Global Options Analytics

Real-time Implied Vols and Greeks for listed-options markets

Cboe offers a powerful and unrivaled set of analytical data for options trading. Widely used in the U.S. options market and powered by our Cboe Hanweck^® intellectual property, our offering now includes European markets that trade options.

Coverage includes all major exchanges across Europe, options on listed equities and futures, and tick-level, up-to-the-millisecond pricing.

Full Offering

To see our full offering of services in North American markets, click here.

Analytics that support your business

Client Engagement

Increase client engagement via top-tier trading tools and analytics
Introduce options to wider range of investors

Integration

As-a-service solution that won't overwhelm your internal resources
Customizable to tailor to your data and model inputs

European Data

Options Package	Underlying Exchanges	Underlying Country
BME MEFF Derivatives Level 1 (MEFF N1)	BME Indices	Spain
	BME Derivatives
	BME Equities
Cboe CEDX	Cboe CXE Indices	Multiple
Deutsche Borse Eurex Ultra	BME - SIBE - Madrid	Spain
	Eurex/Frankfurt Stock Exchange	Germany
	Euronext Amsterdam	Netherlands
	Euronext Milan	Italy
	Euronext Paris	France
	London Stock Exchange	Great Britain
	SIX Swiss Exchange	Switzerland
	Xetra	Germany
	Xetra/Frankfurt	Germany
Euronext Equity and Index Derivatives	Euronext Amsterdam	Netherlands
	Euronext Brussels	Belgium
	Euronext Index	All Euronext Indices
	Euronext Lisbon	Portugal
	Euronext Paris	France
	Xetra	Germany

Cboe will continue to roll out additional analytics in Europe.
Stay up-to-date on our offering in Europe.

Delivery

Our global analytics can be delivered multiple ways:

API
Deployed instance
Intraday file delivery
Multicast via cross-connect at major co-location centers, including NY4, CH2, LD4 and AM1 (coming soon)

Frequency

Data can be delivered in:

Real-time
Intraday intervals
End-of-day, full-time recaps
Time-interval summaries

What you can expect from our analytics

Industry-Standard Models
for accurate pricing of European American exercise styles.

Highest Quality Inputs
to ensure comprehensive precise reference data and forecasts

Volatility Surfaces
for computing theoretical option prices

Customizable instances
to tailor your data and model inputs

The Details

Real-Time Processing	Cutting-edge technology is capable of consuming the highest-volume market data feeds in real-time and processing millions of analytical calculations per second.
Data-Enabled Approach	Market data feeds and critical reference data are unified in our data environment, creating a high-quality integrated data product that streamlines your workflow and reduces overall costs.
Effective Resource Allocation	Our cost-effective, as-a-service model allows customers to redirect internal resources to higher impact efforts.
Product Scope	Frequency real-time, intraday intervals, and end-of-day, full-time recaps and time-interval summaries. Delivery API, deployed instance, intraday file delivery, multicast via cross-connect at major co-location centers, including NY4, CH2, LD4 and AM1 (coming soon). Coverage all major exchanges across Europe and North America, listed-equity options and futures, and tick-level, up-to-the-millisecond pricing.