IWB’s information centre is powered by SIGMA28. SIGMA28 collects, sorts and structures implied volatility data for equity options from all major exchanges in the EMEA and Americas regions. SIGMA28 provides not only the data itself, but also time series analytics. Discrepancies on today’s volatility surface can easily been spotted, sorted and interpreted. For over 1500 underlying names.
SIGMA28’s team has extensive knowledge of option trading, model validation and risk management. The analytics are therefore pragmatic, make perfect sense and offer our clients trading opportunities and risk aversion information.
Through our co-operation with SIGMA28, IWB is able to offer our clients unique volatility research and trading ideas.
