do research.

What do others use?

Thanks

schmitty


Total Posts: 59
Joined: Jun 2006
 
Posted: 2018-10-26 02:04
Are you referring to EOD csv download services (not intraday data)?

If so I use CBOE/Livevol ($50/month) and DeltaNeutral ($40/month, dba Stricknet and HistoricalOptionsData.com) for US equities and index options plus reference data downloaded nightly (free) from the OCC. For futures options I use IVolatility ($262.50/month, includes futures and reference data) with Barchart ($150 month but includes other API's besides futures options) as backup.

Of these CBOE/Livevol is highest quality but is often not available until early morning next day. IVolatility is the most overpriced and of middling quality.

I am looking into EDI and its reseller DataInHarmony as an alternative futures options source.

In my experience, greeks, surfaces, curves, implied forwards/divs/rates, etc. from all vendors are worthless. You'll have to calc your own.

contango_and_cash


Total Posts: 103
Joined: Sep 2015
 
Posted: 2018-10-27 02:33
Thanks for the input.

I only disagree on ivol being overpriced. I pay 15$/month and use CSI for most other underlying data (~$300/year if I am remembering correctly).

c10


Total Posts: 11
Joined: Jul 2015
 
Posted: 2018-10-31 16:22
Out of curiosity, what exactly are you getting for $15/m from ivol?

contango_and_cash


Total Posts: 103
Joined: Sep 2015
 
Posted: 2018-11-01 00:08
@c10 - e-mail in profile.
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