ICE Data Derivatives’ OTC equity data can help address your trading, regulatory and risk management needs via direct feeds from exchanges worldwide including OTC quotes for vanilla options, variance swap, dividend swaps and more.
Our long-established proprietary model is designed to ensure that our volatility surfaces are arbitrage free, even for low strikes and delta, and to handle thinly traded assets to help support your pricing and risk modeling.
*Historical data before 2016 is based on prior VRF model
Real-time, end-of-day and historical market and derived data combined with pre-trade price discovery, valuation and risk analytics to help financial services firms across the front, middle and back office.
Middle & Back Office