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CHICAGO-- SpiderRock Gateway Technologies (“SpiderRock”), a leader in live and historical options data and technology, introduces FLEX Option Pricing and Analytics via its MLink API. Traders, portfolio managers, brokers, and Option ETF dealers and issuers alike can...

CHICAGO—SpiderRock Gateway Technologies (“SpiderRock”), a leader in historical and live options data and technology, introduces the Option Features Dataset. This curated collection of analytics leverages option market sentiment and dynamics to include insights into...

In recent years, correlation and relative value trading have maintained a strong foothold, delivering consistent profitability for many traders. As the global economy recovers from the pandemic, with businesses emerging at varying paces, this trend shows no signs...

Welcome to the final installment of our series on choosing the right data partner. In our previous post, we examined the total cost of ownership (TCO) and the complexities and expenses involved in acquiring, managing, and maintaining an options data infrastructure....

In the last installment of our five-part series on finding the right data partner we explored provider service models and stability. Now, let's delve into another crucial aspect: the total cost of ownership (TCO). Understanding TCO is vital when considering the...

In the last part of our five-part series, we discussed options data considerations to take while evaluating your options data partner. In this part, we will focus on your provider experience and expertise and how these aspects affect the quality of your data.   A...

Options data is complex and multifaceted. Good options market data can make the difference between strong, profitable strategies and the rest of the pack. Your choice of data partner should be driven by a clear understanding of your organization's specific needs...

The options market has been witnessing a surge of activity from retail traders who are looking for ways to profit from short-term price movements and volatility. One of the most popular strategies among these traders is to trade options that expire within a day,...

SpiderRock Gateway Technologies (“SpiderRock”) announces SpiderStream over MLink, an API that simplifies access to real-time and delayed institutional-grade market data and options analytics trusted by the industry’s largest firms. (Click here to access the press...

 Given the current uncertainty-driven market regime, having accurate and granular data is critical. SpiderRock Data & Analytics leverages its comprehensive datasets to decode market complexity and provide insightful observations. One relevant data set the...

On October 9th, 2023, Securities Industry Automation Corporation (SIAC) will be upgrading their Options Price Reporting Authority (OPRA) feed from 48 to 96 multicast channels. This change will result in a doubling of peak burst data rates as these channels are used...

SpiderRock Data & Analytics, a leading provider of financial technology solutions, is thrilled to announce the launch of SpiderStream over MLink, a cutting-edge API that offers seamless access to live U.S. equities, futures, and options market data and...

The options market has been witnessing a surge of activity from retail traders looking for ways to profit from short-term price movements and volatility. One of the most popular strategies among these traders is to trade options that expire within a day, also known...

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...

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,...

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 market...

We follow up our previous blog post focusing on earnings events and discuss other metrics and ways in which SpiderRock Gateway database of historical options data such as stockclosemarks  and optionclosemarks  (and their intraday counterparts) allow one to extract...

The global environment is changing due to a confluence of factors underpinned by the COVID-19 pandemic and its different variants, supply-chain dislocations, the Russian war on Ukraine, and the start of monetary tightening policy due to the onset of inflation....

SpiderRock Gateway has released a new visualization tool designed to assist users in researching relative option values (click here to read the press release). The Chart Tool combines SpiderRock's ten years of US stock, index, ETF, and ADR data with its proprietary...

It’s well-documented that equity and options markets underwent drastic participatory change over the past few years, though retail traders’ presence has declined since its peak GME frenzy — see that oft-cited anecdotal proxy, a chart of Robinhood’s stock...

The options markets and implied volatility can be rich sources of insight into market signals.  Comparing historical data with current market signals can provide additional insights to help traders and investors understand market expectations as earnings events...

In June, Cboe made it official: the exchange group confirmed global trading hours (GTH) for VIX and SPX options, which would make the products tradable nearly 24 hours a day, 5 days a week. And now, it’s live. (Note: All following times are in Eastern.) Those first...

At SpiderRock, we often get questions about historical stock options closing prices. Knowing the methodology used to capture your closing prices is fundamentally part of the data analysis being performed. Unlike the underlying stocks, there is no official close for...

When it comes to option analytics, simply having an eye on the numbers is not enough. To ensure data consistency, real time options data and analytics should be integrated with the same data source and produced holistically. Combining historical datasets with real...

Besides regular market-making activities, options instruments can be used to tame and profit from risk in a variety of ways: Generate alternative alpha Yield enhancement Defensive overlay: protective puts Tail hedging Event speculation The SpiderRock Option Close...

When institutional investors entrust data to a trading platform, they must be confident it is securely and privately stored and available when needed. Due diligence demands scrutiny of third-party infrastructure and software to ensure it conforms to security,...

Portfolio margining is a margining strategy used to determine how much risk a broker can take on when lending to an investor. The margin is the collateral an investor must deposit to cover the risk of buying or borrowing financial instruments with cash borrowed...

It is estimated that roughly 90% of trading on U.S. public markets uses algorithmic quantitative trading strategies, a number likely to grow as investors leverage technology and modeling techniques to exploit the smallest market inefficiencies.  But what is a...

Quantitative analysts and the strategies they develop are often called alpha generators. Alpha is an investment’s ability to beat the market, exploiting market inefficiencies and thereby generating excess returns relative to a benchmark index. For as long as...

The various types of option orders are valuable in assessing and identifying opportunity during the current market environment. Some features of interest pertinent to options trading, as well as underlying equities are: • Identification of option market participant...

Option skew data points - specifically option implied volatility as a function of a strike for a fixed expiration - are a rich and an exploitable source of opportunity to take advantage of the flow of information between the equity (underlying) and options...

Although the term “machine learning” was coined at IBM in the late 1950s, and the methods and models that underpin machine learning applications were developed in the following decades, only since the turn of the century has it exerted significant influence outside...

Algorithmic trading is becoming ever more prevalent in the current market environment. Algorithmic traders use historical or live market data to discover repeatable trends and take advantage of them. Firms are now relying on machines to make seemingly instantaneous...

Accurate real-time data is essential to the proper functioning of the options market, but it would be enormously challenging for individual organizations to collect and process options market data. Exchanges involved in options trading generate orders of magnitude...

A market data feed provides price and other information so market participants can decide whether to buy or sell securities and commodities. Raw market data feeds are generated by exchanges such as the New York Stock Exchange and organizations such as the Options...

Systematic options trading can be used by equity investment organizations either as additional sources of alpha and yield enhancement or as efficient protection strategies.   Put options can be used in two large classes of strategies: stock replacement (put...

SpiderRock provides low latency multicast feeds for real-time market data needs. These feeds provide real-time price data for a variety of US markets including equities, options, and futures. SpiderRock’s real-time market data feeds are provided through an API and...