dxFeed options analytics is a service that calculates theoretical options prices, greeks, implied volatilities, P/C ratios, and other metrics for options on equities, ETFs, indices, futures, and cryptocurrencies based on real-time and historical data feeds. The results are delivered via a dxFeed real-time and historical APIs.

Market data calculations

Data types

Options on equities

Options on ETFsn

Options on indices

Options on futures

Options on cryptocurrencies

Types of data for calculations

  • Real-time market data
  • Historical market data

All-in-one options analytics data package

dxFeed provides clients with a single-window approach for all option analytics data needs.

What’s in it for you?

Easy integration

With your application or a website

Risk Management

Real-time and on-demand calculations

Extensibility via event-based model

Subscribe to what you need

End-of-day processing

Customized data snapshots at the given time and historical data access


Adjustable theoretical price models and price generation

Use cases

Options analytics data can be easily integrated into various applications and web pages.

Why choose dxFeed

We implement a number of well-known models (BS (standard, with FD derivatives, universal), binomial tree, explicit finite difference, BjS, MRR) and a unique model-free arbitrage-free price fitting which works well on low and high liquidity markets, and high volatility cases.

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