Fast and Robust Analytics for Options Trading

Battle-tested over Many Years of Trading

  • Do you need a 100x faster, robust, accurate American option pricer for valuation and greeks? Find out more

  • Do you need a robust, real-time borrow and volatility fitter for electronic trading? Find out more

  • Do you need stable, arbitrage-free volatility surfaces to feed into your local vol, "SLV", or "rough volatility" models?

  • Do you need a better understanding of volatility dynamics?

  • Do you need to catch up on market-microstructure and the exchange landscape?

  • Are you designing a new options trading system?

We can help!

Whether you are a high-frequency trader, a vanilla, flow or exotic trader at a bank or a hedge fund, a risk manager, or involved in model validation, scenario analysis, margin calculation, clearing and regulation…. You need a fast, robust and sensible volatility surface, valuation and risk/scenario infrastructure. So far this has only been available to the largest and most sophisticated players in the options market. Not anymore.

Our battle-tested vol fitter is generally acknowledged to be the best in the industry. Many of our clients are prop shops and market makers, others are hedge funds, pension funds, or banks trading all global equity, futures and index options off our analytics. They have traded off Vola valuations even during challenging market conditions around Brexit, the US and French elections, the February 2018 volmageddon, and the 2020 corona crash.

Firms like All Options, Capstone Investment Advisors, Squarepoint Capital, Maven, HAP Capital, Gelber Group and LedgerPrime (now part of FTX.US) rely on Vola Dynamics to maintain their core valuation analytics (pricing, greeks, borrow/forward and volatility surface fitting) for equity, futures and index options.

This was not conceivable in the past, but is now possible because clients can leverage the expertise of the world leader in this area, Vola Dynamics. The benefits are clear: With Vola’s world-leading quant and dev team, our clients can leap-frog to and stay at the cutting edge of pricing and volatility modeling, and have fast turn-around on new features, custom dev, consulting and research.

Learn about our products