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Global Options Analytics

Real-Time, Market Data-Enriched Intelligence.

Access comprehensive, real-time options analytics and risk data that powers smarter trading decisions across global markets.

Quick Links:
Implied Volatility and Greeks
Derivatives Signal Analytics
Scenario Analytics
Margin Analytics
Cboe Options Analytics Select
Theoretical Option Pricer

Options Analytics

Implied Volatility and Greeks

  • Volatility Surfaces
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Derivatives Signal Analytics

  • Borrow Intensity
  • Implied Dividend
  • Unified Volatility Risk
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Scenario Analytics

  • P&L Vectors
  • Real-Time Margin
  • Forecasting
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Margin Analytics

  • OCC TIMS® Methodology and Enhanced TIMS® Methodology
  • Portfolio Margin
  • Futures Exchange Margin
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Why Global Options Analytics?

Cboe’s Options Analytics integrate directly into your existing systems, freeing your team to concentrate on what drives your business forward. Built to handle massive data volumes and complex calculations at scale, our platform delivers everything from fundamental option pricing metrics to sophisticated risk modeling across global markets.

Our cost-effective "as-a-service" model enables clients to reallocate internal resources to more strategic initiatives while benefiting from:

Institutional-Grade Option Modelling with Advanced Volatility Insights

Real-time option pricing powered by innovative state-space and stochastic volatility models—delivering stability, full volatility skew capture, and seamless support across global markets.

Real-Time Processing

The Volera® Engine’s hardware-accelerated technology is capable of consuming the highest-volume market data feeds in real-time (e.g., the OPRA feed with peaks around 90 million messages per second) and processing millions of analytical calculations per second.

Data-Enabled Approach

Market data feeds and critical reference data are unified in our data environment, creating a high-quality integrated data product that streamlines your workflow and reduces overall costs.

Comprehensive, Flexible, Interactive Options

Implied Volatility and Greeks

Get real-time risk sensitivities and volatility measurements and theoretical values. Our complete Greeks suite and interpolated surfaces give you the precise data needed for informed option pricing and hedging decisions.

Scenario Analytics

Test your portfolio's response to market changes before they happen with fully customizable shock modeling. Advanced volatility treatments and flexible time decay analysis help you understand potential outcomes across any market scenario.

Risk & Margin Calculations

Anticipate margin requirements in real-time using the same methodologies as major clearinghouses and exchanges. Our calculations react to current market conditions, not yesterday's static files, giving you accurate forward-looking risk assessment.

Cboe DataShop

Cutting-edge, proprietary datasets with direct and immediate access to one of the most comprehensive sets of options and equity/ETF trading data available.

Global Data Coverage

Cboe Options Analytics provides comprehensive coverage of all major exchanges in the U.S. and Europe, including options on listed equities, ETF’s, indices, and futures.

North America

  • OPRA
  • Cboe Futures Exchange (CFE)
  • CME (CME Globex, CBOT, NYMEX, COMEX)
  • ICE Futures US
  • TMX Montreal

Europe

European Options Analytics coverage spans continental Europe, the UK, and Nordics—including Spain, Germany, the Netherlands, Italy, France, Belgium, Switzerland, Great Britain, Portugal, and the Nordic countries.

  • Bolsas y Mercados Españoles (BME) MEFF Derivatives
  • Deutsche Boerse Eurex
  • Euronext Equity and Index Derivatives
  • Euronext Milan Derivatives
  • ICE EU Futures Financials
  • ICE EU Futures Commodities
  • Nasdaq Nordic Derivatives

Theoretical Option Pricer

The Theoretical Option Pricer brings the power of Cboe’s Options Analytics’ Model Fitted Theos (MFTs) to an on-demand service for valuing both actual and hypothetical options. Generated in real time and supported by stored volatility surface parameters, MFTs deliver consistent, high-quality analytics across standard listed and FLEX instruments.

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Cboe Options Analytics Select

Cboe Options Analytics Select delivers real-time implied volatility and Greeks for U.S. listed equity, index, and ETF options, including Global Trading Hours, through a cloud-delivered service for our clients and partners across the APAC region. Designed for data-driven platforms, it provides a single, consistent source of decision-ready analytics across the full OPRA universe while removing the cost and complexity of building and maintaining in-house infrastructure.

Built for scale and performance, the service streams analytics in real time using an efficient, low-bandwidth architecture optimized for display and client-facing applications. Selective calculation triggers and hardware-accelerated processing ensure timely, high-quality insights across millions of contracts, delivered through a flexible analytics-as-a-service model that supports faster integration, reliable risk analysis, and reduced total cost of ownership.

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Accessible Delivery Options

Real-Time Delivery

REST APIs, real-time streaming, and proprietary APIs are available alongside intraday files, relational databases, and deployed instances. Data can be distributed via multicast, through cross-connects at major data centers (NY4, CH2, LD4), or accessed using Cboe Global Cloud.

Data Formats

Access analytics through real-time streams, comprehensive end-of-day recaps, or structured database queries. All data integrates into your existing infrastructure without requiring format conversions or additional processing steps.

Integration Support

Replace multiple data vendors with our single comprehensive feed that includes all necessary market and reference data. Customize analytics parameters and even white-label our solutions for your own client-facing applications.

Resources

Cboe Options Analytics Select Buy-side Solution

Cboe Options Analytics Select provides real-time implied volatility and Greeks for U.S. listed equity, index, and ETF options.

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Portfolio & Margin Analytics

Download an Overview of the Cboe Hanweck Margin Engine.

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Options Analytics

Cboe Hanweck Options Analytics is your "as-a-service" solution for real time, data-enabled, global, risk analytics covering options on equities, ETFs, indices, and futures.

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Contact An Expert

Let us know how we can help and we'll connect you with an expert from the right team.