Derivix Analytics is an intuitive, flexible and fast tool to interact with the derivatives markets. Superior analytics, risk and execution functionality provide users with a streamlined, integrated workflow environment to make trading decisions quickly.

Features

Proprietary Volatility Time Model
The Volatility Time pricing engine decays time at variable and customizable rates, allowing users to more accurately calculate theoretical values for periods around events and expirations.

Comprehensive Greeks & Advanced Skew Analysis
A complete set of simple as well as advanced Greeks, Advanced Volatlity Skew Analysis and over a dozen different available skew models calculated against low-latency market data.

OTC Derivatives Support
Price and book OTC options using the same ticketing and workflow for listed options. OTC options are marked to market continuously from the volatility surface, or marks can be overridden by user input.

Integrate Proprietary or 3rd Party Reference Data
Derivix accepts external sources for volatilities, interest rate curves, repo rates and dividends. External Reference data can be fed into Derivix on a user-defined frequency in a simple, XML-based format. Data can either be proprietary or from a 3rd Party source. Please visit the Data & Technology Partners section of our Partners Page to see some of the 3rd Party reference data sources we work with.

RTD Excel Interface Functionality
Derivix supports real-time data output to Microsoft Excel via RTD technology. Large-scale, complex worksheets can be created using single cell elements, option chain data, volatility surfaces and position information.

Please contact us today to request a demonstration.