Canari.dev

	Name	ISIN	Type	Country
Code
ODAX	DAX		Index
OEDV	EURO STOXX Select Dividend 30 Index Options		Index
OESB	Eurostoxx Banks		Index
OESX	Eurostoxx50		Index
OKS2	KOSPI		Index
OSMI	SMI (Swiss index)		Index
OXXP	STOXX Europe 600		Index
OSTA	STOXX Europe 600 Automobiles & Parts Options		Index
OSTB	STOXX Europe 600 Banks Options		Index
OSTS	STOXX Europe 600 Basic Resources Options		Index
OSTG	STOXX Europe 600 Industrial Goods & Services Options		Index
OSTE	STOXX Europe 600 Oil & Gas Options		Index
OSEG	STXE 600 ESG-X		Index
AMS	AMS OSRAM	AT0000A18XM4	Stock	AT
EBS	Erste bank	AT0000652011	Stock	AT
IMO	Immofinanz	AT0000A21KS2	Stock	AT
BLT	BHP	AU000000BHP4	Stock	AU
ITK	AB Inbev	BE0974293251	Stock	BE
KDB	KBC	BE0003565737	Stock	BE
SOL	Solvay	BE0003470755	Stock	BE
NVJ	Umicore	BE0974320526	Stock	BE
ABBN	ABB	CH0012221716	Stock	CH
ACC	ACCELLERON INDUSTRIES	CH1169360919	Stock	CH
ADEN	Adecco	CH0012138605	Stock	CH
ALC	Alcon	CH0432492467	Stock	CH
BALN	Baloise	CH0012410517	Stock	CH
BARN	Barry Callebau	CH0009002962	Stock	CH
CLN	Clariant	CH0012142631	Stock	CH
CSGN	Credit Suisse	CH0012138530	Stock	CH
DUFN	Dufry	CH0023405456	Stock	CH
EMSN	EMS Chemie	CH0016440353	Stock	CH
GEBN	Geberit	CH0030170408	Stock	CH
GIVN	Givaudan	CH0010645932	Stock	CH
HOLN	Holcim	CH0012214059	Stock	CH
BAEN	JULIUS BAER	CH0102484968	Stock	CH
KNIN	Kuehne Nagel	CH0025238863	Stock	CH
LISN	Lindt	CH0010570759	Stock	CH
LOGN	Logitech	CH0025751329	Stock	CH
LONN	Lonza	CH0013841017	Stock	CH
NESN	Nestle	CH0038863350	Stock	CH
NOVN	Novartis	CH0012005267	Stock	CH
PSPN	PSP SWISS PROPERTY	CH0018294154	Stock	CH
PGHN	Partners Group	CH0024608827	Stock	CH
CFR	Richemont	CH0210483332	Stock	CH
ROG	Roche	CH0012032048	Stock	CH
SGSN	SGS	CH0002497458	Stock	CH
SCHP	Schindler	CH0024638196	Stock	CH
SFZ	Siegfried	CH0014284498	Stock	CH
SIK	Sika	CH0418792922	Stock	CH
SOON	Sonova	CH0012549785	Stock	CH
STMN	Straumann Holding	CH1175448666	Stock	CH
UHR	Swatch Group	CH0012255151	Stock	CH
SLHN	Swiss Life	CH0014852781	Stock	CH
SPSN	Swiss Prime Site	CH0008038389	Stock	CH
SREN	Swiss Re	CH0126881561	Stock	CH
SCMN	Swisscom	CH0008742519	Stock	CH
TEMN	Temenos	CH0012453913	Stock	CH
UHRN	The Swatch Group	CH0012255144	Stock	CH
UBSN	UBS	CH0244767585	Stock	CH
VAGN	VAT Group	CH0311864901	Stock	CH
ZURN	Zurich Insurance Group	CH0011075394	Stock	CH
ROS	None	CH0042615283	Stock	CH
ADS	Adidas	DE000A1EWWW0	Stock	DE
ALV	Allianz	DE0008404005	Stock	DE
BAS	BASF	DE000BASF111	Stock	DE
BMW	BMW	DE0005190003	Stock	DE
BAY	Bayer	DE000BAY0017	Stock	DE
BC8	Bechtle	DE0005158703	Stock	DE
BEI	Beiersdorf	DE0005200000	Stock	DE
BNR	Brenntag	DE000A1DAHH0	Stock	DE
CBK	Commerzbank	DE000CBK1001	Stock	DE
CON	Continental	DE0005439004	Stock	DE
1COV	Covestro	DE0006062144	Stock	DE
DTG	Daimler Truck	DE000DTR0CK8	Stock	DE
DHE	Delivery Hero	DE000A2E4K43	Stock	DE
DBK	Deutsche Bank	DE0005140008	Stock	DE
DB1	Deutsche Boerse	DE0005810055	Stock	DE
DPW	Deutsche Post	DE0005552004	Stock	DE
DTE	Deutsche Telekom	DE0005557508	Stock	DE
EOA	E.ON	DE000ENAG999	Stock	DE
EVK	Evonik	DE000EVNK013	Stock	DE
FRE	Fresenius SE&Co	DE0005785604	Stock	DE
FME	Fresenius medical care	DE0005785802	Stock	DE
GXI	Gerresheimer	DE000A0LD6E6	Stock	DE
