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 ETFs

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

Market-making

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.

Unusual Options Trading
Check out our article about unusual options trading