Options structure
Greek exposure, dealer levels, flow, IV regimes and event risk resolved on one surface — gamma, charm and vanna from the same intraday field.
Options surfaces, dealer exposure, futures telemetry and macro shocks — resolved into one fast command center instead of six browser tabs.
Intraday data · QuantData · LSE · Databento · FRED
Greek exposure, dealer levels, flow, IV regimes and event risk resolved on one surface — gamma, charm and vanna from the same intraday field.
Macro prints, rates, calendar and geopolitical signal in a market-aware feed.
Account rules, drawdown guards, journal analytics and broker sync.
Backtests, Monte Carlo, Kelly sizing, expected move, Heston, VaR and factor workups — the quantitative bench sitting behind every discretionary call.
Dealer gamma across time and price, rebuilt every minute from the live option chain. Peaks, troughs and the gamma-flip level are traced on top, so you see where hedging pins price and where it stops.
Shared research access while individual accounts are in build.
Not financial advice · Past performance does not guarantee future results