HNR1	Hannover Rueck	DE0008402215	Stock	DE
HLA	Hapag Lloyd	DE000HLAG475	Stock	DE
HEI	Heidelberg Cement	DE0006047004	Stock	DE
HFG	Hellofresh	DE000A161408	Stock	DE
HEN3	Henkel pref	DE0006048432	Stock	DE
HOT	Hochtief	DE0006070006	Stock	DE
BOSS	Hugo Boss	DE000A1PHFF7	Stock	DE
IFX	Infineon	DE0006231004	Stock	DE
SDF	K+S	DE000KSAG888	Stock	DE
LXS	Lanxess	DE0005470405	Stock	DE
LEG	Leg Immobilien	DE000LEG1110	Stock	DE
LHA	Lufthansa	DE0008232125	Stock	DE
MTX	MTU Aero	DE000A0D9PT0	Stock	DE
DAI	Mercedes-Benz	DE0007100000	Stock	DE
MRK	Merck	DE0006599905	Stock	DE
B4B	Metro AG	DE000BFB0019	Stock	DE
MUV2	Munich Re	DE0008430026	Stock	DE
POR3	Porsche	DE000PAH0038	Stock	DE
PAG	Porsche pref	DE000PAG9113	Stock	DE
PUM	Puma	DE0006969603	Stock	DE
RWE	RWE	DE0007037129	Stock	DE
SAP	SAP	DE0007164600	Stock	DE
SGL	SGL Carbon	DE0007235301	Stock	DE
SIE	Siemens	DE0007236101	Stock	DE
ENR	Siemens Energy	DE000ENER6Y0	Stock	DE
SHH	Siemens Healthineers	DE000SHL1006	Stock	DE
SY1	Symrise	DE000SYM9999	Stock	DE
TUI	TUI	DE000TUAG505	Stock	DE
TMV	Teamviewer	DE000A2YN900	Stock	DE
TKA	Thyssenkrupp	DE0007500001	Stock	DE
VAR	Varta	DE000A0TGJ55	Stock	DE
VO3	Volkswagen	DE0007664039	Stock	DE
ANN	Vonovia	DE000A1ML7J1	Stock	DE
ZAL	Zalando	DE000ZAL1111	Stock	DE
OCI1	ACS ACTIVIDADES CONS Y SERV	ES0167050915	Stock	ES
AI3A	Amadeus	ES0109067019	Stock	ES
BBVD	BBVA	ES0113211835	Stock	ES
CRT	Caixabank	ES0140609019	Stock	ES
CLX	Cellnex Telecom	ES0105066007	Stock	ES
EDS	Endesa	ES0130670112	Stock	ES
IBE	Iberdrola	ES0144580Y14	Stock	ES
IXD	Inditex	ES0148396007	Stock	ES
REP	Repsol	ES0173516115	Stock	ES
BSD2	Santander	ES0113900J37	Stock	ES
TNE5	Telefonica	ES0178430E18	Stock	ES
EIA	Elisa Oyj	FI0009007884	Stock	FI
FOT	Fortum	FI0009007132	Stock	FI
KC4	Kone	FI0009013403	Stock	FI
NEF	Neste Oil	FI0009013296	Stock	FI
NOA3	Nokia	FI0009000681	Stock	FI
NDB	Nordea	FI4000297767	Stock	FI
ENUR	Stora Enso	FI0009005961	Stock	FI
RPL	UPM Kymmene	FI0009005987	Stock	FI
ACR	Accor	FR0000120404	Stock	FR
W7L	Aeroports de Paris	FR0010340141	Stock	FR
AFR	Air France	FR0000031122	Stock	FR
AIR	Air Liquide	FR0000120073	Stock	FR
AOM	Alstom	FR0010220475	Stock	FR
AKE	Arkema	FR0010313833	Stock	FR
AXI	Atos	FR0000051732	Stock	FR
AXA	Axa	FR0000120628	Stock	FR
BNP	BNP	FR0000131104	Stock	FR
BIF	Bic	FR0000120966	Stock	FR
BYG	Bouygues	FR0000120503	Stock	FR
BVI	Bureau Veritas	FR0006174348	Stock	FR
CGM	Capgemini	FR0000125338	Stock	FR
CAR	Carrefour	FR0000120172	Stock	FR
XCA	Credit Argicole	FR0000045072	Stock	FR
BSN	Danone	FR0000120644	Stock	FR
DYS1	Dassault Systemes	FR0000130650	Stock	FR
QSV	Edenred	FR0010908533	Stock	FR
EF3	Eiffage	FR0000130452	Stock	FR
GZF	Engie	FR0010208488	Stock	FR
ESL	Essilor	FR0000121667	Stock	FR
FAU	Faurecia	FR0000121147	Stock	FR
HMI	Hermes	FR0000052292	Stock	FR
PPX	Kering	FR0000121485	Stock	FR
LIF	Klepierre	FR0000121964	Stock	FR
LOR	L Oreal	FR0000120321	Stock	FR
MOH	LVMH	FR0000121014	Stock	FR
LRC	Legrand	FR0010307819	Stock	FR
MCH	Michelin	FR0000121261	Stock	FR
FTE	Orange	FR0000133308	Stock	FR
PER	Pernod Ricard	FR0000120693	Stock	FR
PU4	Publicis	FR0000130577	Stock	FR
RNL	Renault	FR0000131906	Stock	FR
DIM	SARTORIUS STEDIM BIOTECH	FR0013154002	Stock	FR
