DTS - The Undisputed Global Leader in Powerful Data and Analytics Applications

OTC Options Volatility Skew Data

Skew Data image - click to enlargeWe are pleased to advise that DTS are now able to offer access to OTC Options Volatility Skew Data that we have sourced from a number of highly respected contributors who are active in the OTC Options markets and can provide accurate and reliable volatility skew data for a broad range of currencies.

Coverage of the OTC options skew data encompasses all the major currencies and a large selection of emerging market currencies as well. The instrument coverage of the skews extends to:

  • IR Swaptions,
  • IR Caps and Floors,
  • F/X Options.
    • Benefits:
    • The skew data is delivered along with the extensive history of Horizon’s database using DTS’s unique and robust data delivery system that has been reliably servicing our clients since 1994.
    • By having access to Horizons raw market data as well as our extensive yield curve data clients can perform extensive analysis on the OTC skew data by having access to Horizon’s array of analytics and value added data.
    • We believe that the OTC skew data sourced by DTS is of the highest quality available in the market today. In addition, DTS perform further validation checks on the data before it is released to our clients ensuring that the data will always be as accurate as possible.
    • The OTC options skew data is used by hundreds of financial institutions worldwide including Tier 1 banks, hedge fund administrators, large hedge funds and many multi-national corporate firms. All these highly regarded institutions rely on this data for daily valuations as well as analysing the data for pre-trade opportunity identification.

    Main Features:

    • Data is sourced from the highest quality data providers, interbank brokers, global markets makers and in some cases local currency market makers.,
    • The data can be provided as a single end of day snapshot or multiple snapshots over the course of a trading day.
    • The data is calibrated and checked against current traded process that are observed.
    • The volatility “smile” is for each instrument structure is produced using methodologies that replicate the traded instruments in the OTC market.
    Relevant Links:
    		Related Products:
    Horizon Database
    		Horizon Premium
    Horizon Direct


    		Horizon COM

    		Open Horizon

    Our Sales staff are available to discuss skew data requirements, delivery and pricing. Our pricing depends upon the subset of data required and we are happy to discuss this with you. Click on Sales for contact information.

    In summary DTS will deliver accurate OTC Options Volatilty Skew Data along with the extensive history data of Horizon's database.  This powerful combination will enable clients to perform extensive analysis on the OTC skew data by having access to Horizon's analytics and value added data.