GFI Releases Historical FX Data


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

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 indvidual account here: