Understanding SPX Derived Pricing at Tradier
Tradier uses derived SPX pricing—a forward-looking calculation designed to give traders a more accurate view of the market. This approach benefits anyone trading index options or relying on theoretical models, especially in volatility or delta-neutral strategies.
What Is SPX Derived Pricing?
Instead of relying solely on traditional SPX spot prices, Tradier uses derived index values for:
SPX (S&P 500 Index)
RUT (Russell 2000)
VIX (Volatility Index)
NDX (NASDAQ 100)
These values are powered by the ORATS API, which calculates index pricing using:
Call-put parity
Real-time options market data
Adjustments for dividends and risk-free interest rates
This method reflects the market’s true forward-looking consensus on index value—rather than a static or delayed spot print.
Why Derived Pricing Matters
Derived pricing gives you access to:
More accurate theoretical pricing for options, especially at-the-money (ATM) contracts
Cleaner data inputs for models and strategy development
Improved alignment with how professionals price options and assess edge
Where You’ll See It
Derived index pricing is available across all Tradier tools, including:
Tradier Pro (Desktop)
Web-based trading platforms
Tradier Mobile App
Wherever you trade, you’ll benefit from responsive, market-consensus data.
The Bottom Line
Forward-looking data gives you a smarter edge:
Less noise
More accuracy
Stronger execution
That’s how we trade.