The IvyDB Signed Volume dataset, available as an add-on product for IvyDB US, contains daily data on detailed option trading volume. Trades in the IvyDB US dataset are assigned as either buyer-initiated or seller-initiated based on the trade price and the bid-ask quote at the time of the trade. The total assigned daily volume is aggregated and updated nightly.

Hong Kong Settlement Price: 3-month HIBOR Futures: 3rd Month data was reported at 97.610 Point in Oct 2018. This records an increase from the previous number of 97.590 Point for Sep 2018. Hong Kong Settlement Price: 3-month HIBOR Futures: 3rd Month data is updated monthly, averaging 98.725 Point from Sep 1997 (Median) to Oct 2018, with 254 observations. The data reached an all-time high of 99.850 Point in Nov 2009 and a record low of 86.530 Point in Jan 1998. Hong Kong Settlement Price: 3-month HIBOR Futures: 3rd Month data remains active status in CEIC and is reported by Hong Kong Exchanges and Clearing Limited. The data is categorized under Global Database’s Hong Kong SAR – Table HK.Z012: Derivatives Market: Futures and Options: Settlement Price & Implied Volatility.

Hong Kong Settlement Price: 1-month HIBOR Futures: 1st Month data was reported at 98.330 Point in Oct 2018. This records an increase from the previous number of 97.880 Point for Sep 2018. Hong Kong Settlement Price: 1-month HIBOR Futures: 1st Month data is updated monthly, averaging 99.250 Point from Oct 1998 (Median) to Oct 2018, with 241 observations. The data reached an all-time high of 99.910 Point in Apr 2010 and a record low of 93.140 Point in May 2000. Hong Kong Settlement Price: 1-month HIBOR Futures: 1st Month data remains active status in CEIC and is reported by Hong Kong Exchanges and Clearing Limited. The data is categorized under Global Database’s Hong Kong SAR – Table HK.Z012: Derivatives Market: Futures and Options: Settlement Price & Implied Volatility.

Settlement Price: H Shares Index Futures: 1st Month data was reported at 10,133.000 Point in Oct 2018. This records a decrease from the previous number of 11,064.000 Point for Sep 2018. Settlement Price: H Shares Index Futures: 1st Month data is updated monthly, averaging 10,335.000 Point from Dec 2003 (Median) to Oct 2018, with 179 observations. The data reached an all-time high of 19,995.000 Point in Oct 2007 and a record low of 4,050.000 Point in Apr 2004. Settlement Price: H Shares Index Futures: 1st Month data remains active status in CEIC and is reported by Hong Kong Exchanges and Clearing Limited. The data is categorized under Global Database’s Hong Kong SAR – Table HK.Z012: Derivatives Market: Futures and Options: Settlement Price & Implied Volatility.

The NSE Futures and Options (F&O) dataset is a collection of data related to derivatives traded on the National Stock Exchange of India. Derivatives, such as futures and options, are financial instruments whose value is derived from an underlying asset, such as stocks, indices, commodities, or currencies. The F&O segment allows traders and investors to speculate on or hedge against future price movements of these assets.

Key Components of the NSE Futures and Options Dataset: 1. Futures Data: Futures Contracts: Agreements to buy or sell an underlying asset at a predetermined price at a future date. Underlying Asset: The asset on which the contract is based (e.g., individual stocks, stock indices like NIFTY, commodities). Contract Specifications: Expiry Date: The date on which the contract will expire. Contract Price: The agreed-upon price for the asset. Lot Size: The quantity of the underlying asset that each contract represents. Open Interest: The total number of outstanding (unsettled) contracts. Volume: The number of contracts traded during a specific period. Settlement Price: The final price of the contract upon expiry.

1. Options Data: Options Contracts: These give the buyer the right (but not the obligation) to buy (Call Option) or sell (Put Option) an underlying asset at a predetermined price before or at a certain expiration date. Option Types: Call Option: Gives the holder the right to buy the asset. Put Option: Gives the holder the right to sell the asset. Strike Price: The price at which the holder of the option can buy/sell the underlying asset. Expiry Date: The date by which the option must be exercised. Premium: The price paid by the option buyer to acquire the option contract. Implied Volatility: A measure of the market’s expectation of the underlying asset's volatility. Greeks: Quantities representing the sensitivity of the option’s price to various factors: Delta: Sensitivity to price changes in the underlying asset. Theta: Sensitivity to time decay (as the option approaches expiry). Vega: Sensitivity to changes in the asset's volatility. Gamma: The rate of change in Delta. Open Interest: Total number of outstanding options contracts. Volume: The number of option contracts traded during a specific period.

