Leviathan is the premier option tool for proprietary traders, swaps dealers, hedge fund traders, bank traders, and market makers. Leviathan is our proprietary option system that offers theoretical pricing with Greeks, constant maturity historical pricing of options and structures, historical volatility analysis, historical skew analysis, relative rich/cheap analysis,  economic release analysis as it affects ATM vols and futures, and much more.  We have been building leviathan for many years and are constantly in the process of enhancing it to deliver exactly what are clients are interested in. It is built on our fully cleaned database of option data going back to 1998 in most products and as far back to 1985 in others. Our database covers almost all listed options, but leviathan is currently being used in fixed income.

Bryan Fitzgerald, John Hayden, and Darren Krett have over 50 years of combined experience in Listed Option space and are passionate about exceeding your expectations. Most of our tool kit was built while we were trading and have been bundled together to deliver you a unique view of the option markets.


We truly love the option markets and welcome your feedback and suggestions. Use our Contact Us page to tell us what we’re doing right or what we can improve on.