Company Listing
Theoretical Option Prices, Greeks, Volatilities
Note: The following information has not been updated by the vendor since 08/26/20.
| Address: | 2500 Plaza Five, Harborside Financial Center |
| New Jersey, 07311 | |
| Phone # for sales: | +1 201 685-9280 |
| Website: | https://www.dxfeed.com |
| Click link to request additional product information. | |
| E-mail address: | kontakt@dxfeed.com |
CATEGORY: DATA SERVICES
General Information | System Requirements | Data Specifics | Product Specifics
General Information TOP |
| Product name: Theoretical Option Prices, Greeks, Volatilities |
| Brief description of pricing options: N/A |
| Brief product description: dxPrice calculation engine provides arb-free theoretical option prices calculation based on real-time or historical data. Pricing data may be delivered along with real-time data feed via dxFeed API or calculated based on historical onDemand data store. Option markets often lack liquidity in certain strikes, and the task of determining the market price or a fair settlement price of a certain security is not always trivial. dxPrice is a technology that derives the best possible option prices from whatever market data is available. The technology can be used in a variety of applications such as augmentation of live market data feeds, on-the-fly risk control, end-of-day processing, or market making. The prices are derived from the entire set of bids and offers available for an option series. As a result, they are smooth across the series, arbitrage free, reflect the market and fill in the gaps. It is an important benefit that the algorithm is model neutral and therefore works well on all kinds of asset classes. |
Markets followed:
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Exchanges followed:
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| Download time: depends on the size of the sat |
| Download volume (how many series?): up to 500 TB |
| Minimum RAM required: N/A |
| Harddrive space required: N/A |
| CD-ROM provided: Yes |
| CD-ROM required: No |
| Aside from a computer, what equipment is required for normal service operation?: nothing |
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Data accessed via:
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| Ability to dowload/update historical intraday (tick) data: Yes |
| How many years worth of historical data are available?: N/A |
Data content:
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| How are closing prices handled?: Exchange published closing price |
| How are opening prices handled?: Exchange published opening price |
Data availability:
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| How are splits and data corrections handled?: Automatically applied to historical data |
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Futures Contract Availability:
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Product features:
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| Additional product features: Key benefits: -Smooth price and volatility curves -Prices are arbitrage free across the option class -Best fits the market prices available -Works well on low liquidity and high liquidity markets as well as in crash scenarios -Fast enough to be used in real time |
Support:
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| Additional comments: N/A |
General Information | System Requirements | Data Specifics | Product Specifics
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