NewMark Risk has recently released an article on valuing options. In the article, NewMark provides practical differences in pricing options and their impact. The article examines two signals, Put-Call Volume Ratio and IV Spread, using data from both SpiderRock and...
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In July, SpiderRock Gateway released a new visualization tool designed to assist users in researching relative option values. With the tool, users can visualize a multitude of series, including up to 10 years of implied and realized volatilities, skew, high/low,...
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Following up our previous blog post and focusing on earnings events, we discuss other metrics and ways in which SpiderRock Gateway’s database of historical options data, such as stockclosemarks and optionclosemarks (and their intraday counterparts), allows...
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We follow up our previous blog post focusing on earnings events and discuss other metrics and ways in which SpiderRock Gateway database of historical options data such as stockclosemarks and optionclosemarks (and their intraday counterparts) allow one to extract...
read moreEventus, a leading global provider of multi-asset class trade surveillance and market risk solutions, announced today that SpiderRock Technology Services, a high-performance algorithmic execution and risk management technology provider to institutional trading...
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The global environment is changing due to a confluence of factors underpinned by the COVID-19 pandemic and its different variants, supply-chain dislocations, the Russian war on Ukraine, and the start of monetary tightening policy due to the onset of inflation....
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