- SpiderRock US equity options print set data now available via BMLL Data Lab
- New dataset availability will enable clients to combine SpiderRock US equity options trade level analytics with BMLL’s historical options and equity data to study cross-asset market structure
- Joint white paper shows how combined SpiderRock and BMLL data can unlock new insight into volatility dynamics, hedging flows and intraday price behaviour
London, New York, 23 April 2026: BMLL, the leading independent provider of harmonised, historical Level 3, 2 and 1 data and analytics across global equity, ETFs, futures and US equity options, today announced that SpiderRock’s Options Print Set data is available through the BMLL Data Lab.
SpiderRock Options Analytics Now Available in BMLL Data Lab
The addition of SpiderRock’s Options Print Set data enhances BMLL’s cross-asset research environment, enabling clients to analyse the interaction between options markets and underlying cash equity behaviour within a single framework. By combining SpiderRock options print level analytics with BMLL’s high-quality historical equity data, users can explore how dealer positioning, hedging flows and volatility conditions influence intraday price formation and liquidity.
Through the BMLL Data Lab, clients will be able to access SpiderRock’s options print level implied volatility and Greeks data alongside BMLL’s historical equities, futures and options market data to support quantitative research, strategy development and market structure analysis. This provides a unified environment for studying how options hedging flows affect spot liquidity patterns, and how underlying market microstructure in turn affects options pricing and risk.
Joint White Paper Highlights the Power of Cross-Asset Research
The launch is supported by a joint white paper, which demonstrates how SpiderRock’s options analytics can be used alongside BMLL’s intraday equity data to estimate dealer gamma positioning and analyse resulting price dynamics in the underlying stock. The paper shows how net short-gamma positioning can amplify intraday momentum through delta-hedging activity, and how these dynamics can be studied systematically using an integrated data approach.
Elliot Banks, Chief Product Officer, BMLL, said: “At BMLL, we are focused on giving clients access to the data they need to answer increasingly complex cross-asset questions. Making SpiderRock’s options print analytics available in the BMLL Data Lab allows users to combine SpiderRock’s options analytics with detailed historical market data in one environment, helping them accelerate research and generate deeper insight into market dynamics.”
Craig Iseli, Chief Operating Officer at SpiderRock, added: “SpiderRock’s options analytics are designed to help market participants better understand volatility and risk. Making this data available through BMLL Data Lab extends that value further, enabling clients to connect options market signals with underlying equity behaviour and supporting more advanced quantitative and market structure research.”
The availability of SpiderRock data in BMLL Data Lab marks a further step in BMLL’s strategy to bring together high-value partner datasets with its own historical market data and analytics, helping clients accelerate research and unlock new trading and market intelligence use cases. The BMLL and
SpiderRock partnership allows institutional clients to better understand, predict, and capitalise on the complex market interdependencies between equity spot and options markets.
About SpiderRock
SpiderRock is a technology provider that creates and deploys advanced data analytics, algorithmic execution, and risk management solutions to volatility funds, hedge funds, bank trading desks, and proprietary trading firms worldwide.
SpiderRock’s Data and Analytics business provides institutional-grade options analytics and market data, including historical datasets, live proprietary analytics, and direct exchange feeds to support trading, research, and risk models. Coverage spans U.S. and European equity options, options on futures, and futures markets, with both end-of-day and intraday data available.
SpiderRock also offers a high-performance, cloud-based trading platform that supports the construction, execution, and management of options strategies across both point-and-click and systematic workflows. To learn more about SpiderRock, visit www.spiderrock.net ,follow us on LinkedIn, or contact datasales@spiderrock.net.
About BMLL
BMLL Technologies is the leading, independent provider of harmonised, Level 3, 2 and 1 historical data and analytics to the world’s most sophisticated capital market participants, covering global equities, ETFs, futures and US equity options.
BMLL offers banks, brokers, asset managers, hedge funds, global exchange groups, academic institutions and regulators immediate and flexible access to the most granular Level 3, 2 and 1 T+1 order book data and advanced pre and post-trade analytics. BMLL gives users the ability to understand market behaviour, accelerate research, optimise trading strategies and generate alpha more predictably.
Founded in 2014 in the machine learning laboratories of the University of Cambridge, the platform enables researchers and quants across global financial services firms to apply complex statistical techniques to BMLL’s unique big-data sets with applications such as market impact, pre and post trade analytics, order book simulation and compliance. Users no longer need to buy, curate and harmonise data. With BMLL, they gain cost-effective, instant access to a cloud-native Data Science environment via a single web portal, with a long history of the most granular, full order book data across global equities, US equity options, futures and ETFs for back-testing and simulation, delivered directly into their workflows.
In October 2025, Nordic Capital acquired BMLL. The investment was made in close partnership with the management team of BMLL and minority shareholder Optiver, marking a joint commitment to accelerate the company’s next phase of growth. Before this, BMLL secured $21 million strategic investment in October 2024, led by Optiver; $26 million Series B investment in 2022/2023; and $36 million in Series A and seed funding rounds.
For more information, please explore BMLL’s website and follow them on X (Twitter) and LinkedIn.
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