This project computes implied volatilities (IV) and Greek deltas for American (SPX index), European (MXEA index), and Asian (MXEF index) options data and compares the three regions. Utilizing 1-month data, we compare how IV and Greek deltas depend on strike maturities and how values compare across the three markets. Creating IV surfaces, we compare the three markets in their behavior. Finally, applying Principal component analysis (PCA) clustering, we investigate correlations in the behavior of the three markets.