--- title: "Options and volatility data datasets" description: "Datasets in the category “Options and volatility data” were mentioned in 19 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #21 of the 58 data categories mentioned." url: https://scholar4ai.com/datasets/options-and-volatility-data markdown_url: https://scholar4ai.com/datasets/options-and-volatility-data.md license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/) share_text: "Datasets in the category “Options and volatility data” were mentioned in 19 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #21 of the 58 data categories mentioned." data_url: https://scholar4ai.com/data/rankings.json updated: 2026-10-26T18:01:08+09:00 window: 2026-09-27 to 2026-10-26 source: OpenAlex (CC0) --- # Options and volatility data Option prices and implied volatilities, and volatility indices such as the VIX. - 1 papers in the last 7 days - 2 of its 3 datasets mentioned Back to the ranking: https://scholar4ai.com/rankings/datasets.md ## Key findings - Datasets in the category “Options and volatility data” were mentioned in 19 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #21 of the 58 data categories mentioned. - The most-mentioned were VIX (18) and OVX (crude oil volatility index) (3). - By journal category: Finance (14), Economics (4) and AI (1). - Most of them appeared in International Review of Economics & Finance (3), Computational Economics (2) and International Review of Financial Analysis (2). ## Datasets *Datasets in this category · 2026-09-27 – 2026-10-26 (30 days)* | Dataset | Papers | Last 7 days | Names searched for | |---|---:|---:|---| | VIX | 18 | 1 | VIX, CBOE Volatility Index, Cboe Volatility Index | | OVX (crude oil volatility index) | 3 | 0 | OVX, oil volatility index | | OptionMetrics | 0 | 0 | OptionMetrics, Ivy DB | ## Papers *Papers mentioning these datasets, newest first.* | Date | Title | Journal | Authors | Affiliations | Datasets mentioned | |---|---|---|---|---|---| | 2026-10-24 | [Optimal Portfolio Allocation with Gromov-Wasserstein Barycenter](https://doi.org/10.1007/s10614-026-11445-1) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Alessandro Spelta, Nicoló Pecora, Mario Maggi | University of Pavia | VIX | | 2026-10-17 | [The resilience of sentiment: VIX-led connectedness and monetary decoupling in a high-inflation regime](https://doi.org/10.1007/s12197-026-09790-w) | [Journal of Economics and Finance](https://scholar4ai.com/journals/journal-of-economics-and-finance.md) | Sayed Akif Hussain, Syed Amer Hussain, Syed Atif Hussain et al. | Shihezi University; Chongqing University of Posts and Telecommunications; Abbottabad University of Science and Technology; … | VIX | | 2026-10-16 | [Resilient or unstable? Real rate regimes in emerging markets](https://doi.org/10.1007/s00181-026-02977-4) | [Empirical Economics](https://scholar4ai.com/journals/empirical-economics.md) | Türker BATMAZ, Alper Gormus, Elif Hilal Nazlıoğlu | Balıkesir University; Coastal Carolina University; Pamukkale University | VIX | | 2026-10-16 | [The magnificent seven and bitcoin: Time-varying predictability, dynamic conditional correlation, and multi-scale co-movement](https://doi.org/10.1016/j.iref.2026.105960) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Fuzuli Aliyev, Neman Eylasov, Nijat Gasim | ADA University; Azerbaijan University of Languages; Baku Engineering University; … | VIX | | 2026-10-13 | [Climate disclosure and risk premium in the European bond market](https://doi.org/10.1007/s40822-026-00401-x) | [Eurasian economic review :](https://scholar4ai.com/journals/eurasian-economic-review.md) | Matteo Mazzarano, Gianni Guastella, Stefano Pareglio et al. | Università Cattolica del Sacro Cuore; Athens University of Economics and Business; University of Bologna; … | VIX | | 2026-10-12 | [Beyond words: FOMC text, voice, and facial tone in crypto markets](https://doi.org/10.1016/j.irfa.2026.105462) | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | Yhlas Sovbetov | Istanbul Aydın University | VIX | | 2026-10-08 | [Is the relationship between climate policy uncertainty and cash holding nonlinear?](https://doi.org/10.1016/j.najef.2026.102730) | [The North American Journal of Economics and Finance](https://scholar4ai.com/journals/the-north-american-journal-of-economics-and-finance.md) | Augustinos I. Dimitras, Efstathios Magerakis, George Peppas | Hellenic Open University | VIX, OVX (crude oil volatility index) | | 2026-10-07 | [Testing for dominance in risk transmission mechanisms towards the