Third Party Data – QuikStrike via Bantix Technologies, LLC

Access Data

Bantix Technologies, LLC, provides access to QuikStrike® end-of-day implied option volatility curves for more than 40 CME Group products via its QuikVol® historical volatility tools. The new datasets include both listed and constant maturity expiration curves as well as realized historical volatility for all related futures products.

Resources

The data will cover all liquid option products from the beginning of 2007 (when available) with updates each evening. All data will be available via file download or API access for anyone with an annual subscription. For those interested in the data but not an annual subscription, ad hoc downloads will also be available. Users can view and download custom datasets via the QuikVol set of tools available within all versions of QuikStrike.

About the Datasets

Option Volatility Curves

Bantix 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 (with DTEs ranging from five to 360 days depending on the product and its overall expiration availability). The following fourth order curve types are available for each expiration:

  • One Strike
  • One Delta
  • One Standard Deviation
  • Two Moneyness

Futures Volatility Data

Bantix will also provide realized volatility with 5-, 10-, 20-, 30- and 60-day fixings for the following futures based information:

  • Listed futures contracts
  • 30-Day constant maturity (interpolated) contract
  • rolling front (or prompt) month contract

3 Ways to Access the Data

CME DataMine:

CME Group’s self-service solution to access historical and third party data.

QuikStrike Essentials:

A base version of QuikStrike’s benchmark pricing and analysis platform. Login Now

CME Direct: 

Using the QuikStrike Tool in CME Group’s front-end trading system. 

*Note: You must be a registered CME Direct user. Not a user?

CME Group Futures and Options Products Available

Agriculture

  • Corn
  • Chicago Wheat
  • Soybeans
  • Soybean Oil
  • Soybean Meal
  • Live Cattle
  • Feeder Cattle
  • Lean Hogs
  • Class III Milk
  • Cash-Settled Cheese
  • Class IV Milk
  • Dry Whey
  • Non-Fat Dry Milk
  • Cash-Settled Butter

Energy

  • WTI Crude Oil
  • Henry Hub Natural Gas
  • Brent Last Day Financial
  • RBOB Gasoline
  • USLD Heating Oil

Metals

  • Gold
  • Silver
  • Copper
  • Platinum
  • Palladium
  • Iron Ore

Equities

  • E-mini S&P 500
  • E-mini Nasdaq
  • E-mini Russell 2000

FX

  • AUD/USD
  • CAD/USD
  • EUR/USD
  • GBP/USD
  • JPY/USD
  • CHF/USD

Interest Rates

  • Eurodollars
  • US 2-Year Note
  • US 5-Year Note
  • US 10-Year Note
  • US Ultra 10-Year Note
  • US 30-Year Long Bond
  • US Ultra Treasury Bond
  • Fed Funds

About Bantix Technologies, LLC

Bantix Technologies is a Chicago-area-based software development firm specializing in the delivery of web-based tools. QuikStrike, their flagship options pricing and analysis product, has been available and in production since 2004. A free, introductory version of QuikStrike is available through CME Group. More advanced versions are available as part of CME Direct as well as the more advanced Professional and Enterprise subscription editions.

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