Open interest
By expiry and by strike.
MOIRA: where traders are positioned on options
Positioning read from the options flow. A measurement, never an instruction.
Shows who is positioned
What it measures
Market maker exposure
Where they are exposed, by strike.
Put/call ratio
The weight of puts against calls.
Block flow
The large-size trades.
Theoretical price
The gap from the market, with confidence.
Calibrated surface
Volatility by strike and expiry.
Implied volatility surface of MOIRA, as a grid in perspective: strikes run to the right, from the lowest to the highest; expiries run to the left, from the nearest to the furthest; implied volatility is the height. Each expiry profile shows the smile: volatility rises as you move away from the forward price, and it rises more below than above. Distant expiries sit higher and are flatter. The at-the-money profile is highlighted.
Research already done
Years of testing, inside an add-on
- Put to the test: which pricing models hold when the volatility surface deforms.
- Only what holds up goes live.
- The copilot builds tools; research takes years.
What it costs
Options add-on, yearly
coming soon390 €/year + VAT
- Plus the Workstation base: 339 €/year + VAT
- Also included in: Ecosystem · Ecosystem Algo
Does today
- Greeks validated against reference libraries.
Does not do
- No footprint on the chain.
- Today it is a command-line engine.
The scope
- It runs on your own data.
- The outcomes stay yours.
- Automatic orders: planned, after the legal opinion.