Saxo Bank rolls out options market data to web portal

Edward Voorhees at Saxo Bank

Danish investment bank Saxo Bank has launched a new initiative to publish market data and client position data in over-the-counter foreign exchange options on its market commentary and analysis website, tradingfloor.com.

The new service, unveiled on May 4, will see the bank disseminating a range of market information to retail market participants free of charge. That information includes at-the-money volatilities to show the change in volatility of currency pairs; 25-delta risk reversal to gauge

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