OPRA Mulls Options Volatilities, Greeks Feed

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The Options Price Reporting Authority is soliciting feedback from options market participants over its plans to introduce a new feed of implied volatilities and greeks in response to demand for an industry standard for such a feed from an independent source of standardized derived options values, officials say.

OPRA began distributing a survey about the potential feed last month to a broad range of companies involved in options trading, including retail and full-service brokerage firms, hedge

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