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770 lines
22 KiB
770 lines
22 KiB
[
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{
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"id": "historical_volatility_10",
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"description": "Close-to-close Historical volatility over 10 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "historical_volatility_120",
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"description": "Close-to-close Historical volatility over 120 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "historical_volatility_150",
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"description": "Close-to-close Historical volatility over 150 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "historical_volatility_180",
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"description": "Close-to-close Historical volatility over 180 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "historical_volatility_20",
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"description": "Close-to-close Historical volatility over 20 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "historical_volatility_30",
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"description": "Close-to-close Historical volatility over 30 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "historical_volatility_60",
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"description": "Close-to-close Historical volatility over 60 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "historical_volatility_90",
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"description": "Close-to-close Historical volatility over 90 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_call_10",
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"description": "At-the-money option-implied volatility for call Option for 10 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_call_1080",
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"description": "At-the-money option-implied volatility for call option for 1080 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_call_120",
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"description": "At-the-money option-implied volatility for call Option for 120 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_call_150",
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"description": "At-the-money option-implied volatility for call Option for 150 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_call_180",
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"description": "At-the-money option-implied volatility for call Option for 180 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_call_20",
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"description": "At-the-money option-implied volatility for call Option for 20 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_call_270",
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"description": "At-the-money option-implied volatility for call Option for 270 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_call_30",
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"description": "At-the-money option-implied volatility for call Option for 30 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_call_360",
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"description": "At-the-money option-implied volatility for call Option for 360 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_call_60",
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"description": "At-the-money option-implied volatility for call Option for 60 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_call_720",
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"description": "At-the-money option-implied volatility for call Option for 720 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_call_90",
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"description": "At-the-money option-implied volatility for call Option for 90 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_mean_10",
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"description": "At-the-money option-implied volatility mean for 10 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_mean_1080",
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"description": "At-the-money option-implied volatility mean for 3 years",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_mean_120",
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"description": "At-the-money option-implied volatility mean for 120 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_mean_150",
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"description": "At-the-money option-implied volatility mean for 150 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_mean_180",
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"description": "At-the-money option-implied volatility mean for 180 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_mean_20",
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"description": "At-the-money option-implied volatility mean for 20 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_mean_270",
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"description": "At-the-money option-implied volatility mean for 270 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_mean_30",
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"description": "At-the-money option-implied volatility mean for 30 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_mean_360",
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"description": "At-the-money option-implied volatility mean for 360 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_mean_60",
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"description": "At-the-money option-implied volatility mean for 60 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_mean_720",
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"description": "At-the-money option-implied volatility mean for 720 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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|
{
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"id": "implied_volatility_mean_90",
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"description": "At-the-money option-implied volatility mean for 90 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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{
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"id": "implied_volatility_mean_skew_10",
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"description": "At-the-money option-implied volatility mean skew for 10 days",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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"universe": "TOP3000",
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"type": "MATRIX"
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},
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|
{
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"id": "implied_volatility_mean_skew_1080",
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"description": "At-the-money option-implied volatility mean skew for 3 years",
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
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"category_name": "Option",
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"region": "USA",
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"delay": 1,
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|
"universe": "TOP3000",
|
