ISE Unveils Volatilities, Greeks Datafeed
The International Securities Exchange will this week launch the ISE Implied Volatility and Greeks Feed, developed with options analytics provider Hanweck Associates, to meet demand from firms seeking to integrate this data into applications such as risk management platforms.
The exchange—which took a minority stake in Hanweck last year (IMD, Feb. 8, 2010)—already distributes Hanweck’s VoleraFeed of real-time implied volatilities and greeks on US options covered by the Options Price Reporting
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