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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,

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  • $\begingroup$ Is the US ticker ACWI close enough to what you're looking for? $\endgroup$ – pyCthon Feb 24 '16 at 22:52
  • $\begingroup$ Yes. Does that index has options? Are they liquid? Is there data available? $\endgroup$ – phdstudent Feb 24 '16 at 22:53
  • $\begingroup$ Yes. There are options traded for May, June, July and Oct. $\endgroup$ – Alex C Apr 27 '16 at 10:43
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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 Brazil instruments .

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

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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.

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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.

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