Options Analytics

Comprehensive Content. Flexible Delivery. Interactive Options.

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Implied Volatilities and Greeks
  • Implied Volatilities and Greeks
  • Volatility Surfaces
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Derivatives Signal Analytics
  • Borrow Intensity
  • Implied Dividend
  • Unified Volatility Risk
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Scenario Analytics
  • P&L Vectors
  • Real-Time Margin Forecasting
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Margin Analytics
  • OCC TIMS® Methodology and Enhanced TIMS® Methodology
  • Portfolio Margin
  • Futures Exchange Margin
  • Broker ("House") Margin
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Why Cboe Hanweck?

Real-Time Processing

The Volera® Engine’s hardware-accelerated technology is capable of consuming the highest-volume market data feeds in real-time (e.g., the OPRA feed with peaks around 90 million messages per second) and processing millions of analytical calculations per second.

Fully Customizable

Clients can modify inputs, assumptions, and obtain custom models to align with their needs and ensure relevant and readily consumable data.

Data-Enabled Approach

Market data feeds and critical reference data are unified in our data environment, creating a high-quality integrated data product that streamlines your workflow and reduces overall costs.

Effective Resource Allocation

Our cost effective “as-a-service" model allows customers to redirect internal resources to higher impact efforts.

Product Scope

Frequency

Real-time, intraday intervals, and end-of-day full tick recaps and time interval summaries.

Delivery

API, deployed instance, intraday file delivery, relational database, Multicast via cross-connect at major co-location centers including NY4, CH2, and LD4.

Coverage

All major exchanges across North America and Europe, listed equity options and futures, and Tick-level, up-to-the-millisecond pricing

TIMS®, STANS®, and OCC® are registered trademarks of The Options Clearing Corporation ® (OCC). OCC assumes no liability in connection with the use of STANS or TIMS by any person or entity. The current version of TIMS or STANS may not be reflected in the Cboe Hanweck services described herein.