Expert solutions
for crypto derivatives

professional precision for full trade lifecycle

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Comprehensive tools to screen market data, price exotic options, design structured products, and manage complex derivatives portfolios.

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Product offering

Historical and Real-Time Market Data

Historical and Real-Time Market Data

Access historical and real-time options market data for in-depth analyses and insights.

Multiple Sources:

DERIBIT, OKX, BYBIT

Multiple Assets:

BTC, ETH, SOL, XRP, MATIC

Volatility Models:

SVI, SABR, Vanna-Volga

We offer:

- Implied Volatility and Forward Rates

- Historical volatility data with 1 min freq

- Market Objects for custom derivatives valuation

Volatility Models:

SVI, SABR, Vanna-Volga

Access data via:

- Interactive visualisation

- API access

Derivatives Valuation

Derivatives Valuation

Value Vanilla options and exotic products, using different price sources and models. Design and value custom structured products.

Products:

- Vanilla: Calls, Puts

- EU Barriers: Knock-ins / Knock-outs

- Digital Options: Calls, Puts

- Exotic products: Path-dependent options, Target Redemption Forwards, One-Touch Options, and other exotic structures

- Structured Products: Dual Currency Investment, Shark Fins, Snowball, Knock-in Autocallable Structures, etc.

Cutting-edge models:

- Fast and stable Monte-Carlo simulations

- Market Models with Vanna-Volga hedging ratios.

Access data via:

- Interactive pricing interface with real-time risk monitoring

- API access

Risk Management System

Risk Management System

Manage options positions in real-time in one place. Effectively control the risks of your derivatives portfolio.

Functionality:

- Aggregated positions from different exchanges and trading venues

- Advanced real-time Risk and Positions reporting

- Optimised for managed accounts and collective investment accounts

- Custom views to slice and dice the portfolio

Pro Features:

- Standard and enhanced Greeks

- Common standard for multi-sources derivative instruments 

- Risk support for bespoke derivative instruments including custom options and exotics

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Who Can Benefit

We provide services to

Fund Managers, Prop Traders, Risk Managers,
Fund Administrators, PMS Service Providers,
and DeFi options platforms covering the full lifecycle of trade.

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Solution

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PRE-TRADE
for effective decision making

Pre-trade risk analysis

Historical Data

Margin Impact

Valuation/Pricing

Stress Testing

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POST-TRADE
for diligent management

All positions in one place

Valuation

Risk Unification / Standartisation

Greeks

Risk Scenarios

Margin Management

Market Data

Access historical and real-time options market data, empowering informed decision-making and strategic insights for navigating the dynamic cryptocurrency landscape

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Derivatives Valuation

Multi-model valuation of Vanilla, light, path-dependent and American-style exotics for putting together sophisticated structured products.

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Forward

Exotics

Options

Strike

Barrier

Volatility model

Volatility model

Barrier

Strike

Option Type

EXOPRO API

Seamlessly integrate the highest quality data and valuation products into your applications and analytical workflows via the EXOPRO REST API. Visit Market Data and Derivatives Valuation for interactive visualisations and review the API documentation.

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Risk Management

Access comprehensive risk management and real-time position monitoring to fortify derivatives portfolio stability and streamline decision-making processes. Designed with managed accounts and collective investment accounts in mind.

Aggregate
Visualize aggregated position and risk across various trading venues for more comprehensive oversight.
Reporting
Advanced real-time Risk and Positions reporting for multiple portfolios.
RISK FOR DERIVATIVE INSTRUMENTS
Risks for bespoke derivative instruments, including custom options and exotics.
Custom view
Customize portfolio easily by adding multiple exchanges, wallets and OTC counterparties.
choose greeks
Select from a set of standard and enhanced Greeks for comprehensive risk management.
standard
Common standard for multi-sources derivative instruments.
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Account view

Account view

Filters &
report

Filters & Report

Main &
custom view

Main & custom view
AGGREGATE
Visualize aggregated position and risk across various trading venues for more comprehensive oversight.
Custom View
Customize portfolio easily by adding multiple exchanges, wallets and OTC counterparties.
REPORTING
Advanced real-time Risk and Positions reporting for multiple portfolios.
CHOOSE GREEKS
Select from a set of standard and enhanced Greeks for comprehensive risk management.
RISK FOR DERIVATIVE INSTRUMENTS
Risks for bespoke derivative instruments, including custom options and exotics.
Standard
Common standard for multi-sources derivative instruments.

Try The Power of exopro

Dive into a world of possibilities with our
precise tools for the full trade lifecycle.

Join us