New Tradition FX Options Enhanced Volatility Surfaces available
TraditionDATA provides a best-of-breed FX Options Volatility data service. This new offering combines Tradition’s global market-leading FX Options liquid pricing and trade data coupled with analytics from the best OTC pricing and analytic team at Numerix, providing the highest quality volatility surfaces in over 140 currency pairs covering over 31,000 data points.
TraditionDATA offers three regional snapshots released at 16.00hrs local time for Tokyo, London and New York, providing fully pinned FX Options surfaces for more than 145 currency pairs. Tenors range from 1W – 30Y depending on currency and liquidity and include ATM, 5D, 10D, 15D, 25D and 35D Risk Reversals and Butterflies for the currency pairs.
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