Transparent and Accurate Valuations Using our Rich Data Sets and Analytics
Assets Trading.
Our Options Pricing Toolkit Benefits
Empowers traders with precision, optimal workflow, and efficiency
when pricing and executing off-exchange digital asset derivatives trades.
Price and manage risk for digital asset structured products with accuracy and efficiency.
asset landscape.
Access new market opportunities in the growing altcoin options market.
Be a market-maker for structured products with end-to-end technology and quant solutions you can trust.
Accurately price options, perpetuals and structures
Ability to mark own vol surfaces and yield curves
Functionality & workflow for marking implied vol surfaces for 300+ altcoins
Key Features
A cloud-based, highly responsive front-end multi-instrument pricer.
Price Vanilla Options, Digitals, and Structures for any broken dates and broken strikes.
Structured Products with European payoffs or Barriers, including Accruals.
Price and risk manage using traders’ own marked vol surface and yield curves.
Enhance workflow with solvers and market data override. Compare prices side-by-side.
Rely on Immersive Finance's market proven vol surface and yield curve data for pricing and risk.
See individual and aggregated PV, Delta, Gamma, Vega, Volga, Vanna, Time Decay, and other Greeks.
Store trade ideas and overlay trades on existing risk for “what-if” scenarios and impact on the existing book.
Integrated with our Trade Booking solutions or client's own Trade Booking systems for optimal workflow.
Connected with entire Risk Management capabilities, including P&L attribution, spot ladders and historic data sets.
Extensive reporting, including strike reports and EOD reports to support risk, control and finance functions.