Clean forward-looking market state from options markets

Reliable implied distributions, risk metrics, and regime indicators across global futures, built for research and production use.

What makes it different

Extreme data quality

Proprietary arbitrage and noise removal produces unusually stable implied metrics that you can trust for research and production.

Forward-looking by design

Implied variance, skew, kurtosis, densities, rates, dividends, not backward-looking proxies. Markets reveal expectations through options.

Multi-asset, consistent framework

Equity indices, commodities, rates, credit, and digital assets handled coherently within a single, consistent framework.

Built for quants

Research-grade accuracy with production-grade infrastructure. Extract expectations cleanly, robustly, and honestly.

What you get

Daily & intraday implied time series

High-frequency and end-of-day implied metrics across global futures markets.

Implied probability distributions and tail metrics

Complete probability distributions with tail risk indicators for stress testing and scenario analysis.

Regime and event scanners

Automated detection of regime changes and significant events across multiple asset classes.

Optional model overlays

GARCH, stochastic volatility, and transparent machine learning models for enhanced analysis.

Who it's for

Asset managers & quant teams

Alternative data for alpha research and portfolio construction.

Risk managers

Implied probabilities and stress diagnostics for comprehensive risk assessment.

Professional traders

Context, filtering, and regime awareness, not signals.

Ready to get started?

Contact us to learn more about our data feeds and APIs, or sign up to explore the platform.