Options–Implied Analytics

Coverage

North America

Data Fields

40+

Frequency

Daily

Historical

Let Options Analytics Drive Your Decisions

Options-Implied Analytics have been proven by the industry and academia to enhance returns of equity investors via strategy development, portfolio construction, entry/exit and risk management.

  • Over 5,000 US Equities, ADRs and ETFs.
  • 40+ Unique Signals and growing.
  • Survivorship biases free.
  • Accurate treatment of dividends, splits and derivative corporate actions, Inclusion of adjusted series within analytics.
  • Multiple security identifier options available.

Benefits of the analytics

  • The only analytics vendor focused on providing all options-implied analytics in one place
  • Unique End of Day Analytics that are not produced by option trading desks.
  • High-quality input data sources resulting in high Accuracy & Precision.
  • Cloud or local delivery, choice of CSV or Parquet.
  • History back to 2007 to provide sufficient data points for even the most complex of models.
  • Cost-effective; saves you the cost of options data, quantitative and technology resources.

Data Delivery

Delivery options

Amazon S3
SFTP

Delivery format

CSV