Global Options Analytics

Real-time Implied Vols and Greeks for listed-options markets

Cboe offers a powerful and unrivaled set of analytical data for options trading. Widely used in the U.S. options market and powered by our Cboe Hanweck® intellectual property, our offering now includes European markets that trade options.

Coverage includes all major exchanges across Europe, options on listed equities and futures, and tick-level, up-to-the-millisecond pricing.

Full Offering

To see our full offering of services in North American markets, click here.

Analytics that support your business

Client Engagement

  • Increase client engagement via top-tier trading tools and analytics
  • Introduce options to wider range of investors

Integration

  • As-a-service solution that won't overwhelm your internal resources
  • Customizable to tailor to your data and model inputs

European Data

Options Package Underlying Exchanges Underlying Country
BME MEFF Derivatives Level 1 (MEFF N1) BME Indices Spain
BME Derivatives
BME Equities
Cboe CEDX Cboe CXE Indices Multiple
Deutsche Borse Eurex Ultra BME - SIBE - Madrid Spain
Eurex/Frankfurt Stock Exchange Germany
Euronext Amsterdam Netherlands
Euronext Milan Italy
Euronext Paris France
London Stock Exchange Great Britain
SIX Swiss Exchange Switzerland
Xetra Germany
Xetra/Frankfurt Germany
Euronext Equity and Index Derivatives Euronext Amsterdam Netherlands
Euronext Brussels Belgium
Euronext Index All Euronext Indices
Euronext Lisbon Portugal
Euronext Paris France
Xetra Germany

Cboe will continue to roll out additional analytics in Europe.
Stay up-to-date on our offering in Europe.

Delivery

Our global analytics can be delivered multiple ways:

  • API
  • Deployed instance
  • Intraday file delivery
  • Multicast via cross-connect at major co-location centers, including NY4, CH2, LD4 and AM1 (coming soon)

Frequency

Data can be delivered in:

  • Real-time
  • Intraday intervals
  • End-of-day, full-time recaps
  • Time-interval summaries

What you can expect from our analytics

Industry-Standard Models
for accurate pricing of European American exercise styles.

Highest Quality Inputs
to ensure comprehensive precise reference data and forecasts

Volatility Surfaces
for computing theoretical option prices

Customizable instances
to tailor your data and model inputs

The Details

Real-Time Processing Cutting-edge technology is capable of consuming the highest-volume market data feeds in real-time and processing millions of analytical calculations per second.
Data-Enabled Approach Market data feeds and critical reference data are unified in our data environment, creating a high-quality integrated data product that streamlines your workflow and reduces overall costs.
Effective Resource Allocation Our cost-effective, as-a-service model allows customers to redirect internal resources to higher impact efforts.
Product Scope
Frequency
real-time, intraday intervals, and end-of-day, full-time recaps and time-interval summaries.
Delivery
API, deployed instance, intraday file delivery, multicast via cross-connect at major co-location centers, including NY4, CH2, LD4 and AM1 (coming soon).
Coverage
all major exchanges across Europe and North America, listed-equity options and futures, and tick-level, up-to-the-millisecond pricing.