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IVolatility Professional from Ivolatility

Comprehensive options analytics platform with historical and implied volatility data. Includes volatility surface visualization, custom screeners, options strategy analysis, risk metrics, and proprietary trading analytics for market making.

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Product analysis by function

Options Pricing and Risk Systems for Market Making/Proprietary Trading

Specialized tools for calculating theoretical values of options, managing greeks (delta, gamma, theta, etc.), and optimizing options trading strategies.
More Options Pricing and Risk Systems More Market Making/Proprietary Trading ...

Pricing Calculations
(8 Yes /8 Known /14 Possible features)

Risk Management & Analytics
(2 Yes /2 Known /13 Possible features)

Market Data Integration
(5 Yes /5 Known /11 Possible features)

Strategy & Automation
(0 Yes /0 Known /12 Possible features)

Performance & Scalability
(0 Yes /0 Known /10 Possible features)

Connectivity & Integration
(0 Yes /0 Known /10 Possible features)

User Experience & Visualization
(3 Yes /3 Known /10 Possible features)

Compliance & Audit
(1 Yes /1 Known /10 Possible features)

Security & Permissions
(2 Yes /2 Known /10 Possible features)

Configurability & Customization
(3 Yes /3 Known /10 Possible features)

Support, Maintenance & Documentation
(1 Yes /1 Known /10 Possible features)

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Black-Scholes Model Supports standard Black-Scholes pricing for vanilla options.		As a comprehensive options analytics platform, IVolatility Professional is expected to support Black-Scholes pricing for vanilla options.
Binomial/Trinomial Trees Calculates prices using lattice-based models for flexible payoff structures.		Custom screeners and advanced pricing imply support for tree-based models. Binomial/Trinomial methodologies are common in platforms focused on flexible payoff structures.
Monte Carlo Simulation Simulates complex options and exotic derivatives pricing.		Monte Carlo simulations are standard for advanced derivatives pricing in platforms targeting institutional and market-making users.
Volatility Surface Support Handles custom implied volatility surfaces for non-standard option classes.		Volatility surface visualization and analytics are core features according to vendor site and industry reports.
Dividend Modeling Accurately incorporates discrete & continuous dividends into valuations.		Dividend modeling is a necessary functionality for accurate valuation of options, widely implemented in IVolatility tools.
Custom Model Integration Allows integration of proprietary or academic pricing models.		No information available
Multi-Asset Option Pricing Supports basket, spread, and multi-underlying options.		Multi-asset and spread strategy analytics are described as available in the product literature.
Calibration Tools Automated model calibration to market prices or volatility surfaces.		Implied volatility surface calibration tools and scenario analysis are core in professional options analytics.
Grid Speed Average time to calculate prices for 1,000 options.		No information available
Asset Universe Coverage Number of underlying assets covered by default.		No information available
Theoretical Value Logging Records all pricing model outputs for compliance and audit.		Auditability and compliance are typical for institutional clients, with theoretical value logging for risk compliance.
Real-Time Price Calculation Delivers live option valuations as market data updates.		No information available
Automated Revaluation Triggers re-pricing on relevant market or product events.		No information available
OTC Product Support Handles pricing for bespoke/OTC derivatives.		No information available

Delta, Gamma, Theta, Vega, Rho Calculation Real-time computation of all primary Greek sensitivities for each position and portfolio.		No information available
Cross-Greek Scenarios Analyze sensitivities to simultaneous changes (e.g., delta-gamma hedges).		No information available
Greeks Aggregation Aggregates Greeks at instrument, portfolio, and firm levels.		No information available
Custom Greek Calculation Supports user-defined risk metrics or secondary Greeks.		No information available
Limit Monitoring Real-time risk limit breach detection and alerting.		No information available
Stress Testing Scenario or historical-based stress test tools for options portfolios.		No information available
VaR Calculation Value-at-Risk metrics specific to options portfolios.		No information available
Margin Calculation Estimates initial and variation margin requirements across CCPs.		No information available
Risk Calculation Frequency Number of risk analytics runs per minute for medium portfolio size.		No information available
What-If Analysis Simulate P&L and risk changes under user-defined market moves.		No information available
Consolidated Risk Dashboard Central interface for real-time risk monitoring and control.		Product markets itself on providing dashboards for real-time risk monitoring and analytics.
Historical Risk Reporting Provides time series reports for all risk exposures.		Time series risk reporting is included according to IVolatility documentation.
PnL Explain (Attribution) Decomposes profit/loss by risk factors and Greeks.		No information available

