The best derivatives market data
- Derivatives dataDerivatives data
SuperDerivatives is the world leader in real time derivative market data across all asset classes. What makes SuperDerivatives data standout is the robust formation processes for implied data and its extensive history. The richness and depth of the data includes the most illiquid, localised and implicit products and rates in all asset classes.
SuperDerivatives market data is not a simple averaging process of data; for example, in generating volatility surfaces we replicate the activities of an option desk, building a live implied volatility surface. We constantly observe indicative prices, quotations, real market transactions for vanilla options, straddles, strangles, cylinders and other spread options. We then apply advanced analytics to fit these observations to a consistent surface. The surface is constantly gauged against new data that is fed into SDX and is regularly displayed to thousands of derivative traders around the world who also provide their feedback in real time.
- Streaming dataStreaming data
Our data team works 24 hours a day, 5 days a week, observing the OTC markets; on a typical day they process over 3,000,000 inputs or around 35 data points a second. An array of automated data monitors and alerts collect inputs from our sources.
- Data sourcesData sources
We use a huge variety of data sources ranging from the top tier banks and international inter-dealer brokers, to smaller regional banks and local brokers, as well as utility companies, the largest commodity and energy producers, our clients, our network, data aggregators and exchanges. We believe our data sources are the most diverse and accurate, and we constantly work to ensure that we deliver the best possible analysed data available.
- Unsurpassed coverageUnsurpassed coverage
Our derivative data covers every possible market across all asset classes. It will be available as ‘live’ data through our product DataX, as an end of day mark to market service. This includes the richest and deepest time series available, some of which extends beyond 15 years.
- Unique dataUnique data
One of the most powerful aspects of SuperDerivatives data is the ability to obtain data for assets and securities that are not common and rarely quoted elsewhere. For example, SuperDerivatives sources data from a plethora of inter-dealer brokers, market makers and third party specialised data vendors of local ,regional and global banks in emerging market countries, and provides the information across asset classes in emerging markets for volatilities, rate curves and stocks and indices surfaces. It also has the ability to obtain data of credit curves, options and volatility surfaces, and implied dividends for stocks whose options market is relatively illiquid.
- Volatility surfacesVolatility surfaces
Streaming live, accurate and rich implied volatility surfaces for an extensive range of strikes and deltas across all asset classes.
- Mark to marketMark to market
Mark to market data across all asset classes available on 24 hourly cuts.
- Dividend forecastDividend forecast
SuperDerivatives provides implied dividends for over 3000 stocks, through all periods that are covered by its volatility surfaces.
- Historical dataHistorical data
All data including rich and detailed implied volatility surfaces are available historically across all asset classes. History ranges from 3 to 15 years of daily data.
SuperDerivatives is widely recognised as the leading market data provider for derivatives. We have the widest coverage and the most accurate data in implied volatility surfaces, correlation, implied dividend streams and a large range of curves including interest rate, inflation, OIS, credit and implied forwards for equities.
Our market data is neutral and independent as a result of persistent use of broad market data contribution, consistently generating the most accurate and unbiased pricing information that truly reflects the market rates.
- The widest selection of derivative data available in Currencies, Interest Rates, Credit, Equity, Energy & Commodities.
- Truly independent data built in the same way a derivative trading desk operates and not a simple average.
- Data is available ‘live’ or from any of the 24 hourly snaps taken each day.
- Rich history of dense daily implied volatility surfaces and curves across all asset classes.
Coverage by asset classes Click here for a full view
Every traded CCY pair: implied volatility surfaces for over 225 CCY pairs, onshore and offshore, 1 delta puts to 1 delta calls, tenors: 1day to 10 years on liquids (5 years for non-liquid), 15 years of history. We also provide implied/historical correlations.
Yield curves for over 45 CCY’s, OIS curves for major markets, Inflation curves for majors, swaption cubes and Caps/Floors for 27 CCY’s, tenors up to 30 years. 10 years of historical data for majors, 5 for minors.
Monitor the full credit universe, over 2000 active names and over 520 Indices, seniority, spreads and probability of default. 4 years of history.
Cover over 3000 live stocks, implied dividends, forward prices and over 200 Indices. All implied data: implied volatility surfaces, tenors can be arranged by standard time pillars and/or listed expiry dates, forward curves and implied dividends. 3 to 5 years of history.
Crude Oil (various grades), Residual Fuel Oil, Jet Fuel, Gasoline, Diesel, Gasoil, Naphtha, Nat Gas (all points of delivery), Electricity (Europe, NA, Australia, Germany, UK), Emissions, Coal, Dry and Wet Freight, Palm Oil; forward curves and implied volatility. 3 years of history.
All precious and base metals (10 years of history), agriculture, implied volatility and forward curves. 3 to 5 years of historical data.