Our expertise and experience is particularly geared towards price discovery in listed options markets. This requires a high level of market awareness as well as the mathematical tools needed to follow and comment on changes in the shape of the expectation curves.
Our options analysis product is the fruit of our team’s years of experience in the markets and is truly unique. We provide the daily publication of historical volatility surfaces for a multitude of contracts and expiry months
All the analytics are available for download from our Bloomberg Page FLSA