OCC Taps Markit for Implied Volatility Data
The Options Clearing Corp. has selected UK-based data vendor Markit to supply it with daily implied volatility data -- including implied volatilities, forwards and discount factors -- on the S&P 500, which will serve as inputs to the OCC's calculations of settlement prices for over-the-counter equity options.
Markit will provide OCC with a service based on its Markit Daily Vol - Equities service, which covers major indexes and single stocks in EMEA, Asia-Pacific and the Americas.
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