Research Advantages:

Patent-pending calculations are performed on a seven years of equity option quote and underlying tick-by-tick databases to produce the following:

• underlying volatility measurements based on tick data
• implied volatility surface summarizations performed on extensive historical option quote databases
• extensive earnings event analysis regarding historical volatility and option pricing before and after earnings announcements
• expected dividend and earnings date data feeds that market makers and hedge funds rely on for inputs into automated trading systems

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