Interdealer broker GFI will unveil a new historical foreign exchange options data service for strategy testing and trade revaluation today, Monday, Oct. 11.
The service will provide daily updates of FX option volatility data on 40 currency pairs going back to 1997. Implied volatility data is one of the two components required to create an option price, the other being the price of the underlying cash instrument. The markets tend to quote the volatility as the market representation of
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