Volsage LLC

Trading in the derivative markets conveys information that can be very useful to stock market participants. Smart money often places tactical trades in the derivative markets. Such trades could range from macro hedges in broad stock indexes, sector ETFs or VIX, to trades in individual stocks ahead of events. Any serious stock market participant would immensely benefit from having information on what is trading in the derivative markets on hand while making decisions with their capital. Volsage uses Deep Learning techniques to analyze all trades from the US listed options market in real time during the trading day. We quantify option risks in the form of the Greeks- delta and vega. Volsage makes it possible to know the actual structures as well as the net risks that have traded in a name so far on the day. Looking at actual option structures that have traded in any name can help one get trade ideas. We also present market level and sector level analysis of net risks traded. We also offer a customized streaming listed option block trade monitor that allows you to stay informed during the trading day. Just pick the tickers and sectors you are interested in. Our history tool allows one to see the top option structures by name going back up to ten days. Using our listed option pricer, one can price options as of any date or time- a feature that is extremely useful for conducting scenario analysis. Our ultra high speed Greeks API can be used by order routing firms to calculate the risks of an option order in real-time and by Prime Brokers to run scenarios on option portfolios. We offer tools that show the biggest holders of options/shares in any name. Major players typically use options for tactical positioning, and knowing their holdings can prove useful. Our "recommender" systems can suggest what stocks the owner of any particular stock is likely to own as well as what funds are similar to any given fund.