SpiderRock’s Option Features Dataset
Unlock Deeper Market Insights with SpiderRock
Revolutionize your trading strategies with SpiderRock’s Option Features Dataset — a meticulously curated analytics suite combining options and equity insights.
Let precision guide your decision-making.
The Precision Data You Need
By combining intraday and end-of-day data, the dataset delivers a comprehensive and robust information profile.
Daily Option Activity & Liquidity
Comprehensive metrics like stock prices, open interest, and delta pressure.
Order Flow Analytics
Decode nuanced behaviors of retail versus institutional flows, enabling refined trading strategies.
Advanced Implied Volatility Metrics
Gain access to skewness, kurtosis, and other risk-neutral moment for better modeling.
Event & Sentiment Insights
Critical insights from earnings events to sentiment proxies like speculative call or hedge put volumes.
Market Regime Measures
Understand term slope structures, normalized delta skew, and regime shifts for actionable insights.
Which Characteristics are Better Predictors of Returns – Options or Stocks?
The truth lies in combining both.
While traditional stock data reflects overall market performance, options data offers a forward-looking lens into market sentiment and volatility. Metrics like delta pressure, implied volatility, and order flow analytics provide deeper insights into probable market movements.
SpiderRock bridges this gap with a multi-dimensional view, integrating advanced equity and options datasets. Our clients leverage this holistic approach to identify correlations, spot trends, and predict returns with unparalleled precision—outpacing traditional, singular-data approaches.
With SpiderRock, you don’t have to choose between options or stocks. You get the best of both worlds, turning complexity into clarity and ambiguity into opportunity.
Unique Features
Earnings Indicators
Identify key trading days tied to earnings releases, offering high-impact event-based analysis.
Market Regime Measures
Explore implied skewness, term steepness, and convexity to evaluate tail risks or directional probabilities.
Auction Imbalance Indicators
Examine closing auction dynamics for underlying equity imbalances and related options insights.
Constant Maturity Analytics
Leverage censored analysis of implied data—ensuring accuracy by normalizing durations for predictive consistency.
Flow Estimation Proxies
Analyze institutional and retail flow proxies derived from robust OPRA feed analytics and custom calculations.
Typical
Use Cases
Event Analysis
Understand the ripple effects of major events, such as earnings reports or macroeconimic releases.
Cluster Examination
Pinpoint outliers by analyzing anomalous flow or gamma trends for strategic actions.
Backtesting with Confidence
Utilize accurately correlated option-equity datasets for rigorous strategy validation.
Sentiment & Flow Signals
Construct sentiment indices from speculative trades and volume ratios to uncover directional trends.
Choose SpiderRock
History & Reliability
Data history since January 2014 with T+1 accuracy.
Wide Compatibility
Access data via AWS S3-partitioned Gzip files or Parquet-delivering top flexibility with tools.
Trusted by Professionals
Industry-standard correlations ensure SpiderRock analytics are the backbone of alpha-driven strategies.