Products

Breeden–Litzenberger Probability Density Functions: Risk-neutral probability distributions derived directly from listed option prices. By extracting the market-implied distribution of outcomes at specific expiries, these datasets provide a forward-looking view of how probability mass is priced across the strike space, including skew and tail structure. details

Gamma Exposure (GEX): A structural view of how option gamma is distributed across strikes for a given expiry, weighted by open interest. GEX highlights where convexity is concentrated in the options market and provides context for volatility regimes, price stability, and non-linear price behaviour. details

VIX-n-D: Horizon-specific, model-free implied volatility measures derived from option prices using a VIX-style variance extraction framework. VIXnD generalises the standard VIX concept by aligning implied volatility with explicit holding periods rather than a fixed calendar maturity. details

Jobs Data: Company-level hiring activity tracked through job postings across a broad universe of publicly listed firms. Jobs data provides a view of labour market dynamics and corporate behaviour that is independent of market prices and derivative instruments. details