Options and Volatility Trading

Options Trading

Leveraging 30+ years of expertise in derivatives trading technology, our next-generation platform, Tbricks provides the optimal solution for execution automation enabling users to operate, scale, and adapt their business in compliance with relevant regulation globally.

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Benefits of Tbricks Options Trading Tool

Pricing

Receive grids of values and interpolate over a range of spot prices
Leverage Greeks to update values on spot move
Access industry-standard volatility models with flexible smile dynamics

Benefits of Tbricks Options Trading Tool

Volatility

Support for manual workflows to take a view on the volatility surface
Automated fitting of the volatility surface to the market
Support for surfaces for OTC option pricing
Ability to fetch and visualize historical curves, parameters and implied volatilities

Benefits of Tbricks Options Trading Tool

Execution and Automation

Volatility strategy - automatically execute based on price movements or volatility levels
Gain or offset exposure in Vega, Gamma, or variance using a range of listed options, e.g. hedge variance swaps. Rebalance to the cheapest or most available liquidity across the strip

Benefits of Tbricks Options Trading Tool

Risk and Position Management

User-friendly position breakdown to view risk by maturity and product
Hierarchical views allow you to easily view position roll-ups
Easy extension of risk measurements using Lua scripting language

Benefits of Tbricks Options Trading Tool

Combination and OTC

View, price, trade and make markets in custom or pre-defined strategies
Simulate and price OTC options, futures and variance swaps

Features of Tbricks Volatility Trading

Maintain your edge

Rich set of tools for pricing and risk management.

Industry proven volatility and pricing models
Scripting support
Extensive scenario, reporting and analysis functionality
Easy integration with external pricing and volatility models

Stay Profitable

Quickly identify and execute on trading opportunities.

Feature rich, customizable interface for volatility surface management
Monitoring and visualization tools for opportunity management
Off-the-shelf dispersion trading, greek orders and sophisticated hedging capabilities

Consolidate on one platform

Support for a wide variety of workflows and instrument types.

OTC trading – quickly price and analyze a wide and extendable range of different instrument types and strategies
Normalized RFQ management and automated trading to consolidate trading on one platform