MorphIQ Risk / Pricing & portfolio analytics
Pricing and risk, from contract to portfolio.
Derivatives pricing, volatility surfaces and scenario analysis connect option values, sensitivities and portfolio exposures.
- SVI · SSVI · SABR
- 3surfaces
- First- and second-order sensitivities
- 10Greeks
- BSM price · M1 Pro snapshot
- ~79ns
- BSM Greeks · M1 Pro snapshot
- ~354ns
Timing headlines are midpoints of two phase medians from the single-contract M1 Pro experiment, 9 September 2026.
Workloads and measurementsCapabilities
A focused responsibility. A clear interface.
Price the contract
Evaluate option values, implied volatility and Greeks using an explicitly chosen pricing model.
Read the surface
Calibrate volatility surfaces and carry fit-quality diagnostics into downstream analysis.
Understand the exposure
Aggregate chain exposures and examine the effects of spot, volatility, rates and time.
Methods and workflows
Explore the detail.
Explore the family
Related technologies
MorphIQ Numerics
Verifiable precision. Reproducible results.
Correctly rounded core functions, machine-checked error bounds and SIMD kernels that preserve scalar results across supported platforms.
MorphIQ Spread
Options strategies, built and compared.
Constructs and ranks options spreads with modeled probability of profit, expected value, stress loss and execution costs. Powers Spread Foundry.
MorphIQ Wave
Signal structure across time and scale.
From Haar and Daubechies wavelets to synchrosqueezed transforms: adaptive decomposition, denoising and cross-asset coherence for batch and streaming analysis.