Series Greeks Data File

Series Greeks Raw Data File contains Delta, Gamma, Vega, Theta and Rho of each series for products cleared by HKCC and SEOCH. Files for both clearing houses are compressed into a single zip file (i.e. Please click the Date below to select the file of a specific date to be downloaded. For information on the specification of the files, please check the “File Format” link below.

File Format

November 2023

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