GMiPrice is GMIV’s flagship product.

GMiPrice is a user friendly and straightforward pricing tool which allows for independent equity derivatives valuation. This web-based platform enables users to get live indicative values on a wide variety of over-the-counter (OTC) options structures such as long term puts and calls, put and call spreads, butterflies, etc. Users can also value exotic equity derivatives like variance swaps and dividend swaps on any underlying offered by GMIV.

GMiPrice also dissects and displays the risk embedded in each strategy,

i.e. the option and variance swap Greeks. In addition users can view and save GMIV’s live implied volatility surfaces and will have the possibility to download our historical end-of-day surfaces. With GMiPrice our clients will be able to access and leverage a unique and powerful pricing tool.

Key Benefits

  • Live pricing of OTC equity index derivatives for more informed investment decisions
  • Independent and precise valuation of derivatives positions
  • Cross checking of quotes provided by third parties
  • Idea pitching to clients
  • Risk analysis of each derivatives position