Derivex empowers financial firms with cutting-edge software for risk management, resource optimization, and derivatives market-making — so you can reduce exposure and accelerate growth.
From real-time analytics to automated hedging strategies, Derivex covers the full spectrum of financial risk management.
From historical dispersion to forward-looking surface construction, Derivex gives trading desks and risk teams the sharpest volatility toolkit in the market.
Compute high-precision historical volatility using multiple estimators — Close-to-Close, Parkinson, Garman-Klass, Yang-Zhang, and Rogers-Satchell — across any lookback window and asset class. Decompose total variance into continuous and jump components to understand what's actually driving your P&L.
Extract market-implied volatility from live option prices in real time using numerically robust inversion algorithms. Monitor IV term structure, skew, and smile dynamics across strikes and expiries. Drill into vol-of-vol, risk reversals, and butterfly spreads as market sentiment shifts.
Generate forward-looking volatility estimates using an ensemble of GARCH-family models (GARCH, EGARCH, GJR-GARCH), HAR-RV, and machine learning regressors trained on tick-level data. Forecast short-horizon intraday vol for execution and longer-horizon vol for options structuring and hedging decisions.
Build, interpolate, and manage full volatility surfaces with arbitrage-free guarantees. The engine supports SVI, SSVI, and local-vol parameterizations, enabling smooth calibration to market quotes even for sparse strikes and expiries. Export surfaces directly to your pricing and hedging systems via API in real time.
The Derivex platform is built on a real-time data pipeline that transforms raw market data into actionable risk intelligence.
Derivex deploys fully customized solutions with dedicated support, white-glove onboarding, and SLAs that match your operational requirements.