Market Scan

- View real-time quotes of all options on the same underlying with the option to filter with respect to the different financial instrument properties or to market data.

- Real-time calculation of implied volatility.

- Real-time calculation of Greeks.

- Strategy research: automatic research of the possible strategies based on the options selected and on its own future expectations of prices and volatility.

Position Keeping

- Real-time management of the portfolio's positions by taking into account the price level of the underlyings, the real-time computation of the Greeks and the risk exposure.

- Real time plotting and update of What-If analysis. It is possible to select the variables: price, volatility and time.

- Simulation of the addition of single or multiple positions to the portfolio


- Client-level management of volatility curves by underlying/maturity. It is further possible to save the curves in order to price the instruments in a portfolio or to identify market prices not in line with the curves.

- This function is normally used by the market maker in options in order to price on a continuous basis.

Price Chart and Volatility Chart

- Automatic visualization of supports and resistances generated by proprietary model.

- The chart shows the volumes and the open interests of the options with respect to the price axis.

- Integrated volatility forecasting.

- Analysis of the historical volatility for several periods, analysis of the percentiles, and volatility / price correlation.

Profile Chart

- Simulation of single, unlinked strategies in options, futures and stocks.

- Real-time calculation of Greeks both for the single leg and for the entire strategy.

- What-If chart with theoretical curves and terminal payoff.

- What-If table allows to modify the price of the underlying, the time and the volatility.

- Plot the underlying superimposed to the strategy payoff.

- Generation of multiple orders of the strategy.

- Monte-Carlo probability calculation for each price range.

- Proprietary back-testing on simulated strategy to verify which market conditions would have made it profitable in the past.

Input data flow for the system

- The system uses the same ticker /symbol convention as the data provider that provides the data feed.

- Real-time flow of portfolio data, orders and fills: Option Cube receives the flow of portfolio data, orders and executions through the client's platform API. Orders can be sent directly to the market via the same API. If no trading platform is connected, the software will be limited to perform information and analysis functions only.

- Platform compatibility: TWS by Interactive Brokers, several platforms of italian online brokers (e.g. IWBank, Webank, Sella, etc).

- Supported data providers: Bloomberg, Reuters.

Support and assistance

- Local installations (user's PC) are remotely supported. For the subsequent updates the user is independent because the software is self-installing.

- Standard assistance: For the usual conditions of assistance kindly refer to the relative section.