OCC Taps Markit for Implied Volatility Data

Financial pages

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.

  • LinkedIn  
  • Save this article
  • Print this page  

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.

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: