A data boutique for the derivatives space. We build volatility and options data for the institutions that price, hedge and structure risk, so that every desk works from consistent, clean numbers.
Making markets efficient.
VisionThe reference for volatility data across asset classes. Superior quality data for every venue and asset class we cover, staying smooth and robust in the most challenging regimes.
Our clients' interests come first. We succeed when they do, and we deliver only where we can stand behind the data.
Our reasoning travels with our data. How a number is built, what it assumes and what it is good for are things we explain, in as much detail as you want.
We care about the craft and we build what we would want to use ourselves. We hold our standards high, so what reaches you is the best we know exists.
Mike founded VolaLabs to provide volatility data that institutions can rely on. Having expertise in options volatility trading and dynamics on many assets, the product is created with much thought.
Before VolaLabs, he worked as quantitative risk consultant at Deloitte, and as race car driver competing in international championships, giving him a unique and brisk perspective on risk and volatility.
We are at your service, eager to unlock more value out of your volatility operations.