Other Products

In addition to our flagship GMiPrice and GMiHedge tools, we also offer the following products:

Research & Daily Reports

GMIV delivers cutting edge research to its clients, keeping them informed with the latest findings and developments in the equity and index options market. In addition we offer daily reports to our clients, which include:

  • Variance Swap and Dividend Swap Run - This daily report contains runs for the S&P 500, the Nasdaq 100 and the Russell 2000 Indices for maturities up to 10 years.
  • Common Option Strategies Cost - In this daily report we show the cost of common hedging strategies such as puts and put spreads. We also indicate the strikes of the calls that make those strategies costless. In addition we include the fair value of other common option strategies such as far out-of-the-money calls, call spreads, butterflies and combos.

Historical Data

We constantly calibrate our models to the market to deliver an unrivaled quality of data. Our full historical levels (including volatility surfaces and dividend streams) will be available for download. Clients can use this powerful information to backtest trading strategies, monitor the evolution of financial markets and take advantage of compelling investment opportunities.