Institutional-Quality
Options Analytics

The only platform built on proper American vol pricing with discrete dividends, implied forwards, and intraday vol surfaces — not Black-Scholes approximations.

Get Early Access Why Does This Matter? →

Free tier available. No credit card required.

Why OptionSpace

Built from scratch by HFT options quants who care about getting the math right.

Why Does This Matter? →

Proper American Pricing

American vol pricing with discrete dividends and implied borrow yield. Your broker's Black-Scholes IV is wrong for SPY, AAPL, and every other American-exercise option.

Intraday Vol Surfaces

15-minute snapshots with fractional vol time decay. See how the surface evolves through the day — critical for 0DTE trading where hours of vol time drain in minutes.

Forward Decomposition

We separately imply the forward, borrow rate, and spot — giving you insight into dividend expectations and hard-to-borrow dynamics that no other platform surfaces.

1-Minute Realized Vol

Daily RV computed from 385 intraday returns per day — not a 21-day rolling window of closes. Compare against IV at any tenor to find mispricing.

See the Difference

Every chart is backed by properly-fitted vol surfaces, not interpolated Greeks from your broker.

Vol Surface Explorer
Strategy Backtester
IV vs Realized Vol
Signal Engine

Simple Pricing

Start free. Upgrade when you need more.

Free
$0/month
  • Vol surface explorer
  • 1 year of EOD data
  • SPX and SPY
  • Term structure & skew
Join Waitlist
Pro
$149/month
  • Everything in Trader
  • Intraday 15m vol surfaces
  • Forward decomposition (q, S, F)
  • Implied rate term structure
  • API access
  • Priority support
Join Waitlist

Our Story

Built by a veteran HFT options quant who was disappointed by what's available to retail traders.

Read Our Story →

Get Early Access

Join the waitlist for launch updates and an exclusive beta invite.