BMLL has partnered with SpiderRock to make SpiderRock’s US equity options Options Print Set data available through BMLL Data Lab. The partnership enables clients to combine SpiderRock’s US equity options trade-level analytics with BMLL’s historical options and equity data to study cross-asset market structure, volatility dynamics, hedging flows and intraday price behaviour.
What the partnership enables:
- Access SpiderRock options print analytics in BMLL Data Lab
Analyse SpiderRock’s options print-level implied volatility and Greeks data alongside BMLL’s historical equities, futures and options market data in a unified research environment. - Understand options-driven equity market dynamics
Explore how dealer positioning, hedging flows and volatility conditions influence intraday price formation, liquidity and spot market behaviour. - Accelerate cross-asset research and strategy development
Support quantitative research, market structure analysis and trading intelligence by connecting options market signals with underlying security behaviour.
Featured research
The joint BMLL and SpiderRock white paper demonstrates how SpiderRock’s options analytics can be used alongside BMLL’s intraday equity data to estimate dealer gamma positioning and analyse resulting price dynamics in the underlying stock. The research shows how net short-gamma positioning can amplify intraday momentum through delta-hedging activity, and how these dynamics can be studied systematically using an integrated data approach.
