MARKET DATA
North American Power Implied Volatilities
Daily implied volatility curves for 14 major power hubs across PJM, ERCOT, MISO, NYISO, ISO New England, CAISO and the non-ISO West.
Coverage
- 14 of the most actively traded power hubs
- 7 North American markets
- Lines up with the matching power forward curves
Common questions
What are these used for?
Option pricing, risk and valuation of power positions and generation.
Can I use these for independent price verification?
Yes. EOX implied volatilities are produced independently of your trading desk and include bid, mid and ask, so they support independent price verification and model validation.
Is history available for back-testing?
Yes. Daily power implied volatility history back to May 2013 is included with every subscription, with strike-level surfaces from January 2019.
SPECIFICATIONS
At a glance
| Granularity | Every contract month across the full curve, with consistent shape, not front months rolled into seasonal strips |
| Prices | Mid, bid and ask for every curve |
| Data | Bid, mid and ask implied vols, plus historical-vol fields |
| Vol surfaces | Strike-level surfaces with call/put vols, premiums and option settlements where available, included with the complex, history from January 2019 |
| Refresh | Every curve in the complex re-marked every 15 minutes through the trading day, final at end of day |
| Publication | Scheduled email runs through the trading day, with files refreshed intraday; each day’s end-of-day close is kept as the history record |
| Delivery | REST API (JSON or CSV), Excel add-in (EOX.PRICE, EOX.CURVE, EOX.HISTORY, EOX.DATES), Python client, EOX Charts, web file downloads, email and secure FTP (FTPES). Client tools |
| Access | Per-user API keys, set up the same day a user is added |
| Historical data | Daily history back to May 2013, included free with every subscription; trials cover curves from the trial start |
| Intraday history | Every 15-minute run kept as a snapshot for 90 business days, in EOX Charts and through the API, Excel and Python |
| Corrections | We aim to correct any error within one business day and can often republish within the hour |
| Licensing | Licensed by product complex, not per curve: every curve in the complex is included |
DELIVERY & ACCESS
Included with every subscription
- Intraday and end-of-day curves
- Hourly forward curves with Power Forwards, at no extra cost
- REST API and Python, with per-user keys
- Excel add-in
- EOX Charts in the browser
- Valuation and analytics tools for mark-to-market, PPAs, storage, options and spreads
- File downloads, email and FTPES
- Historical curves at no extra charge
- Priced by complex, not by curve
Institutional grade curves, without the institutional price.
Quality Data. Reliable Service. Affordable Price.
Ask for a trial or the full coverage list for any complex.