When it comes to option analytics, simply having an eye on the numbers is not enough. To ensure data consistency, real time options data and analytics should be integrated with the same data source and produced holistically. Combining historical datasets with real time options analytics provides the metrics, risk attribution, and theoretical modeling necessary for the kinds of snap decisions that offer traders and risk managers a competitive edge.
Quality analytics, including well-fit volatility surfaces, are the most difficult part to calculate – and provide the greatest difference in the options market data offered by one data provider versus another. Whether real time or historical, data needs to be underpinned by high-quality reference data including earnings, dividends, rates, and corporate actions. Putting all that together to determine how best to calculate options analytics takes deep options data experience. To read more about the importance of experience and expertise in your options data provider, click here.
SpiderRock maintains a position as an innovator in the options industry. As a result, we can partner with clients on options market data that supports the entire lifecycle with options investments; from historical options data, to delayed data, through complex options analytics and real time market data. Our real time options analytics with robust models tie into historical feeds and are supported by knowledgeable derivatives experts.