International derivatives marketplace CME Group today announced it will provide market participants with enhanced tools to analyze options market data, facilitating more informed trading strategies and risk management.
The new dataset includes essential options “Greeks” (Delta, Gamma, Theta, Vega, Rho) and implied volatility, supporting clients across a range of needs including portfolio analytics, risk modelling, market making, and quantitative research. It is available in real-time and as historical data for all option expiries tied to the top 40 futures contracts traded at CME Group, covering every major asset class.
“As global traders increasingly use options as a key tool in their trading strategies, our new analytics provide easy access to one definitive data source, so they can trade with confidence,” said Trey Berre, Managing Director – Global Head, Data Services at CME Group. “Calculated directly from our highly liquid global markets, this is the latest example of how our data can help clients achieve their goals.”
This new offering comes at a time of significant growth in options trading, creating increased demand for tools to understand and navigate trends in volatility. Options contracts traded at CME Group at record levels in 2024, with an annual ADV of 5.5 million contracts, rising to 5.6 million ADV in the first half of 2025.
