Theoretical Option Prices, Greeks, Volatilities

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Note: The following information has not been updated by the vendor since 08/26/20.

Address:	2500 Plaza Five, Harborside Financial Center
	New Jersey, 07311
Phone # for sales:	+1 201 685-9280
Website:	https://www.dxfeed.com
Click link to request additional product information.
E-mail address:	kontakt@dxfeed.com

CATEGORY: DATA SERVICES

General Information | System Requirements | Data Specifics | Product Specifics

General Information TOP

Product name: Theoretical Option Prices, Greeks, Volatilities

Brief description of pricing options:

N/A

Brief product description:

dxPrice calculation engine provides arb-free theoretical option prices calculation based on real-time or historical data. Pricing data may be delivered along with real-time data feed via dxFeed API or calculated based on historical onDemand data store. Option markets often lack liquidity in certain strikes, and the task of determining the market price or a fair settlement price of a certain security is not always trivial. dxPrice is a technology that derives the best possible option prices from whatever market data is available. The technology can be used in a variety of applications such as augmentation of live market data feeds, on-the-fly risk control, end-of-day processing, or market making. The prices are derived from the entire set of bids and offers available for an option series. As a result, they are smooth across the series, arbitrage free, reflect the market and fill in the gaps. It is an important benefit that the algorithm is model neutral and therefore works well on all kinds of asset classes.

Markets followed:

Stocks
Futures
Bonds
Industrial groups
Cash markets
Mutual funds
Indices
Options

Exchanges followed:

American Stock Exchange (AMEX)
Amsterdam Stock Exchange (aex.nl)
Arizona Stock Exchange
Athens Stock Exchange
Australian Stock Exchange
Boston Stock Exchange
Bourse de Paris
Brussels Exchanges
Bucharest Stock Exchange
Budapest Stock Exchange
Bulgarian Stock Exchange
CBOE-Chicago Board Options Exchange
CBOT-Chicago Board of Trade
Chicago Stock Exchange
Cincinnati Stock Exchange
CME-Chicago Mercantile Exchange
Copenhagen Stock Exchange
Cyprus Stock Exchange
Frankfurter Wertpapierborse (FWB)
Gruppe Deutsche Borse
Helsinki Stock Exchange
Hong Kong Stock Exchange
Istanbul Stock Exchange
Italian Stock Exchange
LIFFE-London International Financial Futures Exchange
Lisbon Stock Exchange
Ljubljana Stock Exchange
London Stock Exchange
Luxembourg Stock Exchange
Montreal Stock Exchange
NASDAQ
National Stock Exchange of Lithuania
New York Stock Exchange (NYSE)
NYMEX & COMEX-New York Mercantile Exchange
Oslo Stock Exchange
OTC
Philadelphia Stock Exchange
Prague Stock Exchange
Riga Stock Exchange
San Diego Stock Exchange
Stockholm Stock Exchange
Swiss Stock Exchange (SWX)
Taiwan Stock Exchange
Tallinn Stock Exchange
Tel Aviv Stock Exchange
Tokyo Stock Exchange
Toronto Stock Exchange (TSE)
Vancouver Stock Exchange
Vienna Stock Exchange
Warsaw Stock Exchange

System Requirements TOP

Download time: depends on the size of the sat

Download volume (how many series?): up to 500 TB

Minimum RAM required: N/A

Harddrive space required: N/A

CD-ROM provided: Yes

CD-ROM required: No

Aside from a computer, what equipment is required for normal service operation?: nothing

Data Specifics TOP

Data accessed via:

Internet

Ability to dowload/update historical intraday (tick) data: Yes

How many years worth of historical data are available?: N/A

Data content:

Opening price
High price
Low price
Closing price
Real Time data

How are closing prices handled?: Exchange published closing price

How are opening prices handled?: Exchange published opening price

Data availability:

Real Time
Every 15-20 minutes
Hourly
Daily
24 hours/day
Weekends

How are splits and data corrections handled?:

Automatically applied to historical data

Product Specifics TOP

Futures Contract Availability:

Proportionally adjusted contracts
Back adjusted contracts
Nearest futures contracts

Product features:

Volume
Company news
Seasonal price reports
Open interest
Dividends
PE ratio
Capital gains
Charts
Historical data

Additional product features:

Key benefits: -Smooth price and volatility curves -Prices are arbitrage free across the option class -Best fits the market prices available -Works well on low liquidity and high liquidity markets as well as in crash scenarios -Fast enough to be used in real time

Support: