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Our data and models were used in a major paper on the negative oil prices GCARD
Year End 2021 wrap up of commodity markets at YearEnd2021!
January 2022 wrap up of commodity markets at January 2022!
February 2022 wrap up of commodity markets at February 2022!
March 2022 wrap up of commodity markets at March 2022!
April 2022 wrap up of commodity markets at April 2022!
New products for 2021 now being offered... Reports!
Check out our "GreeksInfo" report available for most products in our universe. Find it here!
Check out our "SkewInfo" report available for most products in our universe. Find it here!
Check out our "LastFewDays" report available for most products in our universe. Find it here!
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Consider us for your backoffice options marking needs. We can supply you with options vols reflecting exchange settles or fitted curves. Browse the sample of our catalog which we post here. Then contact us!
Take a look at real examples of our reports
We are pleased to offer our high quality implied volatility data. We provide daily complete records of settlement vols for a variety of products. Rather than give you a coverage document, we encourage you to use our VolExplorer tool. If we don't have the exchange, we can turn it on upon your request.
We also calculate implied volatility curves in formulations ranging from simple quadratic curves to SABR models. If we don't have the approach you need, we can build it.
We are so confident in our process, that we want you to test drive the results using our visualizer. Do the other vendors let you do this?Let's Talk!Look at some skews?Look at some other skews?Look at skews for product by date?Termstructures?
Do you need a rundown of a commodity product's behavior over the last week or two weeks? Do you need a rundown of the blended greeks? Which is the maximum gamma strike? What strikes are trading? Then you need our reports.Recent ExamplesMore detailsNeed a custom report?
Our principal has seen a lot-done a lot. Maybe you are contemplating building a market making operation? Perhaps you have unstructured data that you would like to leverage? Are you making a build versus buy decision? Have you been handed an odds and ends option portfolio that you need risk numbers for? Maybe you have option data that you want to make searchable and useable?
All of these needs arise on a daily basis in the trading world. Small considerations at the beginning save a lot of effort and frustration in the end. We are here to help. Our initial consultation is always free!About our PrincipalSet up a consultation!