Powerful & Flexible
Options Implied Volatility

Option Pricing & Market Information

QuikStrike offers powerful and flexible options analysis and pricing tools via an easy-to-use, web-based interface. View prices on outright options or spreads with comprehensive page level analysis controls. Market data reports ranging from open interest to the term structure of volatility.

Historical Volatility

View historical data for currently active expirations as well as complete implied volatility history for expired contracts. Identify year over year volatility trends with our seasonal volatility charting and reporting tools. Constant maturity and volatility cone charts are also available for spotting cheap or rich implied volatility levels.

Pricing Sheets & Analysis

Our standard pricing sheets and option spread pricing sheets each contain a built-in options analysis toolbar that provides an elegant interface for pricing options and manipulating option pricing inputs for advanced option pricing and option data calculations. Control all options pricing inputs individually or use the Forward picker to simulate option roll pricing directly on the option pricing and spread pricing sheets as well as the option spread building tools.  Toggle between alternate pricing models for an even more comprehensive look at the available options pricing data.

Trade & Risk Analysis

Trade building and scenario analysis are an integral part of any brokerage or trading desk. With our QuikStrike option analysis software, you can build, price, analyze and save simple or complex spreads with just a few clicks of the mouse. For more advanced portfolio management, use our suite of risk management tools with trade blotter and snapshot tools, risk analysis and market or theoretical PnL reports.

Watch the QuikStrike Demo


Comprehensive Pricing Sheets for Outrights and Spreads

Powerful Trade and Volatility Analysis Tools

Outright Calculators, Option (and Future) Spread Builders

Intra- and Inter- Month Option Spread Building and Tracking Tools

Spread Tracker with Watch List and PnL

Volatility Curve Surface in Multiple Formats (Strike, Delta and Moneyness)

Volatility Term Structure with Multi-Function Forward Curve Display

Event Volatility Calculators

Volatility Analysis and Spread Building Tools

Complete Risk Management Toolset with Trade Blotter, Position List and Management, Market and Theoretical PnL and Assorted Risk Analysis Reports

Treasury Yield Calculators with On-The-Fly DV01 Calculations

CSO, APO and other Spread Option Product Coverage

Comprehensive CME Group and Eurex Exchange Data

EOD Data for ICE Exchange

Industry Leading Settlement, Open Interest and Volume Reports

Flexible CFTC COT Report Tools

Futures Information with Intraday and Historical Price Charts, Open Interest and Volume

Option Matrix Product Overview and Summary Tools

Pace of the Roll Charting Tools

EDUTM Educational Section Explaining Volatility Models, System Calculations, Greeks and (Live) Trade Strategy Examples

Scheduled Intraday Volatility Updates for All, Active Covered Products

Active Expiration Historical Implied Volatility

ATM, Strike Level, 5-45 Delta Risk Reversal and Butterfly Volatility Data

5 Years of Historical Implied Volatility (with BP Volatility for IR Products)

Available for Active (Outright) Products – See List for Details

ATM and Strike Level Volatility (with Spreads Available)

5-45 Delta Risk Reversal and Butterfly Volatility

Implied versus Actual Volatility Data (Current and Historical)

Seasonal (Year over Year) Volatility Comparisons

Constant Maturity Volatility (5,7,12,14,30,60,90,190 and 360 – in some cases)

Volatility Cones

Historical ATM Yield for US Treasury Products

Historical DV01s

Collaborative Enterprise Edition Also Available for Brokerage Groups and Trading Desks

Custom Add-on Functionality Development Available

Exchange/Product Additions Available Upon Request (with Subscription Commitment)

Data Exports Available on Selected Charts and Tables

Exchanges & Products

CME Group

Intercontinental Exchange

Deutsche Börse AG