SEJ	Safran	FR0000073272	Stock	FR
GOB	Saint Gobain	FR0000125007	Stock	FR
SNW	Sanofi	FR0000120578	Stock	FR
SND	Schneider	FR0000121972	Stock	FR
SGE	Société Générale	FR0000130809	Stock	FR
SJ7	Sodexho	FR0000121220	Stock	FR
RCF	Teleperformance	FR0000051807	Stock	FR
CSF	Thales	FR0000121329	Stock	FR
TOTB	TotalEnergies	FR0000120271	Stock	FR
UEN	Ubisoft	FR0000054470	Stock	FR
UBL	Unibail	FR0013326246	Stock	FR
VVD	VEOLIA ENVIRONNEMENT	FR0000124141	Stock	FR
VSA	Valeo	FR0013176526	Stock	FR
SQU	Vinci	FR0000125486	Stock	FR
VVU	Vivendi	FR0000127771	Stock	FR
WNL	Worldline	FR0011981968	Stock	FR
AML	Aston Martin	GB00BN7CG237	Stock	GB
AZA	Astrazeneca	GB0009895292	Stock	GB
CUA	Aviva	GB00BPQY8M80	Stock	GB
AER	BAE Systems	GB0002634946	Stock	GB
BPT	BP	GB0007980591	Stock	GB
BBL	Barclays	GB0031348658	Stock	GB
BTG	British Telecom	GB0030913577	Stock	GB
BRBY	Burberry	GB0031743007	Stock	GB
CTR	Centrica	GB00B033F229	Stock	GB
CPG	Compass Group	GB00BD6K4575	Stock	GB
GNS	Diageo	GB0002374006	Stock	GB
HSB	HSBC	GB0005405286	Stock	GB
TSB	Lloyds Banking Group	GB0008706128	Stock	GB
NGG	National Grid	GB00BDR05C01	Stock	GB
OCD	Ocado Group	GB00B3MBS747	Stock	GB
RBE	Reckitt Benckiser	GB00B24CGK77	Stock	GB
RTZ	Rio Tinto	GB0007188757	Stock	GB
ROY	Shell	GB00BP6MXD84	Stock	GB
SCB	Standard Chartered	GB0004082847	Stock	GB
TCO	Tesco	GB00BLGZ9862	Stock	GB
UNI	Unilever	GB00B10RZP78	Stock	GB
VOD	Vodafone	GB00BH4HKS39	Stock	GB
RYA	Ryanair	IE00BYTBXV33	Stock	IE
AKU	Akzo Nobel	INE133A01011	Stock	IN
HDB	Azimut Holding	IT0003261697	Stock	IT
BPV	BANCO BPM	IT0005218380	Stock	IT
BPE	BPER BANCA	IT0000066123	Stock	IT
ENT5	ENI	IT0003132476	Stock	IT
ENL5	Enel	IT0003128367	Stock	IT
ASG5	Generali	IT0000062072	Stock	IT
IES5	Intesa Sanpaolo	IT0000072618	Stock	IT
FMNB	Leonardo SPA	IT0003856405	Stock	IT
ME9	Mediobanca	IT0000062957	Stock	IT
MON	Moncler	IT0004965148	Stock	IT
NEXI	Nexi SPA	IT0005366767	Stock	IT
7PI	POSTE ITALIANE	IT0003796171	Stock	IT
PRY	Prysmian	IT0004176001	Stock	IT
SNF	SNAM	IT0003153415	Stock	IT
TQI5	Telecom Italia	IT0003497168	Stock	IT
UEI	Terna	IT0003242622	Stock	IT
CRI5	Unicredito	IT0005239360	Stock	IT
GLEN	Glencore	JE00B4T3BW64	Stock	JE
ISPA	Arcelormittal	LU1598757687	Stock	LU
AAR	ABN Amro	NL0011540547	Stock	NL
ASI	ASM INTERNATIONAL	NL0000334118	Stock	NL
ASM	ASML	NL0010273215	Stock	NL
ADY	Adyen	NL0012969182	Stock	NL
AEN	Aegon	NL0000303709	Stock	NL
AHO	Ahold	NL0011794037	Stock	NL
EAD	Airbus	NL0000235190	Stock	NL
BSI	BE Semiconductor	NL0012866412	Stock	NL
DVC	Davide Campari Milano	NL0015435975	Stock	NL
EXR	Exor	NL0012059018	Stock	NL
2FE	Ferrari	NL0011585146	Stock	NL
HNK	Heineken	NL0000009165	Stock	NL
INN	ING	NL0011821202	Stock	NL
TKW	JUST EAT TAKEAWAY	NL0012015705	Stock	NL
KPN	KPN	NL0000009082	Stock	NL
NNG	NN Group	NL0010773842	Stock	NL
PHI1	Philips	NL0000009538	Stock	NL
PRX	Prosus	NL0013654783	Stock	NL
QIA	Qiagen	NL0012169213	Stock	NL
RSH	Randstad	NL0000379121	Stock	NL
SGM	STM	NL0000226223	Stock	NL
FIA5	Stellantis	NL00150001Q9	Stock	NL
UMG	UNIVERSAL MUSIC GROUP	NL0015000IY2	Stock	NL
DSM	koninklijke DSM	NL0000009827	Stock	NL
ABBA	None	NOISIN	Stock	NO
ERCB	Ericsson B	SE0000108656	Stock	SE
TLSN	Teliasonera	SE0000667925	Stock	SE
OVS2	VSTOXX		Vol index

