Derivix Pricing System

The Derivix Real-Time Options Pricing System builds the mind of the trader directly into the software.  Derivix was designed sitting side-by-side with traders and listening to what they really need in a pricing system.  The result is undeniably modern and advanced.  The Derivix user interface is fast, simple, powerful, and intuitive.  The analytics are lightning-fast and super-accurate.  The software is reliable and robust.  Traders can stop worrying about the shortcomings of their system and focus on the art of the trade.  It's no wonder that our traders call Derivix "the best pricing system we have ever seen."

The Derivix Volatility Time pricing model was developed by the quantitative experts at Derivix to provide a far more accurate and realistic model of time decay than the traditional Binomial.  Volatility Time updates time to expiration minute by minute. Yet even more critically, Volatility Time recognizes that volatility must be treated differently during periods when markets are closed (evenings, weekends, and holidays), during different phases of the trading day (such as just after market open and just before market close), and to account for other special circumstances (such as earnings periods or cyclical variations in volatility).  Improvements in the accuracy of implied volatilities and greeks are dramatic, especially during expiration week.  In some instances, our users have reported improvements in excess of one full volatility point even as far as one month out.  This remarkable accuracy translates directly into trading edge.  No one should be pricing options, especially during front months, without the benefits of the Volatility Time model. 

Experience Derivix for yourself. Please contact us to ask for a demonstration today.