2. Option Chain: An option chain is a table showing all available option contracts for a particular stock or index. It includes strike prices, premiums (call and put), open interest, and volume for different expiry dates.

3. Index Derivatives: Futures and options on stock indices like NIFTY 50, Bank NIFTY, etc. These contracts track the performance of the index as the underlying asset.

Key Metrics in F&O Data: Open Interest (OI): The total number of open contracts (both bought and sold) that have not been settled. This helps gauge market participation and liquidity. Price (Premium): In options, the premium is the cost of buying the contract. In futures, the price reflects the contract value. Strike Price: Particularly important for options, it is the price at which the option can be exercised. Expiry Date: Futures and options contracts have specific expiration dates, typically the last Thursday of the month for monthly contracts. Trading Volume: The number of contracts traded within a given period, which can indicate the level of activity in a particular contract.

Use of NSE F&O Data: Speculation: Traders use F&O to speculate on future price movements of stocks, indices, or commodities. Hedging: Investors use F&O to hedge against adverse price movements in their portfolio (for example, buying put options to protect against a market downturn). Arbitrage: Taking advantage of price differences between the underlying asset and its derivative (futures or options).

Data Types: Historical Data: Contains past data on prices, volumes, open interest, etc. for futures and options contracts. Traders use this to analyze trends, patterns, and volatility. Real-time Data: Provides live updates on the price, open interest, and trading volume of contracts. This data is crucial for day traders and high-frequency traders.

How Traders and Analysts Use This Data: Price Action Analysis: Studying how the price of the futures or options contracts changes over time. Open Interest Analysis: A rising OI indicates new money coming into the market, while falling OI can indicate exiting positions. Option Greeks: Traders analyze the Greeks to manage risk and position sizing in options trading. Volatility Analysis: By analyzing implied and historical volatility, traders can gauge market sentiment and potential price swings.

Hong Kong Settlement Price: H Shares Index Futures: 2nd Month data was reported at 10,150.000 Point in Oct 2018. This records a decrease from the previous number of 11,084.000 Point for Sep 2018. Hong Kong Settlement Price: H Shares Index Futures: 2nd Month data is updated monthly, averaging 10,332.000 Point from Dec 2003 (Median) to Oct 2018, with 179 observations. The data reached an all-time high of 20,011.000 Point in Oct 2007 and a record low of 4,045.000 Point in Apr 2004. Hong Kong Settlement Price: H Shares Index Futures: 2nd Month data remains active status in CEIC and is reported by Hong Kong Exchanges and Clearing Limited. The data is categorized under Global Database’s Hong Kong SAR – Table HK.Z012: Derivatives Market: Futures and Options: Settlement Price & Implied Volatility.

Hong Kong Settlement Price: Hang Seng Index Futures: 1st Month data was reported at 24,911.000 Point in Oct 2018. This records a decrease from the previous number of 27,877.000 Point for Sep 2018. Hong Kong Settlement Price: Hang Seng Index Futures: 1st Month data is updated monthly, averaging 19,369.000 Point from Aug 1997 (Median) to Oct 2018, with 255 observations. The data reached an all-time high of 32,844.000 Point in Jan 2018 and a record low of 7,000.000 Point in Aug 1998. Hong Kong Settlement Price: Hang Seng Index Futures: 1st Month data remains active status in CEIC and is reported by Hong Kong Exchanges and Clearing Limited. The data is categorized under Global Database’s Hong Kong SAR – Table HK.Z012: Derivatives Market: Futures and Options: Settlement Price & Implied Volatility.

B3 S.A. – Brasil, Bolsa, Balcão came into existence in its present form through the amalgamation of BM&F (Commodities & Futures Exchange), Bovespa (São Paulo Stock Exchange), and Cetip (Central of Custody and Financial Settlement of Securities for the organized OTC market). Today, it ranks among the globe's largest financial market infrastructure firms, offering trading services in both Exchange and OTC settings. Our offerings include the primary market information services of B3, accessible in real time or as delayed data for all instruments within its Indices, Level 1, and Level 2 (market depth) products. This covers all asset categories such as equity, ETFs, commodities, and more. You can obtain the data in numerous ways, all customized to fit your specific needs and workflows. These methods range from electronic low latency datafeed for trading through our desktop services, which provide comprehensive analytical tools, to our end-of-day valuation and risk management products.

