Dear all,I am trying to use option pricing data analyse Asian stock market future returns. As everyone award that, data is most important factor. Now, I meeting a trouble. Does anyway knows where I can obtained those vaild data from Asian markets. Please help me and let me know where I can obtained! Million thanks in advance.

Most of the Asian markets stock option is available through Bloomberg. Some of the exchange websites also give historical option data.

Any particular market that you are looking at ?

Thanks, pb273...I think the whole data set will be consider around 8 to 9 different countries in Asian markets. Another problem is that some of those emerging markets only have few years option trading data! I might just consider option indices from those markets instead of "actual" stock option they trade in the own country. The data set require as longer period as possible. As you might know, data availability is always a problem!

How long data do you want ? Kopsi data should be available for longer time. Try the Hong Kong & Singapore exchange website for Hong Kong & Taiwan market data etc. Indian market data is available for the last 2 years only (index futures - 3 years). Not sure of countries like Malaysia and Thailand .... which other countries do you want ?As far as the indices are concerned, in Bloomberg try WEIF (World Equity Futures) and from there go to Asia-Pacific and write down the tickers for the indices. Then type "TICKER <Index> OMON" in Bloomberg to see if that index has options. (replace "TICKER" by the Index Ticker"). Most of the Asian indices have futures, but not so sure of the options. Probably anyone in this forum from Malaysia, Thai, Phillipines, Indonesia etc can direct you better on how to get their countries' options data (if available). Smaller countries like Sri Lanka, Nepal etc don't have a derivatives market. No clue about middle eastern countries ...

Thanks, men.I am going to try your advice. I was think if some company can offer the package, then it would save lots trouble and time to look for it. However, it doesn't looks any particular company interest to build major Asia option price data set. I think I have to go to individual exchange website find out the availability. Regarding to the period, I prefer as longer as possible (maybe 5 years). However, most Asia country only start trading option in recent years. I am really appreciate your advice! Thanks again.

another possibility could be to explore contacting metastock & tradestation's local vendors in each of the 8-9 countries. these local vendors often give away full option database along with regular updation etc for free if you procure metastock/tradestation from them.

hey chiehtsehou,I checked on Bloomberg a couple of while ago that in Asia index derivatives are traded in Japan, Hong Kong, Singapore, Malaysia, Korea and India. So thats just 6 countries, unless you want to include Australia and New Zealand (the "Pacific" in Asia-Pacific!!).

Hey... ... Those are the countries I want to examed and as following Japan, Hong Kong, China, Taiwan, Republic of Korea, Thailand, Indonesia, Singapore, Malaysia and Philippine. Most of them are emerging countries! I need to identify trends from them. Do you think those countries' stock momentum can be identify from thier option price? I do check the other discussion board (student) for this matter. As I thought, this stock movement is come from investors behaviour caused. Let me know what do you think, can monentum be identify from option pricing! If momentum can be identify from investors behaviour, I believe option can reveal some information for it. Besides, if investor can dominate the volatility for future stock price, the option price definitly have an important role in it! Give me what you thougth for it. Thanks.

hi chiehtsehou,frankly i couldn't figure out from Bloomberg whether China, Thailand, Indonesia, Phillippine and Taiwan have exchange traded stock options in the first place. And South Korea has only index derivatives, but a lot of OTC equity derivatives are available in the Hong Kong and Singapore markets. I think Korea has the most liquid index derivatives market (Kopsi futures). I haven't done much analysis on options data (i mean stuff like put-call ratio, minimum loss strike analysis, etc), but definitedly the open interest and volume graphs can used with the same interpretation as in done in the US. One key difference between asian derivative market and the western markets US/Europe is that asian markets like the Korean market are primarily retail markets, with the insititutional volumes are less than 10%. so some of the dynamics are certainly different in the sense that the derivatives data in these markets will more clearly represent the behavior of a retail investor in these markets. dunno much about volatility effects though!

btw, Japan is not an emerging market and usually asian countries are bifurcated (as far as trading desks are concerned) into japan and asia-pacific ex-japan. characteristics of the japanese market is quite different from that of asia-pacific ex-japan as the later are emerging markets, and i am not the right person to comment on the japanese market.

i am not the right person to comment on the japanese market.is there someone on the forum who is? i'm also looking for a cheap and easy way to get intraday prices (to the 5 minute level) on Nikkei futures and options (for different strikes) going back as far as i can.

hi,just to let you guys know, there is an exchange traded options market in Malaysia (index options) but volume nowadays has been zero for the past 3 years and counting. liquidity has gone away along with the 'foreigners' since the capital controls in 1998. the local index futures market is more liquid though.