Visual dashboards.
For generating & simulating trade ideas.
A visual workspace for understanding volatility, finding context and testing a view. Built on the OptionSpace fitting and pricing engine, with tools for professional individuals and institutional researchers.
What makes OptionSpace different
Not a prettier version of what you already have. A fundamentally more accurate foundation for options analysis.
The math is right. Finally.
SPY, AAPL, QQQ, and every equity option you trade is American-style, meaning early exercise changes what the option is actually worth. Most platforms ignore this and use Black-Scholes. We use a pricing engine that accounts for early exercise, discrete dividends, and implied borrow rates. The result: call IVs and put IVs that actually match at the same strike.
Earnings analysis: implied vs. actual moves and IV trajectory around each event, built on properly fitted vol surfaces.
A surface that tells the whole story
A single IV number doesn't tell you much. OptionSpace fits smooth, bid-ask-weighted vol curves across every expiration, giving you a complete picture of the vol surface. Compare smiles across expirations, watch how the surface evolves intraday, and measure skew with precision.
Four expirations overlaid, from short-dated (steep) to longer-dated (flatter). The term structure tells you how the market prices risk at each horizon.
Know when options are expensive or cheap
Implied vol is what the market expects. Realized vol is what actually happened. The gap between them, the vol risk premium, is one of the most durable edges in options trading. OptionSpace computes realized vol from 385 intraday returns per day and lets you compare it against IV at any tenor across 10 years of history.
NVDA implied vol (red) vs. realized vol (blue). When the gap is wide, options are expensive relative to actual movement.
Scan the market, not just your watchlist
Vol Screener, Vol Premium, Skew Scanner, and Earnings Vol analysis; four tools that scan across every symbol simultaneously and rank opportunities by how unusual the current environment is relative to its own history. Find what's cheap, what's overpriced, and what's extreme before it becomes obvious.
Every symbol plotted by IV percentile (x) vs. skewness (y). Red = historically extreme and worth investigating.
Prove it. Before you trade it.
An idea isn't an edge. Knowing your idea would have made money across years of real market conditions is. Simulate any vol structure historically using actual bid-ask prices and fitted vol surfaces. Test it through earnings, rate shocks, and quiet markets. If it doesn't hold up, it's not a strategy. It's a guess.
PnL vs. entry signal strength: green dots are winners, red are losers. The edge becomes clearer as the signal gets stronger.
Trading as a craft
Forget predicting the market. Most trading firms can't even accurately measure where the options market is right now. There's a meaningful difference between trading on a view and trading on a process. One can be right once, the other can be right consistently.
Measure accurately
Most platforms get the fundamentals wrong before you even start analyzing. We use a pricing engine with early exercise, discrete dividends, and implied borrow. The result: calls and puts agree at every strike.
Research systematically
Scan across time and product space simultaneously. Compare every symbol's vol, skew, and term structure against its own history and against the rest of the market right now. The best ideas only surface when you see the full landscape.
Simulate before you trade
An observation isn't an edge. Simulate it historically using actual bid-ask prices and fitted vol surfaces. If it doesn't hold up across different regimes, don't bet on it.
Where does today's premium sit in the full distribution? 48,000+ historical observations tell you whether this is normal or an opportunity.
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