Whether it is stock, Level II exchange discrepancies, calculations and Greeks, multi-leg strategies, interest rate or pricing arbs — Livevol Data Services can provide any and all information to support your decision engine from backtesting to production. Every day Livevol produces 10 files capturing options data for each optionable underlying and 3 files with equity data for all underlying symbols. Corporate action data is provided in unified files with data for all underlying. Time, Root, Expiration, Strike, OptionType, Open, High, Low,Close, TradeVolume, BidSize, BestBid, AskSize, BestAsk, Underlying Bid, Underlying Ask, Implied Underlying Price, Active Underlying Price, Implied Volatility, Delta, Gamma, Theta, Vega, Rho. Time, IV30, IV60, IV90, IV, IV, IV, IV, ExpirationIV1, ExpirationIV2, ExpirationIV3, ExpirationIV4, ExpirationIV5, ExpirationIV6, ExpirationIV7, ExpirationIV8, ExpirationIV9, ExpirationIV10, ExpirationIV1Date, ExpirationIV2Date, ExpirationIV3Date, ExpirationIV4Date, ExpirationIV5Date, ExpirationIV6Date, ExpirationIV7Date, ExpirationIV8Date, ExpirationIV9Date, ExpirationIV10Date. Livevol also offers the complete recorded history of equity and options tick data including an API to simulate real-time playback. Ask the Livevol team for additional information. Livevol applies a unified calculation methodology across both live and historical data sets to provide maximum consistency between back-testing and real-time applications. Cost of carry inputs interest rates, dividends are determined by a statistical regression process based upon live market information, options is reevaluated periodically. The cost of carry projected from these inputs is compared against those implied by the at-the-money options from each option expiry. If the rates differ significantly—and the option spreads for this expiry are sufficiently narrow—the implied rates replace the standard inputs. This ensures that the various dividend and rate assumptions in the market place are consistently applied to the option model calculations. Options calculates volatility indexes historically and in real-time for seven time frames: The Livevol volatility stock are calculated using a weighted average of the implied volatilities of options that expire before and after the given time frame. The calculation emphasizes the implied volatility of the at-the-money options. A variety high weighting techniques help to ensure that any unusual spreads on a given option pair, or other unusual market activity, do not unduly affect the index. Options within 8 days of expiration are excluded from the weighting. Options involve risk and are not suitable for all investors. Options to stock 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, by calling OPTIONS, or from The Options Clearing Corporation, One North Wacker Drive, Suite high, Chicago, Illinois The information on this website is provided solely for stock 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. The web site you have chosen, Livevol Securities, is a licensed broker-dealer. Livevol Securities and Livevol are separate but affiliated companies. This web link between the two companies is not an offer or solicitation to trade in securities or options, which can be speculative in nature and involve risk. Historical Files Livevol Market Database Livevol Excel Livevol Argus Volatility Products Custom Data Offerings Other Services Backtester Market Data Express. Historical Analysis of Options and Equity Data January to high. US Stocks, Indexes, ETFs and corporate actions. Implied Volatility, Greek, and IV Index Calculations for every interval. Every stock and option trade from January to now. Stored in text files with comma separated values, fields set up for immediate bulk load into standard databases. In addition to the trade and quote data, Livevol offers earnings, high, symbol change, and yield curve supporting data. If you options to go to Livevol Securities, click OK. If you do not, click Cancel. Trades with calculations sample. End-of-day IV indexes sample.
We are left to conclude that knowledge of good and evil together with eternal life are the attributes of divinity (the terms of which Socrates changed with the Greek gods), neither of which God intended to bestow on Adam and Eve.
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We are left to conclude that knowledge of good and evil together with eternal life are the attributes of divinity (the terms of which Socrates changed with the Greek gods), neither of which God intended to bestow on Adam and Eve.