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I would be pleased if any of You can give me the real example of an asian option (or other exotic option) that is being traded or that is offered by some institution.

I have been searching the whole internet, but only what I can find is how to price asian options, and I want to compare those methods with a real situation.

Best regards,

Pablo

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CME Group offers exchange-traded Asian-style options on WTI Crude Oil Futures, among other underlying products:

http://www.cmegroup.com/trading/energy/crude-oil/west-texas-intermediate-wti-crude-oil-calendar-swap-futures_contractSpecs_options.html

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I don't think you will find any data on that. Asian option are OTC traded, and embedded in contracts between 2 parties.

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  • $\begingroup$ I'm not so sure, I think it's traded by CMEGroup. $\endgroup$ – SmallChess Jun 2 '15 at 3:16

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