EOX Market Data

Power Implied Volatilities

Power Implied Volatilities

See a Sample of the Power Implied Volatilities Report

The power implied volatilities provide an independent and thorough view into the North American electricity market. Detailing important liquid trading hubs, the implied volatility data gives customers insight into potential price movements. Volatilities are delivered daily before 4:00 pm EST providing customers an early start to their end of day processes.



OTCGH covers daily assessments of Power Implied Volatility at 13 locations in North America. Liquid hubs are covered in the following ISO/RTOs: PJM, MISO, NEISO, and NYSIO.


  • PJM West, CAISO SP 15 and WECC Mid C (Straddles included)
  • Historical volatilities
  • Bid ask spreads on volatilities
  • 24-month forward tenor produced daily