Derivix Benefits

• Pricing of equity and index options in real-time, including real-time implied volatilities.
  
• Extremely fast and easy navigation.  Sub-second response times to call up new option chains or switch between customizable layouts.
  
• Flexible layout optimized for the visualization of multiple expirations all at once.
• Rollovers to display away-markets for all bids and asks.
• Real-time full-screen stock ticker.
• Built specifically for MS Windows using .NET 2.0 for excellent performance and the richest user experience available.

• Lightning-fast support for the Derivix Volatility Time pricing model, as well as Black-Scholes and Binomial.
• Configure the Volatility Time model to account for variations of volatility before, during, and after the trading day, as well as earnings periods.
• Accurate pricing with dividends of even daily granularity without any degradation in performance.
• Calculator for pricing FLEX options.

• Pricing of simulated scenarios in real-time, side-by-side with real and implied market values. 
  
• Fully integrated position monitoring, facilitating powerful real-time single-symbol risk management and evaluation of unlimited "what if" scenarios.
• Fast switching between different simulations.  Simulations persist throughout the trading day.
• Simulation of the risk effect of single- or multi-leg trades before order submission.
• Customizable volatility skew defaults.

• Execution of trades directly from within the pricing montage.
• Trade ticket window including a real-time order book and a real-time risk calculator.  All the pre-trade analytics you need are right there within the ticket itself.
• Our unique Spread Builder loads multi-leg spreads and orders into a single ticket in a snap.
• FIX compliant.  OMS and broker neutral.  Route orders to your choice of execution destinations or algorithms.
• Easy rebalancing of portfolio deltas and other greeks.

• Ability to plug in custom pricing models and import proprietary volatility skews.
• Integration of positions, dividends, interest rates, and equity symbol groups from external data sources.
  
• Fully flexible interest rate modeling, including rate curves or flat rates for hard-to-borrow stocks.