OPRA Mulls Options Volatilities, Greeks Feed


The Options Price Reporting Authority is soliciting feedback from options market participants over its plans to introduce a new feed of implied volatilities and greeks in response to demand for an industry standard for such a feed from an independent source of standardized derived options values, officials say.

OPRA began distributing a survey about the potential feed last month to a broad range of companies involved in options trading, including retail and full-service brokerage firms, hedge

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: