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Finding Data for Global Options and MSCI World Exposure

Article Quant Q&A · Author: phdstudent
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Summary

The discussion considers whether options trade directly on the MSCI World index and where researchers might obtain broad international options data. Responses suggest that a single database covering all exchange-traded instruments worldwide is not available, and point to broker or vendor symbol lookup services as ways to identify instruments. One answer proposes using an ETF tracking a related global index as a practical options proxy, while noting that its trading price and the underlying index’s value may differ because markets close at different times.

Another response says liquid index and index-futures options are generally concentrated in major local markets, with fewer broad equity-options venues. The replies conflict on the breadth of OptionMetrics coverage and do not establish definitive availability for MSCI World options or every constituent. Treat the suggestions as anecdotal and verify current listings, coverage, and price alignment with exchanges and data vendors before relying on them.

Key ideas

  • There may be no single database covering every exchange-traded instrument worldwide.
  • Broker and data-vendor symbol searches can help locate instruments across markets.
  • A related global equity ETF may serve as an options proxy, but its price can diverge from the index measure.
  • Liquid index options are often focused on major local benchmarks.
  • The discussion does not verify MSCI World options availability or provide a comprehensive data source.

Tags

OptionsMulti-assetEquities
Full text
# Options Data Sources


# Options Data Sources












I am using Option Metrics to study a couple of things related to options. However, Option Metrics is quite limited in terms of scope (mainly it's US equities).

I was wondering two things:

1) Are there any options traded on the MSCI World? 2) If yes, then is there any database with data on MSCI World options, as well as options on all MSCI World Constituents?

Thanks,

## Answer by plkn (score 1)

https://quant.stackexchange.com/a/25810

The answer is 'no', no single database for all exchange traded instruments in the world. You can try to use Interactive Brokers symbol search service. For example, just now I've tried to search Brazil instruments .

There are another services like this, for example IQ Feed symbol lookup.

## Answer by JoshK (score 0)

https://quant.stackexchange.com/a/25666

I think the above comment about using ACWI is the only way to trade options on the MSCI World. You can see OTC swaps and futures trade on the index as well but there are no associated options. But just remember how they are priced. The ETF will snap it's close at 4pm like any other stock. The actual index (as well as the ETF NAV) is based on closes from around the world so it will not exactly match.

## Answer by onlyvix.blogspot.com (score 0)

https://quant.stackexchange.com/a/25694

It seems that you're looking for data for liquid options worldwide. On the global scale most liquid options are typically index / index futures options on the main local index, not MSCI indexes.

Outside of index options, you have only few broad exchange-traded stock options markets - Eurex, Osaka, and ASX are probably top three. I'm surprised that Options Metrics was not to your liking. AFAIK it is one of the best single sources for options data, and includes worldwide coverage for all major exchanges.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.