Global Coverage: Over 10 millions options contracts from more than 40 exchanges, 35 countries, and 20 currencies
Multiple Asset Classes: Extensive and comprehensive coverage of exchange-listed options on equities (stocks, ETFs, CEFs, DRs, indexes) currencies, and futures.
Custom options analytics available on demand for OTC and Exotic options.
Advanced Analytics: Built using advanced options analytics methodologies with full transparency on all components used in the models.
Volatility Analytics: including call and put implied volatilities, interpolated volatility surfaces, volatility indexes, and historical volatilities.
Greeks: Over 15 options sensitivities parameters (Greeks) including first, second, and third order Greeks.
Scenario Analysis: Theoretical options Greeks and profit/loss scenarios for complex multi-leg options strategies.
Reference and Market Data: Extensive and comprehensive reference and market data on options and their underlying securities
Security Master: Use the service reference data to keep your local underlying securities, dividend, and options masters synchronized and accurate.
Corporate actions: for options and underlying securities
Options Modeling: Industry Standard Partial Differential Equations (PDE) Model for European and American Options.
Interest Rates: Term structure of interest rates (spot and forward curves) calculated from US Treasury bond prices.
Cost of Carry: Future dividends and stock-borrow rates (together known as “cost of carry”) are implied from put and call options prices.
Dividend: Dividend forecast model including ex-dates, frequency, and gross amounts.
REST API: API available to programmatically download data within client's proprietary algorithms.
FTP Download: Bulk file download of options implied volatilities, Greeks, and other analytics.
Cloud Drive: Virtual Cloud Drive available for immediate access to data and analytics.
Web Interface: Easy to use web interface for options analysis and on-demand data retrieval.
Multiple Formats: Files available in TSV, CSV, JSON, and XML formats
Risk: Generate risk reports on portfolios of options and underlying securities.
Simulation: Run historical back tests of trading strategies.
Trading: Perform in depth analysis of complex options positions.
Scanning and Screening: Search for options strategies based on volatility and Greeks.
Liquidity: Seamlessly identify liquid and illiquid options based on volume and bid/ask spread.
Integration: Easily embed options analytics in your websites, mobile apps, spreadsheets, and other proprietary applications.
Development Speed: Dramatically reduce time to market for applications that need options analytics.