	Name	ISIN	Type	Country
Code
ODAX	DAX		Index
OESB	Eurostoxx Banks		Index
OESX	Eurostoxx50		Index
OSMI	SMI (Swiss index)		Index
ITK	AB Inbev	BE0974293251	Stock	BE
ABBN	ABB	CH0012221716	Stock	CH
NESN	Nestle	CH0038863350	Stock	CH
NOVN	Novartis	CH0012005267	Stock	CH
ROG	Roche	CH0012032048	Stock	CH
SREN	Swiss Re	CH0126881561	Stock	CH
UBSN	UBS	CH0244767585	Stock	CH
ZURN	Zurich Insurance Group	CH0011075394	Stock	CH
ADS	Adidas	DE000A1EWWW0	Stock	DE
ALV	Allianz	DE0008404005	Stock	DE
BAS	BASF	DE000BASF111	Stock	DE
BMW	BMW	DE0005190003	Stock	DE
BAY	Bayer	DE000BAY0017	Stock	DE
DBK	Deutsche Bank	DE0005140008	Stock	DE
DB1	Deutsche Boerse	DE0005810055	Stock	DE
DPW	Deutsche Post	DE0005552004	Stock	DE
DTE	Deutsche Telekom	DE0005557508	Stock	DE
EOA	E.ON	DE000ENAG999	Stock	DE
IFX	Infineon	DE0006231004	Stock	DE
DAI	Mercedes-Benz	DE0007100000	Stock	DE
MUV2	Munich Re	DE0008430026	Stock	DE
SAP	SAP	DE0007164600	Stock	DE
SIE	Siemens	DE0007236101	Stock	DE
VO3	Volkswagen	DE0007664039	Stock	DE
ANN	Vonovia	DE000A1ML7J1	Stock	DE
BBVD	BBVA	ES0113211835	Stock	ES
IBE	Iberdrola	ES0144580Y14	Stock	ES
REP	Repsol	ES0173516115	Stock	ES
BSD2	Santander	ES0113900J37	Stock	ES
TNE5	Telefonica	ES0178430E18	Stock	ES
AIR	Air Liquide	FR0000120073	Stock	FR
AXA	Axa	FR0000120628	Stock	FR
BNP	BNP	FR0000131104	Stock	FR
PPX	Kering	FR0000121485	Stock	FR
LOR	L Oreal	FR0000120321	Stock	FR
MOH	LVMH	FR0000121014	Stock	FR
SNW	Sanofi	FR0000120578	Stock	FR
SND	Schneider	FR0000121972	Stock	FR
SGE	Société Générale	FR0000130809	Stock	FR
TOTB	TotalEnergies	FR0000120271	Stock	FR
SQU	Vinci	FR0000125486	Stock	FR
ENL5	Enel	IT0003128367	Stock	IT
IES5	Intesa Sanpaolo	IT0000072618	Stock	IT
CRI5	Unicredito	IT0005239360	Stock	IT
ASM	ASML	NL0010273215	Stock	NL
EAD	Airbus	NL0000235190	Stock	NL
INN	ING	NL0011821202	Stock	NL
PHI1	Philips	NL0000009538	Stock	NL
OVS2	VSTOXX		Vol index

