discover our products
Explore the key features and sign up for free access to our interactive Volatility Data and Derivatives Valuation tools
Volatility Market Data
Volatility Market Data service offers access to both historical and real-time options market data, empowering informed decision-making and providing strategic insights.
Multiple Sources
Deribit
OKX
ByBit
Volatility Models
SVI
SABR
V-V
Multiple Assets
BTC
ETH
SOL
XRP
BNB
Implied Volatility and Forward Rates
Historical volatility data with 1 min freq.
Market Objects for custom derivatives valuation
Derivatives Valuation
OREOME provides valuation solutions for vanilla and exotic derivatives, as well as structured products, enabling sophisticated and effective hedging strategies.
Exotics
Digital Options, Path-dependent options, TARFs, One-Touch Options, etc
Vanilla & EU Barriers
Calls, Puts,
Knock-Ins, Knock-Outs
Structured Products
Snowball, Dual Currency Investments, Shark Finns, Knock-in Autocallable Structures, and more.
Models
Fast and stable Monte Carlo simulations, Market models with Vanna-Volga hedging ratios.
Risk Management System
OREOME developed a comprehensive Risk Management System for managing complex crypto derivatives portfolios.
Built on our in-house quantitative research and development expertise,OREOME RMS is engineered for effective risk management of exchange-traded crypto derivatives as well as bespoke derivative instruments.
Optimised for managed and collective investment accounts
Advanced real-time Risk and Positions reporting
Risk support for OTC options and exotics
Standard and enhanced Greeks
Advanced Risk Scenarios
Aggregated positions across different exchanges and customised portfolio views
Unified model for multi-sourced derivatives instruments