Equity Derivatives Data

Parameta Solutions has partnered with GMIV (Global Market Insights and Valuation) to provide the latest, independent data and insights across major OTC equity derivatives markets. This includes detailed risk analysis for each derivative’s position, displaying sensitivities such as Delta, Gamma, Theta, Vega, Rho, and Mu.

Our approach primarily uses listed options data from exchanges as the foundation for calculating implied volatility surfaces. This enables the calculation of curves for options with maturities of up to 20 years using this data. To improve accuracy, the model is calibrated intraday using live market quotes from brokers, especially for long-dated expiries. The cost model overcomes the fundamental drawbacks of traditional models. It does so by incorporating measurable and observable risk parameters from the world’s leading market makers and exchanges. This ensures users of this data can assign a real world risk-reward profile to each market data point.