Methodology

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SuperDerivatives (SD) is the world's leading derivatives solution provider, providing real-time market-accurate pricing and analytics for derivatives, helping users manage risk and meet compliance requirements,

Our model and methodology  is trusted by thousands of institutions and is based on an open, transparent methodology.

It is unique as the only derivatives pricing service of its kind available openly for customer testing and validation.

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Exceptional independently verifiable market data and methodology

The market data used for pricing is sourced from the widest possible range of derivatives pricing sources including the interdealer brokers, exchanges, banks and recognised data providers, which is then cleaned, processed and outputted to provide the most reflective pricing of the real derivatives market available.

SD's unique accurate methodology is based on the Gershon Model for pricing options and delivers the bid and ask prices for the widest range of derivatives, from vanilla to the most advanced structures in all asset classes.

SD bid/ask prices for options reflect the prices that trade in the interbank broker market extremely accurately and hence provide unparalleled transparency into the interbank broker market via its models. Thanks to this remarkable accuracy SD prices have become the benchmark for options pricing used by both the sell- and buy-side clients.

This helps institutions manage risk, generate revenue opportunities and manage multi- and single-asset derivatives portfolios.

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