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Cboe Global Markets

Options Analytics

Comprehensive Content. Flexible Delivery. Interactive Options.

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Implied Volatilities and Greeks
  • Implied Volatilities and Greeks
  • Volatility Surfaces
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Derivatives Signal Analytics
  • Borrow Intensity
  • Implied Dividend
  • Unified Volatility Risk
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Scenario Analytics
  • P&L Vectors
  • Real-Time Margin Forecasting
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Margin Analytics
  • TIMS and Enhanced TIMS Customer
  • Portfolio Margin
  • Futures Exchange Margin
  • Broker ("House") Margin
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Credit Analytics
  • Implied Credit
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Why Cboe Hanweck?

Real-Time Processing

Cutting-edge technology is capable of consuming the highest-volume market data feeds in real-time (e.g., the OPRA feed with peaks around 90 million messages per second) and processing millions of analytical calculations per second.

Fully Customizable

Clients can modify inputs, assumptions, and obtain custom models to align with their needs and ensure relevant and readily consumable data.

Data-Enabled Approach

Market data feeds and critical reference data are unified in our data environment, creating a high-quality integrated data product that streamlines your workflow and reduces overall costs.

Effective Resource Allocation

Our cost effective “as-a-service" model allows customers to redirect internal resources to higher impact efforts.

Product Scope

Frequency

Real-time, intraday intervals, and end-of-day full tick recaps and time interval summaries.

Delivery

API, deployed instance, intraday file delivery, relational database, Multicast via cross-connect at major co-location centers including NY4, CH2, and LD4.

Coverage

All major exchanges across the North America, EMEA and APAC, listed equity options and futures, and Tick-level, up-to-the-millisecond pricing.