	Name	ISIN	Type	Country
Code
OKS2	KOSPI		Index
OXXP	STOXX Europe 600		Index
OSTA	STOXX Europe 600 Automobiles & Parts Options		Index
OSTB	STOXX Europe 600 Banks Options		Index
OSTS	STOXX Europe 600 Basic Resources Options		Index
OSTG	STOXX Europe 600 Industrial Goods & Services Options		Index
OSTE	STOXX Europe 600 Oil & Gas Options		Index
OSEG	STXE 600 ESG-X		Index
EBS	Erste bank	AT0000652011	Stock	AT
KDB	KBC	BE0003565737	Stock	BE
SOL	Solvay	BE0003470755	Stock	BE
ADEN	Adecco	CH0012138605	Stock	CH
BALN	Baloise	CH0012410517	Stock	CH
CLN	Clariant	CH0012142631	Stock	CH
DUFN	Dufry	CH0023405456	Stock	CH
EMSN	EMS Chemie	CH0016440353	Stock	CH
GEBN	Geberit	CH0030170408	Stock	CH
GIVN	Givaudan	CH0010645932	Stock	CH
HOLN	Holcim	CH0012214059	Stock	CH
KNIN	Kuehne Nagel	CH0025238863	Stock	CH
LOGN	Logitech	CH0025751329	Stock	CH
LONN	Lonza	CH0013841017	Stock	CH
PGHN	Partners Group	CH0024608827	Stock	CH
CFR	Richemont	CH0210483332	Stock	CH
SGSN	SGS	CH0002497458	Stock	CH
SIK	Sika	CH0418792922	Stock	CH
STMN	Straumann Holding	CH1175448666	Stock	CH
SLHN	Swiss Life	CH0014852781	Stock	CH
SCMN	Swisscom	CH0008742519	Stock	CH
BC8	Bechtle	DE0005158703	Stock	DE
CBK	Commerzbank	DE000CBK1001	Stock	DE
FME	Fresenius medical care	DE0005785802	Stock	DE
GXI	Gerresheimer	DE000A0LD6E6	Stock	DE
HEI	Heidelberg Cement	DE0006047004	Stock	DE
HEN3	Henkel pref	DE0006048432	Stock	DE
BOSS	Hugo Boss	DE000A1PHFF7	Stock	DE
SDF	K+S	DE000KSAG888	Stock	DE
LEG	Leg Immobilien	DE000LEG1110	Stock	DE
LHA	Lufthansa	DE0008232125	Stock	DE
MRK	Merck	DE0006599905	Stock	DE
POR3	Porsche	DE000PAH0038	Stock	DE
PAG	Porsche pref	DE000PAG9113	Stock	DE
TKA	Thyssenkrupp	DE0007500001	Stock	DE
AI3A	Amadeus	ES0109067019	Stock	ES
IXD	Inditex	ES0148396007	Stock	ES
EIA	Elisa Oyj	FI0009007884	Stock	FI
KC4	Kone	FI0009013403	Stock	FI
NEF	Neste Oil	FI0009013296	Stock	FI
NOA3	Nokia	FI0009000681	Stock	FI
NDB	Nordea	FI4000297767	Stock	FI
RPL	UPM Kymmene	FI0009005987	Stock	FI
AOM	Alstom	FR0010220475	Stock	FR
BVI	Bureau Veritas	FR0006174348	Stock	FR
CGM	Capgemini	FR0000125338	Stock	FR
CAR	Carrefour	FR0000120172	Stock	FR
XCA	Credit Argicole	FR0000045072	Stock	FR
BSN	Danone	FR0000120644	Stock	FR
GZF	Engie	FR0010208488	Stock	FR
ESL	Essilor	FR0000121667	Stock	FR
HMI	Hermes	FR0000052292	Stock	FR
LIF	Klepierre	FR0000121964	Stock	FR
FTE	Orange	FR0000133308	Stock	FR
PER	Pernod Ricard	FR0000120693	Stock	FR
PU4	Publicis	FR0000130577	Stock	FR
RNL	Renault	FR0000131906	Stock	FR
SEJ	Safran	FR0000073272	Stock	FR
CSF	Thales	FR0000121329	Stock	FR
UBL	Unibail	FR0013326246	Stock	FR
VVU	Vivendi	FR0000127771	Stock	FR
WNL	Worldline	FR0011981968	Stock	FR
AZA	Astrazeneca	GB0009895292	Stock	GB
BPT	BP	GB0007980591	Stock	GB
TSB	Lloyds Banking Group	GB0008706128	Stock	GB
ROY	Shell	GB00BP6MXD84	Stock	GB
UNI	Unilever	GB00B10RZP78	Stock	GB
ENT5	ENI	IT0003132476	Stock	IT
AAR	ABN Amro	NL0011540547	Stock	NL
ADY	Adyen	NL0012969182	Stock	NL
AHO	Ahold	NL0011794037	Stock	NL
BSI	BE Semiconductor	NL0012866412	Stock	NL
DVC	Davide Campari Milano	NL0015435975	Stock	NL
HNK	Heineken	NL0000009165	Stock	NL
PRX	Prosus	NL0013654783	Stock	NL
SGM	STM	NL0000226223	Stock	NL
FIA5	Stellantis	NL00150001Q9	Stock	NL
DSM	koninklijke DSM	NL0000009827	Stock	NL
ERCB	Ericsson B	SE0000108656	Stock	SE

