ICE Data Derivatives equity data, derived from exchanges worldwide including OTC quotes for vanilla options, variance swap, dividend swaps and more, can help you address your trading, regulatory and risk management needs.

Our long-established proprietary model is designed to ensure that our volatility surfaces are stable and arbitrage free, even for low strikes and delta. It can handle both liquid and thinly traded assets to help support your pricing and risk modelling.

Data Support

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Specifications

Geographical Coverage
Global
History
Since 2007* (*Subject to coverage confirmation by IDD, on an underlying-by-underlying basis)
Data Frequency
Intraday | End-of-Day | Historical
Asset Class
Equities
Delivery Mechanism
ICE Connect | ICE Consolidated History | ICE Consolidated Feed | ICE Data API | ICE Data Files

Key Features


  • 18,000+ single names, 2000+ indices & ETFs in major exchanges in U.S., EMEA and APAC
  • Volatility Surfaces
  • Forward Curves
  • Dividend Curves
  • Security Lending Curves
  • Variance Swap Curves
  • Implied Correlations
  • Transparency Factors
  • Greeks 

Products


ICE Data Files

The evolution of our file-based offering. Bringing together, in a unified solution Corporate Actions, Reference Data, Analytics and our wealth of pricing datasets including ICE Evaluations, CEP, Fair Value Information Services & Listed Market Pricing.

ICE Data API

Buy-side and sell-side front offices continue to embrace more data and more technology in order to expand their opportunities and gain an edge over the competition. Enrich front office systems with ICE’s Data API solution, providing intraday access to fixed income pricing, on-demand analytics, reference data and more.

ICE Consolidated Feed

ICE Consolidated Feed is ICE’s Resilient, distributed and normalized Market data solution: providing Realtime access to Level 1,2 & 3 Market Data, News and Fundamental datasets through zero-footprint and throughput optimized API and connectivity options.

ICE Consolidated History

ICE Consolidated History is ICE’s Bulk History Offering: providing incremental updates and direct access to ICE’s archive of up to 15 years of tick-by-tick Level 1,2 and 3 historical tick level Market Data.

ICE Connect

ICE Connect brings together access to cutting-edge trading tools with real-time cross-asset data, global news, and analytics all on one platform. Whatever your role, our platform can be tailored to your workflow for optimal efficiency.

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ICE Data Derivatives - Equity Data?