BMLL has expanded its cross-asset research capabilities by making SpiderRock’s Options Print Set data available through the BMLL Data Lab. This integration allows institutional clients to analyse the relationship between options markets and underlying cash equity behaviour within a single, unified framework. By combining SpiderRock’s print-level analytics with BMLL’s historical data, users can better evaluate how dealer positioning and hedging flows influence intraday price formation.
The partnership provides access to SpiderRock’s implied volatility and Greeks data alongside BMLL’s existing datasets for equities, futures, and options. This data suite is designed to support quantitative research and strategy development, offering insights into how options hedging affects spot liquidity and market microstructure. The collaboration aims to help market participants understand the dependencies between different asset classes to improve trading and market intelligence.
The addition of SpiderRock data aligns with BMLL’s broader strategy of consolidating high-value partner datasets with its own historical analytics. This move is intended to streamline the research process for clients, enabling them to gain a more comprehensive view of market interdependencies and risk.
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