Live options prices

Snapshot_time_(GMT)	Eurex code	Maturity	Option type	Exercise	StrikePrice	Calibrated price	Canari Price	Calibrated Implied Vol	Delta	Vega	Forward	MDE	DIV	CSA	SMI	Underlying_full_name
2023-05-25 09:30:00	DAI	20230721	Call	American	71.0	2.4272	2.3978	24.2761	0.4841	0.1112	70.4154	-0.2639	0.0000	-0.6992	-0.2923	Mercedes-Benz
2023-05-25 09:30:00	DAI	20230721	Put	American	71.0	3.0161	2.9868	24.2761	-0.5146	0.1112	70.4154	-0.2639	0.0000	-0.6992	-0.2923	Mercedes-Benz
2023-05-25 09:30:00	DAI	20230818	Call	American	71.0	3.2442	3.2442	25.0623	0.5069	0.1363	70.6363	0.0000	0.0000	0.0000	0.0000	Mercedes-Benz
2023-05-25 09:30:00	DAI	20230818	Put	American	71.0	3.6531	3.6531	25.0623	-0.5012	0.1357	70.6363	0.0000	0.0000	0.0000	0.0000	Mercedes-Benz
2023-05-25 09:30:00	DAI	20230915	Call	American	72.0	3.4214	3.4113	25.2043	0.4815	0.1563	70.8385	-0.0601	0.0014	-0.7346	-0.2059	Mercedes-Benz
2023-05-25 09:30:00	DAI	20231215	Put	American	72.0	5.8029	5.7904	25.7954	-0.4946	0.2066	71.5249	-0.0266	-0.0016	-0.6429	-0.1444	Mercedes-Benz
2023-05-25 09:30:00	DAI	20240621	Put	American	70.0	8.0301	8.0301	25.0458	-0.4850	0.2859	68.5092	0.0000	0.0000	0.0000	0.0000	Mercedes-Benz
2023-05-25 09:30:00	DAI	20241220	Call	American	76.0	6.2390	6.2390	23.8080	0.4774	0.3398	69.8654	0.0000	0.0000	0.0000	0.0000	Mercedes-Benz

Columns description:

Snapshot_time_(GMT) : timestamp (5 minutes interval, UTC)
Eurex code : Eurex code for option class
Maturity : YYYYMMDD
Option type : Call/Put
Exercise : American/European
StrikePrice : Strike
Calibrated price : mid price base on our calibrated IV surface
Canari Price : Calibrated price + price adjustment derived from a combination of our forecast indicators (MDE+DIV+CSA+SMI)
Calibrated Implied Vol : mid IV as calibrated on screen prices (spline model)
Delta : option delta
Vega : option vega
Forward : Implied forward at maturity
MDE : Canari's indicator forecasting ATF IV movements over the next two days (>0 means IV is forecasted go up)
DIV : Canari's indicator forecasting implied total dividend flow until maturity movements over the next two days (>0 means implied dividend flow should go up)
CSA : Canari's indicator forecasting richness of IV in a "carry until maturity" perspective (>0 means RV-IV should be more than for peers so IV should be bought) image.png
SMI : Canari's indicator forecasting richness of implied smile as defined using break-even volatility ie. in a "carry until maturity" perspective (>0 means BE_smile - implied_smile should be more than for peers so smile should be bought) Underlying_full_name : option's underlying

Historical parameters

Implied vol (ex: data.canari.dev/IV/BMW)

Expiry	20230519	20230616	20230721	20230915	20231215	20240315	20240621	20241220
2023-05-10	21.9755	22.9263	23.5389	25.1399	25.9477	25.4873	25.4425	25.1203
2023-05-09	21.1978	22.6124	23.1026	24.8381	25.5342	25.2223	25.1068	24.8266
2023-05-08	20.9230	21.8765	22.9272	24.2509	25.2961	24.9589	24.8273	24.5861
...

Columns description:

Maturity : YYYYMMDD

Realized vol (intraday using Garman Klass Yang Zhang formula, maturity expressed as EWM span in business days) (ex : data.canari.dev/RV/IFX):

Expiry	10	25	60
2023-05-10	32.9360	36.9334	37.3775
2023-05-09	36.1261	38.3402	37.9641
2023-05-08	37.2670	38.9244	38.1924

Columns description:

Span of exponentially weighted average in business days (equivalent to depth of RV)

Implied dividend flow until maturity based on options calibration (ex : data.canari.dev/DIV/IBE)

Expiry	20230616	20230721	20230915	20231215	20240315	20240621	20241220
2023-05-10	0.014765	0.322473	0.322581	0.314170	0.545757	0.589011	0.782261
2023-05-09	0.013614	0.321112	0.322636	0.314818	0.542705	0.587810	0.779366
2023-05-08	0.017377	0.324429	0.323069	0.317070	0.547979	0.592440	0.783267

Columns description:

Maturity : YYYYMMDD

Smile (vol spread between ATM strike and 90% strike, normalized to 1Y with factor 1/√T) (ex : data.canari.dev/SMI/DTE):

