OTCGH’s EOX Expands US Implied Volatility Pricing

The expanded pricing service adds implied volatilities for new locations, as well as historical volatility and other datasets.


The expanded service adds implied volatility for Ercot (the Electric Reliability Council of Texas) North, full modeling of—rather than implying via algorithms—additional locations, QA enhancements, and expanded straddles coverage in its end-of-day spreadsheet report.

Delivered daily before 4pm, EOX’s Power Implied Volatilities Report provides daily assessments of power implied volatility at 14 locations in North America, as well as historical volatilities, bid-ask spreads on volatilities, and

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