Implied volatility can be used to monitor the market's aggregate view of the volatility of a particular quoted asset. Analysts will often calculate implied volatilities from actively traded options on a given asset and use these results to calculate the price of less actively traded options on the same underlying asset.

Option Greeks such as Delta, Gamma, Vega, Theta and Rho are useful in estimating risk when trading options. By looking at the Delta, one can see how the value of the option changes as the price changes. The Theta shows how fast the option loses value as it approaches expiration. The Vega show what effect a change in the volatility will have on the option value. Finally, the Rho shows the change in the option value that results from movements in interest rates.

LIM stores implied volatilities and greeks for the following symbols:

For information on implied volatilities and greeks and how they are organized in the MIM, please see the LIM Implied Volatilities and Greeks Data Guide. For pricing information, please contact a LIM Sales Representative.