Simplified and Enhanced Equity Options Pricing
Optimize Strategies, Track Pricing, and Effectively Manage Risk for listed and FLEX Options
Simple, but powerful tool
Optimize Trading Strategies
Make well-informed decisions with accurate and reliable option pricing.
Reduce Operational Costs
Streamline your pricing processes without hefty investments in infrastructur
Enhance Risk Management
Accurately track and manage pricing risks with real-time data integration..
Simplify and enhance the pricing of options
With SpiderRock’s MLink API, traders, portfolio managers, brokers, and Option ETF dealers and issuers alike can make well-informed option pricing decisions, optimize strategies, track pricing, and effectively manage risk—all within a streamlined, customizable API platform.
What Are FLEX Options?
FLEX options (Flexible Exchange Options) are customizable contracts traded on regulated exchanges that are designed to meet specific needs of institutional and advanced traders. These options allow for tailored strike prices, expiration dates, and exercise
styles, providing unmatched flexibility for portfolio strategies.
Their versatility makes FLEX options ideal for managing complex risk, hedging, and crafting Defined Outcome and Buffer ETF strategies.
Features
Trusted On Demand Pricing
SpiderRock’s complex option pricing models are used by thousands of institutional professionals each day to support live trading and risk.
Simplified Data Access
SpiderRock allows users to leverage our actively managed reference data library to compute Greeks, implied volatilities, and option pricing results.
Single Strike or Basket Delivery
Request single strike pricing or define and upload large baskets of options for bulk pricing.
FLEX Options Capability
Custom inputs support FLEX options, offering the ability to price customizable contracts.
Real-Time Market Integration
Unlimited data refresh access throughout the trading day using our high-capacity option data API.
Full Market Coverage
Pricing and volatility coverage of the US listed market, supporting both European and American style options.
How It Works
Simple Option Calculator
Allows users to calculate a single option price or volatility for a specific option using SpiderRock data inputs from a simple web-based GUI or programmatically via the API.
Users can subscribe to advanced functionality to override input values with proprietary assumption to better fit their specific needs.
Option Basket Calculator
Allows users to define a basket (up to 1000 option keys) of option by populating a table within the MLink API.
The basket or any option within can then be accessed programmatically throughout the trading day to update pricing based on the current market activity.
Get Started Today
Contact SpiderRock to set up trial API access and compare our option pricing and workflow with your current solution.
API Fees are structured around number of users, all with access to unlimited API calls. Additional usage costs for message volume apply to users pricing large portfolios at low latency.