Volatility Database

The OptionWorks® Volatility Database contains unique and extensive price and volatility information on 40+ futures markets worldwide. More than a million futures and options prices are analyzed daily in order to produce implied volatilities, risk-reversals, butterflies, and skew models for every futures expiration plus selected OTC tenors.

Separate database subscriptions are available via Quandl at www.quandl.com/owf.



Trade Engine

The OptionWorks® Trade Engine utilizes the Volatility Database to develop futures and options strategies that best take advantage of current market conditions. Proprietary indicators for trend, volatility, and skew are calculated based on market prices and traditional statistical methods. Limited-risk futures and options trades are then chosen according to how the current combination of indicators compare to past levels.