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Contact Information | © 2009 LIVEVOL® |
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The Livevol Report Builder and Market Scanner application allows a user to scan the options and equity
market in real-time with visual access to the entire Livevol data offering including both the real-time Livevol DB
and historical data. The datasets include all live regional options quotes with live calcs and greeks.
A user can scan for options spreads, order flow, volatility structures, etc, while taking advantage of the earnings, dividend, statistics, and other data sets that compliment the offering. Any results can be published to a report with optional graphs attached that can be set to refresh intervals as short as 1 second. |
 Setup
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We host a dedicated server per firm and the pricing of the product works on a per firm basis. Everyone who has a Livevol Pro account would have access to the single database scanner subscription. |
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Technology
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We expose our real-time C++ data structures with our own front end wrapper. The data can be accessed with simple free-form
standard SQL queries. You can use joins, triggers, stored procedures and everything else in a standard SQL library. The
application also allows for automatic refresh intervals enabling you to constantly scan the market.
In addition to the SQL Query window, LVRB allows for graphical representation of results (image #1 below) and server monitoring (image #3 below). |
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Examples
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* Arbs, Butterflies for free (image #2 below), R/C, Diagonals, Calendars, etc. for greater/less than $0.XX.
* Strikes with large bid/ask spreads that are trading heavily compared with average option volume. * Find a call spread for a certain price and delta that's trading < $0.XX. * Reverse at a credit / Convert for even (or a credit) on different strikes. * Do a jelly roll, and receive $0.XX to be long stock in the back in a hard to borrow. * Stocks where the net delta from the option trading is above 50% of the dollar value of the open interest and that have positive net premiums. * Literally, any scan, trade, arb you can imagine. |
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