Options Analytics
dxFeed options analytics is a service that calculates theoretical options prices, greeks, implied volatilities, P/C ratios, and other metrics for options on equities, ETFs, indices, futures, and cryptocurrencies based on real-time and historical data feeds. The results are delivered via a dxFeed real-time and historical APIs.
Market data calculations
Data types
Options on equities
Options on ETFsn
Options on indices
Options on futures
Options on cryptocurrencies
Types of data for calculations
- Real-time market data
- Historical market data
All-in-one options analytics data package
dxFeed provides clients with a single-window approach for all option analytics data needs.
What’s in it for you?
Easy integration
With your application or a website
Risk Management
Real-time and on-demand calculations
Extensibility via event-based model
Subscribe to what you need
End-of-day processing
Customized data snapshots at the given time and historical data access
Market-making
Adjustable theoretical price models and price generation
Use cases
Options analytics data can be easily integrated into various applications and web pages.
Why choose dxFeed
We implement a number of well-known models (BS (standard, with FD derivatives, universal), binomial tree, explicit finite difference, BjS, MRR) and a unique model-free arbitrage-free price fitting which works well on low and high liquidity markets, and high volatility cases.
