What is QuikStrike?

• Web-based option pricing tool
• Contains pricing for interest rate options and some selected indexes
• Configurable option pricing sheets
  • Review a single expiration OR
  • Compare up to 4 expirations side-by-side
• Easily view settlement prices versus current market prices
  • Details include settlement volatility, change to market price and option values
• View put and call skew by strike with tick and percent volatility change
• Create intra-month option spread trade strategies
  • Graphic display of trade now and at expiration with breakevens and trade details
  • Analyze spread by manipulating underlying price, volatility and days to expiration
  • Spreads are saved for future review
  • Allow your customers to view these same strategies
• Analyze inter-month spreads with tabular display for Greeks in each expiration as well as the summary totals via the Portfolio tool
• Calculate spreads quickly and easily with the QuikSpread tool
• Publish market trading information to your customers
  • Displays trade information (i.e. House, Size, Spread, Price and Underlying Price)
  • Click to view trade details as well as a graphical representation of the trade
  • View PnL, breakeven points and Greek details
  • Analyze trade by manipulating underlying price, volatility and days to expiration
  • All data is stored (by day) for future retrieval
• Retrieve settlements each day (pricing data provided via eSignal)
  • Expiration volatility curves are reset to market implied values
  • Store volatility history for easy comparison to current values (optional)
• Adjust straddle prices intraday for accurate market pricing
• Tweak individual strike volatilities with the Vol by Strike tool
• Open HTTP protocol API for remote update of straddles or underlying future prices
  • Retrieval of product data available via API as well