Expiry	20230519	20230616	20230721	20230915	20231215	20240315	20240621	20241220
2023-05-10	1.309060	1.15565	1.37025	1.46527	1.58347	1.69981	1.77864	1.94158
2023-05-09	1.244000	1.11771	1.34959	1.45212	1.60773	1.67792	1.76783	1.90733

Columns description:

Maturity : YYYYMMDD

Implied forward price (ex: data.canari.dev/FWD/BNP)

Expiry	20230519	20230616	20230721	20230915	20231215	20240315	20240621	20241220
2023-05-10	57.8706	54.3967	54.6422	54.9685	55.4591	55.9267	53.1932	53.7695
2023-05-09	58.3971	54.9324	55.1610	55.4479	55.9482	56.4256	53.7290	54.2736

Columns description:

Maturity : YYYYMMDD

NB regarding product 1:

You can see demo by going to https://data.canari .dev/
See a full API presentation here : https://youtu .be/qitPO-SFmY4
These data are also readily accessible in Excel thanks the provided Add-in available on Github: https://github .com/canari-dev/Excel-macro-to-consume-Canari-API

Full data file:

ts	matu	Spot	Fwd	PutOrCall	StrikePrice	ContractMultiplier	ExerciseStyle	bid	ask	sigma	Spread	price	delta	vega	calib_ok
2019-07-02 07:10:00	20190719	271.000000	270.928235	Put	215.000000	100.000000	American	0.020000	0.190000	43.175925	8.487085	0.073115	-0.008056	0.013575	True
2019-07-02 07:10:00	20190719	271.000000	270.928235	Put	220.000000	100.000000	American	0.030000	0.200000	40.840974	8.487085	0.097442	-0.010992	0.017814	True
2019-07-02 07:10:00	20190719	271.000000	270.928235	Put	225.000000	100.000000	American	0.060000	0.230000	38.275457	8.487085	0.125503	-0.014641	0.022830	True
2019-07-02 07:10:00	20190719	271.000000	270.928235	Put	230.000000	100.000000	American	0.090000	0.260000	35.495665	8.487085	0.157199	-0.019171	0.028750	True

Columns description:

ts : timestamp (5 minutes interval, UTC)
matu : maturity date (YYYMMDD)
Spot : underlying spot price
Fwd : Forward price
PutOrCall : Put/Call
StrikePrice : Strike
ContractMultiplier : lot size
ExerciseStyle : American/European
bid, ask: best bid and ask on Eurex
sigma : Implied vol (B&S model, spline fitting)
Spread : bid/offer spread (in bps of spot) of the 6th tightest option spread for the maturity
price : fair value based on calibrated IV
delta : delta based on calibrated IV
vega : vega based on calibrated IV
adjust : price adjustment for american call options stemming from shortcomings of the B&S mono
calib_ok : Boolean indicating if calibration is in line with actual screen prices

Light file:

	ts	matu	Fwd	Spot	Spread	ATF	Smile_std	impl_div
124	2019-04-05 09:40:00	20190418	226.153095	226.200000	5.747126	18.597240	0.029925	-0.000568
128	2019-04-05 09:45:00	20190418	226.153095	226.200000	5.747126	18.597240	0.029925	-0.000568
132	2019-04-05 09:50:00	20190418	226.353053	226.400000	5.742049	18.567138	0.036929	-0.000546
136	2019-04-05 09:55:00	20190418	226.303064	226.350000	5.743318	18.601806	0.038257	-0.000524

Columns description:

ts : timestamp (5 minutes interval, UTC)
matu : maturity date (YYYMMDD)
Fwd : Forward price
Spot : underlying spot price
Spread : bid/offer spread (in bps of spot) of the 6th tightest option spread for the maturity
ATF : Implied vol for Strike = Forward
Smile_std : (Max(10, TTM)/252 )^0.5 * smile where TTM is the time to maturity in business days and smile is the vol spread for 1% of strike around the forward
impl_div : implied net dividend based on calibrated Forward price expressed in percent of the spot price