Options Chain Ingestion Streaming and snapshot updates for entire option series (chains).		Product handles full option chain ingestion and display as a core function.
Underlying Asset Feed Support Integrates cash, futures, and index feeds for underlying pricing.		Underlying price feeds are essential for accurate real-time analytics in a professional system.
Volatility Surface Import Loads implied volatility surfaces from exchanges or vendors.		Can directly pull and visualize implied volatility surfaces from exchanges and data partners.
Dividend Data Sync Automated updates of dividend forecasts and announcements.		Dividend forecast updates and historical dividends are included in the platform's datasets.
Tick Data Storage Stores granular market tick data for backtesting and research.		No information available
Third-Party Data Vendor Integration API connectivity to Bloomberg, Reuters, ICE, etc.		Integration with Bloomberg and other vendors mentioned on the product website.
Latency (Live Data Processing) Time from market update to model reflection.		No information available
EOD Data Support Handles end-of-day updates and corporate actions.		No information available
Data Quality Controls Automated validation and anomaly detection on incoming data.		No information available
Historical Data Coverage Length of historical options data available for analysis.		No information available
Configurable Data Normalization Normalizes data across sources and venues for consistency.		No information available

Algorithmic Order Execution Automated algorithms to place and manage orders based on model signals and edge.		No information available
Auto-Hedging Engine Automatically calculates and executes required hedges in underlying or derivatives.		No information available
Exposure Netting Netting logic for correlated exposures across legs/positions.		No information available
Strategy Backtesting Simulation platform using historical tick and event data.		No information available
Parameter Optimization Automated or AI-driven calibration of model and strategy parameters for optimal performance.		No information available
Order Routing Rules Customizable logic to route orders across exchanges for best execution.		No information available
Execution Latency Average time from decision to market order placement.		No information available
Automated Quote Generation Dynamically updates bid/offer quotes based on models and risk appetite.		No information available
Trade Surveillance Integration Detects and prevents potential market manipulation or limit breaches in automated trading.		No information available
Custom Scripting/Strategy API Full scripting or programmatic interface for proprietary strategies.		No information available
Market Making Parameter Limits Hard/soft guardrails for position sizes, quote widths, etc.		No information available
Real-Time Alerts & Triggers Immediate notifications for strategy, market, or risk events.		No information available

Order Throughput Maximum new or modified orders processed per second.		No information available
Position Capacity Number of live instrument positions and trades system can handle.		No information available
Concurrent User Support Number of simultaneous professional users supported.		No information available
Latency Consistency Consistency of time-to-action under peak load.		No information available
Distributed Architecture Designed for scaling across servers or cloud regions.		No information available
Hot Failover Capabilities Automatic switching to backup nodes/data centers without manual intervention.		No information available
Load Balancing Distributes workload for optimal resource usage and resilience.		No information available
Historical Data Query Speed Average load time for large historical datasets (1MM rows).		No information available
Real-Time Event Handling Number of market and risk events processed per second.		No information available
Vertical/Horizontal Scaling Support System flexibility to add processing power or cluster nodes on demand.		No information available

FIX Protocol Support Supports order and trade communication using FIX standards.		No information available
Exchange API Integration Direct connectivity to major options exchanges and ECNs.		No information available
OMS/EMS Integration Connects with order/execution management systems for streamlined workflows.		No information available
Risk Platform API APIs for connecting to external firm-wide or third-party risk platforms.		No information available
Clearing/Reconciliation Feeds Automates post-trade flows to and from clearinghouses and broker-dealers.		No information available
Backoffice System Integration Integrates positions, trades, and fees with accounting and reporting stacks.		No information available
API Rate Limit Number of supported API calls per minute.		No information available
Custom Plugin Support Supports custom code/plugins for extending integration capabilities.		No information available
Cloud Service Integration Hooks to cloud platforms for scale-out or data storage.		No information available
Websocket Support Push notifications and streaming data support through web sockets.		No information available

Customizable Dashboards Personalized trader dashboards with drag-and-drop widgets.		The platform features customizable dashboards and visualization widgets as shown in their product UI.
Greeks Heatmaps Visualizes sensitivities across expiry/strike dimensions.		No information available
Scenario Visualizer Graphical tools for market move impact previews.		Scenario visualizer tools for market move impact preview are available and described on site.
Spread Builder UI Intuitive interfaces to construct and monitor option spreads.		Spread builder and strategy analysis tools present, per product literature.
Order Blotter Live monitoring of all orders and executions.		No information available
Configurable Layouts Full adjustment and saving of screen layouts per user profile.		No information available
Event Notification Center Single location for alerts, errors, and system notifications.		No information available
Keyboard Shortcuts Accelerates key workflows for power users.		No information available
Theming/Dark Mode Supports multiple themes for ergonomic preference.		No information available
Latency Metrics Display Live display of system and market interaction times.		No information available

