FX Option Volatility Data
Broad Coverage: We supply daily volatility surfaces for FX options, including skew, across 30 global currencies and precious metals.
Constant Updates: We provide an updated file on an intraday or end-of-day basis, so you get updates as soon as we do.
Full Transparency: We always tell you the methodology behind the FX option volatility data you receive.
Customers First: We customize solutions to your needs. Our friendly team resolves most issues within 24 hours.
Competitive Costs: SQX FX option volatility pricing allows you to pay a fraction of what other data providers charge.
Historical Data: Up to 5 years of historical FX option volatility information is available.
Let us handle your FX option volatilities
Contact Form
Our FX option volatility data service is tailored to support critical functions like pricing, analytics, and risk management. SQX delivers a daily- or intraday-updated file, ensuring you receive price updates when they become available. Our data integrates easily into your workflows and scales as your needs evolve.
But that's not all – our primary business is serving you. We'll provide the custom solutions you need. We'll always give you friendly, responsive customer service. We'll treat you like you actually matter – because you do.
That's the SQX difference.
Data Fields Provided:
- Spot Date (for historical files only)
- Bid
- Ask
- Unique Identifier (created from the below information)
- Currency
- Delta
- Quote Type
- Option Tenor
Our FX Option Volatilities Methodology:
The FX option volatility data that SQX provides is grounded in a rigorous, market-based methodology designed to ensure accuracy and consistency. We collect market-observable quotes for FX and precious metal options directly from dealer desks—avoiding modeled or interpolated inputs—and apply a structured cleaning process to eliminate outliers and stale data. This results in a composite view that faithfully reflects actual market conditions.
By anchoring our volatility surfaces in high-quality, real-market inputs, we give clients the confidence to use our data for valuation, risk modeling, and trading strategies that demand precision and transparency.
Currencies Covered:
SQX FX option volatilities covers Gold, Silver, and the following currencies (relative to USD):
| ARS | EUR | PEN | AUD | GBP |
|---|---|---|---|---|
| PHP | BRL | HKD | PLN | CAD |
| HUF | RUB | CHF | IDR | SEK |
| CNH | INR | SGD | CNY | JPY |
| THB | COP | KRW | TRY | CZK |
| MXN | TWD | DKK | NZD | ZAR |
