The QuikVol tool from QuikStrike provides charting and analysis of historical volatility data for more than 40 CME Group products.
The tool offers views of implied and realized volatility, skew, constant maturity, and implied volatility cones. QuikVol uses multiple end-of-day settlement and risk data sources to create fitted volatility curves for each product’s liquid, listed expirations.
A full term-structure of constant maturity curves is then interpolated from the listed expiration curves.
The data is available via file download or API access with an annual subscription. Data also can be purchased for download on an ad-hoc basis.
Additionally, complete historical volatility datasets dating back to 2007 are available through CME DataMine, QuikStrike Essentials, or through the QuikStrike tool embedded in CME Direct.
The QuikVol tool equips traders with greater precision data to help analyze the markets.