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Quandl data: ORATS Volatility Surfaces

(Last Updated On: May 7, 2015)
Quandl data: ORATS Volatility Surfaces
From the CEO and founder of Quandl
NEW PREMIUM DATABASE

ORATS Volatility Surfaces

US equity option volatility data from ORATS is now available on Quandl. This highly anticipated database provides implied volatility, standard historical volatility, and ORATS’ proprietary tick-based historical volatility data for more than 4,000 US equities. The daily update time of 7am ET and 5 years of history make this a valuable resource for daily options trading, as well as modelling and back-testing. Matt Amberson, the founder of ORATS, has written an excellent blog post outlining the significance of tick-based volatility data.

http://blog.quandl.com/blog/orats-historical-and-implied-volatility/?utm_source=newsletter20150504&utm_medium=email&utm_campaign=newsletter20150504A

https://www.quandl.com/data/OPT/documentation/about?utm_source=newsletter20150504&utm_medium=email&utm_campaign=newsletter20150504A

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