Option Market Analytics

Miscellaneous Option Implied Data

Our data is organized in a manner which makes all sorts of derived calculations possible. The analysis we can generate is only limited by your imagination.

For example:

  • Do you need the correlations of the front through 5th deferred contract of crude oil futures prices and vols?
  • Do you need the beta of the Beta parameter of the SABR model to interest rates, or the price of oil? We can do that at many levels of granularity.
  • Do you need the historical distribution of call wing parameter of the assymetric quadratic curve's volatility for equity index futures?
  • Do you need a panel of correlation matrices for use in building optimized portfolios?

We can do all these things and more, on a one time basis or as a continuing monthly, weekly or daily service.

Please contact us for a discussion around licensing.