Product Features Available Data Products Other Market Data Products SpiderStream Market Data API Transforming access to U.S. market data and powerful market analytics for U.S. Equities, Futures and Options. Institutional-Grade Access market data and analytics trusted...
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The recent increased interest in retail option flow since the meme stock spikes during COVID has now extended to the trading of option contracts set to expire at the end of the current trading day (known as 0-DTE options). These 0-DTE options could have a subsequent...
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NewMark Risk has recently released an article on valuing options. In the article, NewMark provides practical differences in pricing options and their impact. The article examines two signals, Put-Call Volume Ratio and IV Spread, using data from both SpiderRock and...
read moreGet Started Develop your strategy using our intuitive volatility charts Try it out for free Pricing >> Questions >> Key Differentiators Volatility surfaces from live market analytics Easy to use interface 10+ years of volatility data on US Stocks,...
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In July, SpiderRock Gateway released a new visualization tool designed to assist users in researching relative option values. With the tool, users can visualize a multitude of series, including up to 10 years of implied and realized volatilities, skew, high/low,...
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Following up our previous blog post and focusing on earnings events, we discuss other metrics and ways in which SpiderRock Gateway’s database of historical options data, such as stockclosemarks and optionclosemarks (and their intraday counterparts), allows...
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