Hanweck Options Analytics

Comprehensive content. Flexible delivery. Interactive options.

Hanweck Options Analytics is your “as-a-service” solution for real time, data-enabled, global, risk analytics covering options on equities, ETFs, indices, and futures.

Learn about the Hanweck value proposition →


BENEFITS:

Real-Time Processing

Our Volera® calculation engine is capable of consuming the highest-volume market data feeds in real-time (e.g., the OPRA feed with peaks over 70 million messages per second) and processing millions of analytical calculations per second.

Data-Enabled Approach

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

Fully Customizable

With Hanweck Options Analytics, clients can modify inputs, assumptions, and obtain custom models to align with their needs and ensure relevant and readily consumable data.

Reduced Total Cost of Ownership

Hanweck’s “as-a-service” model dramatically lowers the cost to support real-time, high-quality risk analytics by reducing time to delivery, simplifying integration, and allowing customers to redirect internal resources to higher impact efforts.


PRODUCT SCOPE:

Frequency

  • Real-time
  • Intraday intervals
  • End-of-day full tick recaps and time interval summaries

Delivery

  • API
  • Multicast via cross-connect at major colocation centers including NY4, CH4, and LD4
  • Deployed instance
  • Intraday file delivery
  • Relational Database

Coverage

  • All major exchanges across the Americas, EMEA and Asia Pacific
  • Listed equity options and futures
  • Tick-level, up-to-the-millisecond pricing

 

 

 

Implied Volatilities & Greeks
  • Implied Volatilities and Greeks
  • Volatility Surfaces

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Scenario Analytics
  • Customizable Scenario Definitions
  • P&L Vectors
  • Real-Time Margin Forecasting

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Exchange Margin Methodologies
Margin Analytics
  • TIMS and Enhanced TIMS Customer Portfolio Margin
  • Futures Exchange Margin
  • Broker ("House") Margin

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Derivatives Signal Analytics
Derivatives Signal Analytics
  • Implied Borrow
  • Implied Dividend
  • Implied Credit

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