Professional-grade options analytics platform built for multi-leg strategy analysis, reversal arbitrage, and real-time portfolio risk management.
Interactive P&L curves with independent put/call IV sliders, SSF analysis, and mark-to-market pricing for exercise-linked reversals and conversions.
Group positions into trade combos (reversals, butterflies, boxes) with auto-detection, per-leg ratio control, and TradingView/OptionStrat integration.
Daily scan of 15,000+ option roots for SSF arbitrage opportunities. Locked P&L calculation, implied rate curves, and aristocrat tracking.
American binomial Greeks (delta, gamma, theta, vega, rho) with second-order Greeks (volga, vanna, charm, veta). No Black-Scholes approximations.
DEFCON risk levels, Hessian risk matrix, tail risk analysis, margin monitoring, and SGPV tracking for portfolio margin accounts.
ClickHouse-backed analytics with 3.4B+ option rows, daily DOD import pipeline, ThetaData integration, and 4-tier data fallback architecture.