Trades on options, dividend futures, including off-book trades and strategies

time_stamp	ts_precision	Underlying_code	Quantity	Traded_price	PutOrCall	StrikePrice	ContractMultiplier	ExerciseStyle	Expiry	SegmentID	SecurityID	Underlying_full_name	Underlying_ISIN	venue	type	reference_spot	reference_desc	iv_bid	iv_ask	theo_bid	theo_ask	aggressivity	SecurityDesc	MLEGDesc	Weight	Strat_id	Leg_id
2023-05-12 07:00:02	1683874801564711680	OESX	430	0.500000	Put	3750.000000	10.000000	0.000000	20230519	1210	7798609	Eurostoxx50	nan	Screen	OPT	4313.500000	FESX SI 20230616 CS	38.925800	41.530700	0.352035	0.618502	0.110569	OESX SI 20230519 CS EU P 3750 0	nan	nan	nan	nan
2023-05-12 07:00:30	1683874830197627904	BMW	3	1.000000	Call	84.000000	100.000000	1.000000	20230616	210	5344694	BMW	DE0005190003	Screen	OPT	100.310000	BAY.MOTOREN WERKE AG ST	38.163700	41.195800	16.876300	16.991200	-1.000000	BMW SI 20230616 PS AM C 84.00 0	BMW.O.230503.BLT.000003	-1.000000	1.000000	1.000000
2023-05-12 07:00:30	1683874830197627904	BMW	3	1.000000	Call	84.000000	100.000000	1.000000	20240621	210	6516323	BMW	DE0005190003	Screen	OPT	100.310000	BAY.MOTOREN WERKE AG ST	28.249300	29.151200	23.258300	23.504500	-1.000000	BMW SI 20240621 PS AM C 84.00 0	BMW.O.230503.BLT.000003	1.000000	1.000000	2.000000
2023-05-12 16:18:00	1683908279594654464	OESX	600	13.400000	Future	0.000000	10.000000	0.000000	20230616	1210	6506819	Eurostoxx50	nan	Block	OPT	4308.500000	FESX SI 20230616 CS	nan	nan	nan	nan	nan	FESX SI 20230616 CS	OESX.V.230512.PUT+U.000809	30.000000	278.000000	2.000000
2023-05-12 16:18:00	1683908279594654464	OESX	2000	13.400000	Put	4275.000000	10.000000	0.000000	20230519	1210	8613185	Eurostoxx50	nan	Block	OPT	4308.500000	FESX SI 20230616 CS	11.868300	12.138300	13.300800	13.864900	-0.648399	OESX SI 20230519 CS EU P 4275 0	OESX.V.230512.PUT+U.000809	100.000000	278.000000	1.000000
2023-05-12 07:36:53	1683877012783993600	VVU	3550	0.250000	Future	0.000000	1000.000000	nan	20230616	412259	7586708	Vivendi	FR0000127771	Block	DIVF	9.756000	VIVENDI SE INH. EO 5,5	nan	nan	nan	nan	nan	V6VU SI 20230616 CS	nan	nan	nan	nan

Columns description:

time_stamp : timestamp
ts_precision : same information as time stamp but with more precision. It is the number of seconds since 01-01-1970 times 10^9
Underlying_code : Eurex code for option/Dividend future class
Quantity : Number of lots traded. For multi-leg strategies, total quantity traded for this instrument.
Traded_price : Price of transaction. For a multi-leg strategy, it is the traded price of the strategy
PutOrCall : Put/Call/Future
StrikePrice : Strike of option. set at 0 for futures.
ContractMultipler : Lot size
ExerciseStyle : 1 for American style options, 0 for European, empty for futures
Expiry : YYYMMDD
SegmentID : Eurex code for option in Eurex T7 EOBI
SecurityID : Eurex code for underlying in Eurex T7 EOBI
Underling_full_name : underlying's name
Underlying_ISIN : ISIN of underlying
venue : Screen/Block (Block = off book transaction)
type : OPT for option, DIVF for dividend future
reference_spot : spot at the time of the transaction (for block, time at which the transaction is reported). If you subscribed to the "Broker package" to get enrichment with broker data, you get the reference price on which the delta was crossed reference_desc: detail of the instrument used for underlying reference_spot (nearby future for indices)
iv_bid, iv_ask: implied vol bid (resp_ask) as calibrated on screen prices
theo_bid, theo_ask: theoretical bid (resp ask) price as calibrated on screen prices
aggressivity : float between -1 and +1 showing if the trade was more on the buy or sell side, using theo_bid (-1) and theo_ask (+1) as bounds.
SecurityDesc : Eurex official instrument name
MLEGDesc : Eurex official multi-legs strategy name when applicable
Weight : If not empty, means that this instrument was traded as part of a multi-legs (MLEG) strategy. Indicates the weight of the instrument in the MLEG strategy. The quantity traded for the strategy is thus equal to: abs(Quantity/Weight)
Strat_id : integer number associated with a distinct MLEG strategy This id is associated with a single underlying, for a single day.
Leg_id : integer number associated with a distinct leg of a MLEG strategy
side: gives the aggressor side: 1 buy, 2 sell

Compare our pricing plans and pick what's right for you.

Europe US

	Historical volatility time series and Live prices on Equity Options	Intraday Historical volatility, greeks and quotes	Eurex Trade reports
Pricing	USD 5.2K /year	Core Europe: USD 19.3K One time then USD 6.3K /year Full Europe: USD 25.5K One time then USD 8.4K /year	USD 5.2K /year
Delivery method	API	Files	API / Files
Scope	Full Europe	Core Europe Full Europe	Full Europe
Interval	End of day for historical data	5 minutes	-
Delay / Delivery time	15 - 30 minutes	End of day	End of day
Snapshot	See here	See here	See here
History depth	-	Since April 2019	-
	API Documentation / Buy Data	API Documentation / Buy Data	API Documentation / Buy Data