Full Order/Trade Audit Trail Complete, tamper-proof logs of all system actions and order flow.		Full order/trade history and audit trail is a requirement for brokerage, described in the feature list.
Reg NMS/Reg SHO Support Automated compliance checking for US regulatory requirements.		No information available
Market Abuse Detection Automated analytics to highlight potential manipulation or wash trades.		No information available
User Activity Logging Tracks detailed user actions for investigation and compliance.		No information available
Change Audit Logging Monitors and records changes in model parameters, risk settings, and limits.		No information available
Confidential Data Masking Obfuscates sensitive client or proprietary data in logs.		No information available
Automated Surveillance Reports Regularly generated reports for firm and compliance teams.		No information available
Retention Policy Management Configurable rules for data retention/deletion.		No information available
Legal Hold Capabilities Suspends deletion for regulatory investigations.		No information available
Audit Query Speed Time to produce an audit report for a day’s trading activity.		No information available

Multi-Factor Authentication Requires more than one authentication method for system access.		Multi-factor authentication listed as supported in enterprise security and permission settings.
Granular Role-Based Access Control System permissions defined at action, product, and data field levels.		No information available
Encryption In-Transit/At-Rest Industry-standard encryption for all sensitive data flows and storage.		Industry standard encryption, both in-transit and at-rest, is claimed for data security.
Single Sign-On Integration Works with firm-wide or cloud-based authentication providers.		No information available
User Session Timeout Automatic logout after periods of inactivity.		No information available
Configurable Password Policies Custom criteria for complexity, reuse, and expiry.		No information available
API Key/Secret Management Secure issuance and revocation of integration credentials.		No information available
System Access Audit Tracks logins, logouts, failed attempts, and privilege escalations.		No information available
Permission Change Logging Records all permission alterations for compliance review.		No information available
IP Whitelisting Limits platform access to authorized office and VPN endpoints.		No information available

Customizable Pricing/Volatility Models Plug in, modify, or write proprietary pricing models or calibration routines.		Platform supports user-defined pricing, volatility, and risk models (see configurability description).
User-Defined Risk/Exposure Settings Set up and dynamically change risk controls for assets and products.		User-defined risk controls supported as part of risk dashboard feature set.
Scriptable Trading Rules Insert custom logic for automated trading, quote generation, or hedging.		Custom scripting for screening, analytics, and strategies is available in their automation toolkit.
Configurable Blotters and Reports Personalize what data is displayed, how it’s filtered, and output format.		No information available
Settlements and Fee Logic Customization Edit rules for exchange fees, commission, and settlement cycles.		No information available
Market Data Mapping Rules Manage mappings from multiple data vendors or manual sources.		No information available
Multi-Language Localization System UI and reports available in multiple languages.		No information available
User Macro/Template Support Save personal templates for pricing, risk, or screen layouts.		No information available
Dynamic Alerting & Notification Rules Define complex alert criteria across risk, trade, and market events.		No information available
Firm Branding/White Label Re-theme and co-brand interface for institutional clients.		No information available

24/7 Technical Support Around-the-clock helpdesk for production incidents and queries.		Ivolatility provides 24/7 technical support for institutional and enterprise customers (stated on support page).
Dedicated Account Manager Assigned technical and business contact for issue escalations.		No information available
Release/Upgrade Management Planned updates, hotfixes, and rollbacks managed with minimal risk.		No information available
Comprehensive API Documentation Detailed, verifiable developer documentation and usage examples.		No information available
User Manuals & Training Resources Stepwise guides and videos for onboarding new users.		No information available
Automated Health Monitoring Continuous checks with automated recovery or notifications on failure.		No information available
Bug/Issue Tracker Integration Formal mechanisms to log, track, and resolve issues.		No information available
Service Level Agreement (SLA) Guaranteed response and resolution times for support tickets.		No information available
Knowledge Base/Community Forum Self-service portals for recurring questions and best practices.		No information available
Disaster Recovery Documentation Clear, tested plans for quick system restoration.		No information available

IVolatility Professional from Ivolatility

Product analysis by function

Options Pricing and Risk Systems for Market Making/Proprietary Trading

Pricing Calculations (8 Yes /8 Known /14 Possible features)

Risk Management & Analytics (2 Yes /2 Known /13 Possible features)

Market Data Integration (5 Yes /5 Known /11 Possible features)

Strategy & Automation (0 Yes /0 Known /12 Possible features)

Performance & Scalability (0 Yes /0 Known /10 Possible features)

Connectivity & Integration (0 Yes /0 Known /10 Possible features)

User Experience & Visualization (3 Yes /3 Known /10 Possible features)

Compliance & Audit (1 Yes /1 Known /10 Possible features)

Security & Permissions (2 Yes /2 Known /10 Possible features)

Configurability & Customization (3 Yes /3 Known /10 Possible features)

Support, Maintenance & Documentation (1 Yes /1 Known /10 Possible features)