Hong Kong Settlement Price: 3-month HIBOR Futures: 4th Month data was reported at 97.350 Point in Oct 2018. This records an increase from the previous number of 97.340 Point for Sep 2018. Hong Kong Settlement Price: 3-month HIBOR Futures: 4th Month data is updated monthly, averaging 98.485 Point from Sep 1997 (Median) to Oct 2018, with 254 observations. The data reached an all-time high of 99.740 Point in Feb 2010 and a record low of 87.150 Point in Jan 1998. Hong Kong Settlement Price: 3-month HIBOR Futures: 4th Month data remains active status in CEIC and is reported by Hong Kong Exchanges and Clearing Limited. The data is categorized under Global Database’s Hong Kong SAR – Table HK.Z012: Derivatives Market: Futures and Options: Settlement Price & Implied Volatility.

Hong Kong Settlement Price: Mini Hang Seng Index Futures: 2nd Month data was reported at 26,575.000 Point in Nov 2018. This records an increase from the previous number of 24,938.000 Point for Oct 2018. Hong Kong Settlement Price: Mini Hang Seng Index Futures: 2nd Month data is updated monthly, averaging 20,481.500 Point from Oct 2000 (Median) to Nov 2018, with 218 observations. The data reached an all-time high of 32,848.000 Point in Jan 2018 and a record low of 8,450.000 Point in Mar 2003. Hong Kong Settlement Price: Mini Hang Seng Index Futures: 2nd Month data remains active status in CEIC and is reported by Hong Kong Exchanges and Clearing Limited. The data is categorized under Global Database’s Hong Kong SAR – Table HK.Z012: Derivatives Market: Futures and Options: Settlement Price & Implied Volatility.

Hong Kong Settlement Price: 3-month HIBOR Futures: 2nd Month data was reported at 97.610 Point in Oct 2018. This records a decrease from the previous number of 97.690 Point for Sep 2018. Hong Kong Settlement Price: 3-month HIBOR Futures: 2nd Month data is updated monthly, averaging 98.790 Point from Sep 1997 (Median) to Oct 2018, with 254 observations. The data reached an all-time high of 99.860 Point in Jan 2011 and a record low of 86.480 Point in Jan 1998. Hong Kong Settlement Price: 3-month HIBOR Futures: 2nd Month data remains active status in CEIC and is reported by Hong Kong Exchanges and Clearing Limited. The data is categorized under Global Database’s Hong Kong SAR – Table HK.Z012: Derivatives Market: Futures and Options: Settlement Price & Implied Volatility.

结算价格：H股指数期货：第一个月在10-01-2018达10,133.000点，相较于09-01-2018的11,064.000点有所下降。结算价格：H股指数期货：第一个月数据按月更新，12-01-2003至10-01-2018期间平均值为10,335.000点，共179份观测结果。该数据的历史最高值出现于10-01-2007，达19,995.000点，而历史最低值则出现于04-01-2004，为4,050.000点。CEIC提供的结算价格：H股指数期货：第一个月数据处于定期更新的状态，数据来源于香港交易及結算所有限公司 (香港交易所)，数据归类于全球数据库的香港 – 表 HK.Z012：衍生品市场：期货和期权：结算价及隐含波动性。

结算价格：3个月 HIBOR 期货：第四个月在10-01-2018达97.350点，相较于09-01-2018的97.340点有所增长。结算价格：3个月 HIBOR 期货：第四个月数据按月更新，09-01-1997至10-01-2018期间平均值为98.485点，共254份观测结果。该数据的历史最高值出现于02-01-2010，达99.740点，而历史最低值则出现于01-01-1998，为87.150点。CEIC提供的结算价格：3个月 HIBOR 期货：第四个月数据处于定期更新的状态，数据来源于香港交易及結算所有限公司 (香港交易所)，数据归类于全球数据库的香港 – 表 HK.Z012：衍生品市场：期货和期权：结算价及隐含波动性。

结算价格：微型恒生指数期货：第二个月在11-01-2018达26,575.000点，相较于10-01-2018的24,938.000点有所增长。结算价格：微型恒生指数期货：第二个月数据按月更新，10-01-2000至11-01-2018期间平均值为20,481.500点，共218份观测结果。该数据的历史最高值出现于01-01-2018，达32,848.000点，而历史最低值则出现于03-01-2003，为8,450.000点。CEIC提供的结算价格：微型恒生指数期货：第二个月数据处于定期更新的状态，数据来源于香港交易及結算所有限公司 (香港交易所)，数据归类于全球数据库的香港 – 表 HK.Z012：衍生品市场：期货和期权：结算价及隐含波动性。