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New Data Product Launch: Cboe Options Data Sets available as of May 28, 2021

Friday, May 28, 2021

DataShop is pleased to announce four new Cboe exclusive data sets: Event Free Realized Volatility, Fit Parameters, Implied Earnings Move, and Traded Vega Ratio. These products are calculated using a proprietary valuation model and represent the latest additions to the suite of value-added file offerings from DataShop.

Product Pages:

Event Free Realized Volatility

Fit Parameters

Implied Earnings Move

Traded Vega Ratio

Information
Tools

Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of Characteristics and Risks of Standardized Options (ODD). Copies of the ODD are available from your broker or from The Options Clearing Corporation, 125 S. Franklin Street, Suite 1200, Chicago, IL 60606. The information on this website is provided solely for general education and information purposes and therefore should not be considered complete, precise, or current. Many of the matters discussed are subject to detailed rules, regulations, and statutory provisions which should be referred to for additional detail and are subject to changes that may not be reflected in the website information. No statement within the website should be construed as a recommendation to buy or sell a security or to provide investment advice. The inclusion of non-Cboe advertisements on the website should not be construed as an endorsement or an indication of the value of any product, service, or website. The Terms and Conditions govern use of this website and use of this website will be deemed acceptance of those Terms and Conditions.