Hanweck Options Analytics are computed in real-time and delivered "as-a-service," enabling you to manage risk more efficiently.
Options Analytics are distributed as a data feed to allow for easy integration with your existing environment. Hanweck's offering covers the entire universe of listed equity and futures options products globally. Data inputs are cleaned and unified by Hanweck's team of domain experts to ensure analytic outputs are of the highest quality and integrity.
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.
Hanweck produces real-time implied volatilities and Greeks - Delta, Gamma, Theta, Vega & Rho - on the global listed options markets.
In addition to analytics on individual contracts, Hanweck Options Analytics computes standard volatility surfaces for computing theoretical option prices and more general purpose volatility modeling. Expressed as standard constant maturity tenors with several different money-ness factors, risk managers can be certain to have a continuous set of volatility data points. Our constant maturity approach interpolates volatility points that fall between stated option expiries.
If you need a customized volatility model, or prefer to tailor data and model inputs, Hanweck can configure a unique, dedicated instance of Hanweck Options Analytics.