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Derivatives are for everyone

Track where opportunity trades

The most important metric for any investor or trader is liquidity.

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Whether you're rolling positions daily or quarterly, the LIQ Index gives detailed insight into the state of the market. 

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Understand exactly how volume profiles, spread widths, and open interest impact opportunity.

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Better data makes better decisions

Starting with smoothed option market quotes, the LIQ Index normalizes spread by implied volatility, weights that against relative volume level, and tracks open interest for opening and closing trades. 

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Activity equals price movement

Every trade shifts the curve.

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The Tape tracks how spreads are priced because that's what a position looks like.  Kurtosis is a concept, a risk reversal is a trade. 

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Liquidity analytics point you to where the action is happening, and spread indices describe what's moving. 

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For each of our benchmarks we track multiple time and price dimensions. 

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Stable and consistent values

Expiration gets closer every single day. That means the same security has different properties over time. 

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Using the millions of options datapoints available, we interpolate a consistent delta, time, and percentage value.

 

Isolate specific factors to identify when spreads are cheap or expensive. ​

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Trade The Tape Today

Investor

For investors looking to monitor broad market movements and macro trends

Daily Updates for:

SPX, NDX, RUT

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Market Wide Liquidity Metrics

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Research Access

Trader

For active traders looking for curated trading opportunities on the markets biggest movers

Everything from Investor

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Daily benchmarks for the FIVE most interesting names in the market

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TWO Index Dimensions for each name

Prop Desk

For prop desks looking for detailed metrics across multiple dimensions

Everything from Trader

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10+ Index Dimensions available for hundreds of names

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Multi - Year Index History

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Cloud file delivery

Spread IndicatorsTM

FALC

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Skew

COND

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Volatility

GULL

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Protection

RAVN

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Term Structure

OWL

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Rates

HRON

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Cross Term Skew

Data on Demand

Instantly get access to multi-year index history for the most interesting stocks today. 

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Detailed history available for top volume names. 

Investment Management

Bespoke Strategies

For investment advisory clients, Harvested Financial offers the ability to customize strategies to their objectives. Using the spread indices as a baseline, we implement an investment program tailored to individual risk tolerances.

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Digital Ten

Harvested Financial developed a market cap weighted index of the top tokens listed in the United States. Partnering with leading service providers OnRamp and Gemini Trust Company, we offer a fully collateralized custody solution for token ownership. 

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Get broad exposure to an explosive new ecosystem

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