Relative Analytica       

  Option Analytics Service

The Options Analytics Service uses daily updates and historical data to provide end-of-day analytics and reference data for U.S and international exchange-listed options on equities, exchanged traded funds (ETFs), equity indexes, and futures. The service can be used to run back tests simulation of trading strategies, generate risk and regulatory reports on portfolios of options and underlying securities, perform in depth analysis of options positions.


Standard Greeks - Delta, Gamma, Vega, Theta and Rho

Extended Greeks - Vanna, Volga, Speed and Lambda

Implied Volatilities - listed implied volatilities surfaces by contract: expiry, strike, and put/call

Interpolated Volatility Surfaces - interpolated volatility surfaces built from implied volatilities

Exchange Data International

The Options Analytics Service is offered and delivered by our data partner Exchange Data International.