Powerful & Flexible
Options Implied Volatility
Option Pricing & Market Information
QuikStrike offers powerful and flexible options analysis and pricing tools via an easy-to-use, web-based interface. View prices on outright options or spreads with comprehensive page level analysis controls. Market data reports ranging from open interest to the term structure of volatility.
Historical Volatility
View historical data for currently active expirations as well as complete implied volatility history for expired contracts. Identify year over year volatility trends with our seasonal volatility charting and reporting tools. Constant maturity and volatility cone charts are also available for spotting cheap or rich implied volatility levels.
Pricing Sheets & Analysis
Our standard pricing sheets and option spread pricing sheets each contain a built-in options analysis toolbar that provides an elegant interface for pricing options and manipulating option pricing inputs for advanced option pricing and option data calculations. Control all options pricing inputs individually or use the Forward picker to simulate option roll pricing directly on the option pricing and spread pricing sheets as well as the option spread building tools. Toggle between alternate pricing models for an even more comprehensive look at the available options pricing data.
Trade & Risk Analysis
Trade building and scenario analysis are an integral part of any brokerage or trading desk. With our QuikStrike option analysis software, you can build, price, analyze and save simple or complex spreads with just a few clicks of the mouse. For more advanced portfolio management, use our suite of risk management tools with trade blotter and snapshot tools, risk analysis and market or theoretical PnL reports.
Watch the QuikStrike Demo
Features
Comprehensive Pricing Sheets for Outrights and Spreads
Powerful Trade and Volatility Analysis Tools
Outright Calculators, Option (and Future) Spread Builders
Intra- and Inter- Month Option Spread Building and Tracking Tools
Spread Tracker with Watch List and PnL
Volatility Curve Surface in Multiple Formats (Strike, Delta and Moneyness)
Volatility Term Structure with Multi-Function Forward Curve Display
Event Volatility Calculators
Volatility Analysis and Spread Building Tools
Complete Risk Management Toolset with Trade Blotter, Position List and Management, Market and Theoretical PnL and Assorted Risk Analysis Reports
Treasury Yield Calculators with On-The-Fly DV01 Calculations
CSO, APO and other Spread Option Product Coverage
Comprehensive CME Group and Eurex Exchange Data
EOD Data for ICE Exchange
Industry Leading Settlement, Open Interest and Volume Reports
Flexible CFTC COT Report Tools
Futures Information with Intraday and Historical Price Charts, Open Interest and Volume
Option Matrix Product Overview and Summary Tools
Pace of the Roll Charting Tools
EDUTM Educational Section Explaining Volatility Models, System Calculations, Greeks and (Live) Trade Strategy Examples
Scheduled Intraday Volatility Updates for All, Active Covered Products
Active Expiration Historical Implied Volatility
ATM, Strike Level, 5-45 Delta Risk Reversal and Butterfly Volatility Data
5 Years of Historical Implied Volatility (with BP Volatility for IR Products)
Available for Active (Outright) Products – See List for Details
ATM and Strike Level Volatility (with Spreads Available)
5-45 Delta Risk Reversal and Butterfly Volatility
Implied versus Actual Volatility Data (Current and Historical)
Seasonal (Year over Year) Volatility Comparisons
Constant Maturity Volatility (5,7,12,14,30,60,90,190 and 360 – in some cases)
Volatility Cones
Historical ATM Yield for US Treasury Products
Historical DV01s
Collaborative Enterprise Edition Also Available for Brokerage Groups and Trading Desks
Custom Add-on Functionality Development Available
Exchange/Product Additions Available Upon Request (with Subscription Commitment)
Data Exports Available on Selected Charts and Tables
Exchanges & Products
CME Group
Intercontinental Exchange
Deutsche Börse AG
