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
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?
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.