Exchange Data International (EDI)m a provider of global security corporate actions, pricing and reference data services, has launched a flexible volatility dataset series. The buy-side, sell-side and their service providers have been prompted to take advantage of opportunities in the markets and recalibrate pricing and risk models in order to properly value and hedge portfolios due to last week’s significant volatility across the global financial markets. 

Jonathan Bloch, CEO of EDI, says: ”We have pulled together volatility data from across asset classes so that professional investors can receive a holistic view of what is happening in the financial markets. Volatile markets are probably here for a while and so this information will be invaluable to those able to interpret it.”

EDI’s cross-asset market data provides FX option volatility data, swaption volatility cubes and equity volatility surfaces, such as; option pair implied volatility, option ATM surfaces and closing marks.  

These products are available intraday or end-of-day basis, with up to five years of history ready for use.