GMIV offers a wide range of products and solutions to its clients. Our goal is to make the OTC derivatives market more transparent and to ensure that our clients are accurately valuing their derivatives positions. With our first class products and services, our clients will be able to manage risk efficiently and maximize profitability. We also aim to increase liquidity in the market by bringing new players to the marketplace and educating first-time derivatives users.

  • GMiPrice - Live pricing and valuation of OTC options structures, variance and dividend swaps
  • GMiHedge - Innovative and detailed risk analysis of options portfolio
  • Daily variance swap and dividend swap run
  • Daily report on cost of common hedging strategies
  • Live market commentary and trade ideas
  • Cutting edge research

Support & Services
  • Detailed options portfolio analysis
  • Custom hedging techniques and solutions
  • Educating first-time derivatives users
  • Enhancing an options trading platform by integrating GMiCost (GMIV’s proprietary model to generate volatility surfaces)

Flagship Products

  • GMiPrice
    • User friendly pricing tool
    • Live pricing of OTC options
    • Live pricing of variance swaps
    • Live valuation of dividend swaps
    • Detailed risk analysis of positions
    • View and save live volatility surfaces
  • GMiHedge
    • Powerful risk management tool
    • Breakdown of position into basic risks
    • Projection of overall carry onto an orthogonal space of carries
    • Catered to risk management department and trading desk