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

Read the FAQ

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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Who We Are

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

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