An overview of Options Analytics

  • The Instrument Pricing Analytics Options API delivers essential analytics for listed and OTC options to traders, portfolio managers, and risk officers.
  • This service encompasses options on stocks, indices, commodities, and futures, as well as FX options.
  • It includes advanced features such as Asian, Barrier, and Binary options, along with European and American exercise styles.
  • Usable intraday for portfolio monitoring or strategy analysis on-demand, the API also supports end-of-day operations to produce analytics like implied volatilities and Greeks.
  • This ensures every instrument is evaluated from both value and market risk angles.
  • Accessible to individuals with coding skills (e.g., using a Python workbook) and scalable for enterprise applications, it offers a dependable method to obtain derived analytics.

KEY FACTS

Data Format
CSV
JSON
Python
User Interface
XML
Delivery Mechanism
API
Desktop
Excel
Data Frequency
Continuous
FEATURES & BENEFITS

What you get with Options Analytics

  • The Instrument Pricing Analytics Options API offers comprehensive analytics for both listed and OTC options to traders, portfolio managers, and risk officers.

  • This service encompasses options on stocks, indices, commodities, and futures, as well as FX options.

  • It includes support for Asian, Barrier, and Binary features, along with European and American exercise modes.

  • The API can be utilized intraday for monitoring option portfolios or on-demand strategy analysis.

  • It can also be employed at the end of the day to produce options analytics such as implied volatilities and Greeks, ensuring a thorough evaluation of each instrument's value and market risk.

  • Accessible to both individual coders (e.g., using a Python workbook) and enterprise-level applications, the API provides a dependable method for obtaining derived analytics.

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