Dataset - LDM

Implied Volatility Realized Volatility Systemic Risk Indicator

Systemic risk indicator based on implied and realized volatility measures
- Dataset
Option Contract Price Data

The dataset used in this study is a collection of option contract price data, containing historical end-of-day option chains for each stock.
- Dataset
- JSON
Stock Price Data

The dataset used in this study is a collection of stock price data, containing historical end-of-day adjusted closing prices for each stock.
- Dataset
- JSON
Stock Universe

The dataset used in this study is a stock universe of 165 US stocks, diversified across 11 traditional stock market sectors.
- Dataset
- JSON

You can also access this registry using the API (see API Docs).

4 datasets found