International Marketplace CME Group derivatives have announced today that they will provide market participants with improved tools to analyze options market data, facilitating more up -to -date trading strategies and risk management.
The new data set includes basic “Greeks” options (Delta, Gamma, Theta, Vega, Rho) and implicit volatility, supporting customers in a series of needs, including portfolio analyzes, risk modeling, production and quantitative research. Available in real time and as historical data for all options that expire linked to the top 40 future fulfillment contracts negotiated in the CME Group, covering any important category of assets.
“As global traders are increasingly using options as a key tool in their transactions, our new details provide easy access to a definitive source of data so that they can trade with confidence,” said Trey Berre, Managing Director – Global Head, Data Services at CME Group. “It is directly calculated by our extremely wet world markets. This is the last example of how our data can help customers achieve their goals.”
This new offer comes in a period of significant development of options trading, creating increased demand for tools for understanding and navigation in volatility trends. Options negotiations in CME Group at record levels in 2024, with an annual ADV of 5.5 million contracts, increasing 5.6 million ADVs in the first half of 2025.