European energy market](https://doi.org/10.1016/j.frl.2026.110844) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Jone Ascorbebeitia, Eva Ferreira, Susan Orbe | University of the Basque Country | VIX, OVX (crude oil volatility index) | | 2026-10-06 | [Is bitcoin a hedge against central banking? Evidence from AI-driven monetary policy expectations](https://doi.org/10.1016/j.jimonfin.2026.103683) | [Journal of International Money and Finance](https://scholar4ai.com/journals/journal-of-international-money-and-finance.md) | Maxime L. D. Nicolas, François Sicard, Marion Labouré et al. | University College London; Deutsche Bank (United Kingdom) | VIX | | 2026-10-06 | [Sentiment interactions in financial markets: Conditional volatility, feedback, and shock propagation](https://doi.org/10.1016/j.iref.2026.105946) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Md Tanvir Hasan | University of Dhaka; University of Glasgow | VIX | | 2026-10-03 | [International spillovers of the US–China trade war 2.0: The case of Asian stock markets](https://doi.org/10.1016/j.iref.2026.105941) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Wojciech Grabowski, Ewa Stawasz‐Grabowska | University of Łódź | VIX | | 2026-10-03 | [Tail Dependence in EU Carbon Markets: Graphical Models of Extremes for EUA Futures](https://doi.org/10.1007/s10614-026-11430-8) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Jan Maciejowski, Manuele Leonelli | IE University | VIX | | 2026-10-01 | [The term structure of the expected market risk premium, and the cross-section of stock returns](https://doi.org/10.1016/j.irfa.2026.105482) | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | Ana González‐Urteaga, Gonzalo A. Rubio, Pedro Serrano et al. | Universidad Pública de Navarra (UPNA); Universidad Cardenal Herrera CEU; Universidad Carlos III de Madrid; … | VIX | | 2026-10-01 | [India VIX regime-conditional directional prediction of bank nifty: a stacking ensemble approach](https://doi.org/10.1007/s00521-026-12588-w) | [Neural Computing and Applications](https://scholar4ai.com/journals/neural-computing-and-applications.md) | Prakash Ukhalkar, Ravikant Zirmite, Manasi Bhate | | VIX | | 2026-10-01 | [Unveiling volatility networks: asymmetric shock transmission across global financial markets](https://doi.org/10.1016/j.najef.2026.102734) | [The North American Journal of Economics and Finance](https://scholar4ai.com/journals/the-north-american-journal-of-economics-and-finance.md) | Yüksel İltaş, Fatih GÜZEL, Ümit Bulut | Ahi Evran University | VIX | | 2026-09-30 | [Oil prices and the pricing of green equity ETFs: Evidence on greenium dynamics](https://doi.org/10.1016/j.jfds.2026.100206) | [The Journal of Finance and Data Science](https://scholar4ai.com/journals/the-journal-of-finance-and-data-science.md) | José Alejandro Fernández Fernández, Miguel Ángel Casquet, Sonia Quiroga | Universidad Complutense de Madrid | OVX (crude oil volatility index) | | 2026-09-29 | [The price of ethics: Liquidity and safe haven properties of responsible physical gold ETPs](https://doi.org/10.1016/j.ribaf.2026.103646) | [Research in International Business and Finance](https://scholar4ai.com/journals/research-in-international-business-and-finance.md) | Borja Amor Tapia, Paula Castro, María Teresa Tascón Fernández | Universidad de León | VIX | | 2026-09-29 | [The 52-week high liquidity mirage: How behavioral convergence impairs price discovery](https://doi.org/10.1016/j.jbankfin.2026.107830) | [Journal of Banking & Finance](https://scholar4ai.com/journals/journal-of-banking-finance.md) | Joshua Della Vedova, Mingze Gao, Andrew R. Grant et al. | Macquarie University; The University of Sydney; University of San Diego | VIX | | 2026-09-28 | [Capital asset pricing model with size factor and normalizing by volatility index](https://doi.org/10.1007/s10436-026-00492-1) | [Annals of Finance](https://scholar4ai.com/journals/annals-of-finance.md) | Abraham Atsiwo, Andrey Sarantsev | University of Nevada, Reno | VIX | ## Cite this page Scholar4AI. (2026). Options and volatility data. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/datasets/options-and-volatility-data ```bibtex @misc{scholar4ai-datasets-options-and-volatility-data, author = {{Scholar4AI}}, title = {Options and volatility data}, year = {2026}, howpublished = {\url{https://scholar4ai.com/datasets/options-and-volatility-data}}, urldate = {2026-10-26}, note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0} } ``` License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).