Add as a preferred source on GoogleBMLL and Vola Dynamics Bring Options Analytics Into Data Lab
Clients can apply Vola’s pricing and risk tools to BMLL’s historical options and underlying market data with their own Vola license.
BMLL and Vola Dynamics announced Thursday, Nov. 12, that Vola’s options analytics library is integrated into BMLL Data Lab, giving clients a way to run pricing and risk tools against historical options and underlying market data.
The tools support volatility-surface fitting, theoretical options pricing, Greeks calculations and scenario analysis. Potential uses include systematic research, backtesting, volatility analysis and risk-model validation.
The integration is intended for systematic hedge funds, options market makers, proprietary trading firms, asset managers and bank quantitative research desks. Clients must use their own Vola license to access the library.
BMLL’s options archive includes six years of historical, nanosecond-level, unconflated Options Price Reporting Authority data. OPRA consolidates information from U.S. equity options exchanges. BMLL added the data in November 2024.
“... we are removing the heavy plumbing work of cleaning data and maintaining the options analytics stack,” BMLL CEO Paul Humphrey said.
John Kim
John Kim reports on the digital-asset business for TokenPost. Send corrections or tips to info@tokenpost.com.