Argus North American Electricity Implied Volatilities
Overview
The Argus North American Electricity Implied Volatilities service is a powerful, independent market valuation tool. Our data is derived from current forward market option prices in contrast to historical volatilities and is used to support investment and trading decisions in power markets across North America.
When participating in the energy commodities markets, you need the most accurate forward prices from a source without distortion or bias. Our clients act with confidence because our forward curves are created from unbiased, industry-specific methodologies with undistorted, fair market values. You can trust Argus' forward curves to provide deep market insights and data to support precision in your risk management and bottom line.
Key features
Daily assessments
Daily assessments of electricity volatility curves at more than 19 locations in North America, with on peak call, put and straddle options.
Volatility smile
Volatility Smile for PJM West Hub, Mass Hub, Indiana Hub, Mid-C, SP-15 and ERCOT North Zone.
Two years forward
Volatility time period extends a minimum of two years forward.
Robust methodology
Independent and transparent market-appropriate methodology.
Delivery options
Receive our forward curve data via data feed, third-party channel partners, our client portal or via email.
Customers that benefit
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New generation developers
Use Argus implied volatility data for asset valuation and to make new capacity investment decisions.
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End-users
Operations departments use our curves as a tool to manage wholesale electricity procurement.
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Risk managers
Use our forward curves data for unbiased, third-party curve validation against counterparties, internal valuations, and mark-to-market purposes for daily profit–and-loss assessments.
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Traders, Market Analysts, and Trade Analysts
Rely on our extensive historical analysis to determine locational and temporal spread relationships and use prior-day curves on a daily basis as a reference when entering the market the following morning.
Product specifications
The Argus North American Electricity Implied Volatilities service is derived from current forward market option prices in contrast to historical volatilities.
Argus forward curves
We offer a full suite of forward curves across key energy and commodity markets. Support your investment and trading decisions with our powerful, independent market valuation tool.
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