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Options Powered by Canari.dev Bringing the power of machine learning to option traders

Key product characteristics

  • Canari.dev is a web-based platform aiming to bring the power of machine learning to option traders
  • Canari uses artificial intelligence to track patterns in screen trades, cross underlying volatility spreads, and term structure shapes, among other use cases
  • The data is derived from our A7 Analytics platform


We currently offer three different products in our Data Shop:

Option prices and greeks

  • Complete view of options’ implied volatility to better understand price dynamics
  • Intraday (5 minutes sampled) historical bid ask and calibrated Fair Value for all active options on Eurex®
  • Two different product packages available: File-based historical data starting April 2019 and live (delayed) data via API
  • Coverage of around 240 underlyings, including indices and single stocks
  • Underlyings include indices like EURO STOXX 50®, DAX®, SMI, sector indices, and European stocks from Eurozone countries, Switzerland, the U.K. or Scandinavia
  • Use cases: book valuation, structured products pricing, and machine learning input for generating predictive signals

Option trades and imbalances

  • All trades on options and dividend futures, including multileg strategies, along with valuation information to identify the aggressor
  • All trades with precise timestamp on all active options on Eurex
  • Includes the underlying price at the time of trade, aggressor side, and price compared to fair value
  • Provides a reference spot price and precise fair value of the option
  • Product is available as end-of-day recap files available after market close
  • Data universe includes all Eurex options and dividend futures
  • Use cases: Portfolio valuation, trend detection, signal construction based on trade activity

Option forecasting indicators

  • Product provides AI-generated forecast indicators on implied and realized volatility
  • Dispersion indicators (DSP, DSPSMI) offer predictions regarding the relative value of volatility (index vs components)
  • European underlyings include indices such as DAX, SMI, sector indices, and European stocks from Eurozone countries, Switzerland, the U.K. or Scandinavia
  • Underlyings in the U.S. include single stocks and sector ETFs
  • Use cases: Options portfolio assessment, building of systematic option strategies, optimising of vega hedging