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"type": "MATRIX"
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},
|
|
{
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|
"id": "implied_volatility_mean_skew_120",
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"description": "At-the-money option-implied volatility mean skew for 120 days",
|
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"dataset_id": "option8",
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"dataset_name": "Volatility Data",
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"category_id": "option",
|
|
"category_name": "Option",
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|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
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|
},
|
|
{
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|
"id": "implied_volatility_mean_skew_150",
|
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"description": "At-the-money option-implied volatility mean skew for 150 days",
|
|
"dataset_id": "option8",
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"dataset_name": "Volatility Data",
|
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"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
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"type": "MATRIX"
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},
|
|
{
|
|
"id": "implied_volatility_mean_skew_180",
|
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"description": "At-the-money option-implied volatility mean skew for 180 days",
|
|
"dataset_id": "option8",
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"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
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|
},
|
|
{
|
|
"id": "implied_volatility_mean_skew_20",
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|
"description": "At-the-money option-implied volatility mean skew for 20 days",
|
|
"dataset_id": "option8",
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|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
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|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
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},
|
|
{
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|
"id": "implied_volatility_mean_skew_270",
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|
"description": "At-the-money option-implied volatility mean skew for 270 days",
|
|
"dataset_id": "option8",
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|
"dataset_name": "Volatility Data",
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|
"category_id": "option",
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|
"category_name": "Option",
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|
"region": "USA",
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|
"delay": 1,
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|
"universe": "TOP3000",
|
|
"type": "MATRIX"
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|
},
|
|
{
|
|
"id": "implied_volatility_mean_skew_30",
|
|
"description": "At-the-money option-implied volatility mean skew for 30 days",
|
|
"dataset_id": "option8",
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|
"dataset_name": "Volatility Data",
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|
"category_id": "option",
|
|
"category_name": "Option",
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|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
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|
},
|
|
{
|
|
"id": "implied_volatility_mean_skew_360",
|
|
"description": "At-the-money option-implied volatility mean skew for 360 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "implied_volatility_mean_skew_60",
|
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"description": "At-the-money option-implied volatility mean skew for 60 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "implied_volatility_mean_skew_720",
|
|
"description": "At-the-money option-implied volatility mean skew for 720 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "implied_volatility_mean_skew_90",
|
|
"description": "At-the-money option-implied volatility mean skew for 90 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "implied_volatility_put_10",
|
|
"description": "At-the-money option-implied volatility for Put Option for 10 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "implied_volatility_put_1080",
|
|
"description": "At-the-money option-implied volatility for Put Option for 3 years",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "implied_volatility_put_120",
|
|
"description": "At-the-money option-implied volatility for Put Option for 120 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "implied_volatility_put_150",
|
|
"description": "At-the-money option-implied volatility for Put Option for 150 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "implied_volatility_put_180",
|
|
"description": "At-the-money option-implied volatility for put option for 180 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "implied_volatility_put_20",
|
|
"description": "At-the-money option-implied volatility for Put Option for 20 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "implied_volatility_put_270",
|
|
"description": "At-the-money option-implied volatility for Put Option for 270 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "implied_volatility_put_30",
|
|
"description": "At-the-money option-implied volatility for Put Option for 30 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "implied_volatility_put_360",
|
|
"description": "At-the-money option-implied volatility for Put Option for 360 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "implied_volatility_put_60",
|
|
"description": "At-the-money option-implied volatility for Put Option for 60 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "implied_volatility_put_720",
|
|
"description": "At-the-money option-implied volatility for Put Option for 720 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "implied_volatility_put_90",
|
|
"description": "At-the-money option-implied volatility for Put Option for 90 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "parkinson_volatility_10",
|
|
"description": "Parkinson model's historical volatility over 2 weeks",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "parkinson_volatility_120",
|
|
"description": "Parkinson model's historical volatility over 120 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "parkinson_volatility_150",
|
|
"description": "Parkinson model's historical volatility over 150 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "parkinson_volatility_180",
|
|
"description": "Parkinson model's historical volatility over 180 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "parkinson_volatility_20",
|
|
"description": "Parkinson model's historical volatility over 20 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "parkinson_volatility_30",
|
|
"description": "Parkinson model's historical volatility over 30 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "parkinson_volatility_60",
|
|
"description": "Parkinson model's historical volatility over 60 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
},
|
|
{
|
|
"id": "parkinson_volatility_90",
|
|
"description": "Parkinson model's historical volatility over 90 days",
|
|
"dataset_id": "option8",
|
|
"dataset_name": "Volatility Data",
|
|
"category_id": "option",
|
|
"category_name": "Option",
|
|
"region": "USA",
|
|
"delay": 1,
|
|
"universe": "TOP3000",
|
|
"type": "MATRIX"
|
|
}
|
|
] |