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Options Analytics Service Debuts

A new Options Analytics service from Interactive Data is designed to deliver real-time greeks and implied volatilities to help with position and risk management, screening and modeling.

The service covers U.S. listed equity and index options and is designed for risk managers, traders and derivative strategists to help them:

  • Assess portfolio risk or P&L using option greeks
  • Trade volatilities
  • Model volatility surfaces with implied volatilities

Interactive Data’s Options Analytics requires less bandwidth than services from some other providers for lower communications costs, as the data elements are designed to be updated at least once every 30 seconds. The service is based on widely used methodologies and provides related data elements including bid, mid and ask option price and the underlying stock price used in the calculation.

Options Analytics is available via a number of delivery methods including client-site deployment, and hosted and co-location services.