Research & Insights

#GEX #DealerPositioning #HistoricalData #CaseStudy #MarketHistory Apr 15, 2026

SPY at 15:30 ET on March 16, 2020 - Replaying Dealer Positioning During the COVID Crash

by Tomasz Dobrowolski | Quant Engineer

#HistoricalData #ImpliedVolatility #IV #VolSurface #SVI #OptionsAPI #Quant Apr 15, 2026

Historical IV Data API: Minute-Level Implied Volatility & Surface History

by Tomasz Dobrowolski | Quant Engineer

#VRP #Volatility #Backtesting #HistoricalData #Quant #Methodology Apr 15, 2026

Historical VRP API: Leak-Free Percentiles for Volatility Backtests

by Tomasz Dobrowolski | Quant Engineer

#ZeroDTE #0DTE #HistoricalData #PinRisk #Gamma #OptionsAPI #Quant Apr 15, 2026

Historical 0DTE Data API: Pin Risk, Gamma Decay & Same-Day Replay

by Tomasz Dobrowolski | Quant Engineer

#HistoricalData #OptionsAPI #GEX #VRP #Backtesting #MachineLearning #Quant Apr 15, 2026

Historical Options Analytics API: Replay GEX, VRP & Dealer Positioning Since 2018

by Tomasz Dobrowolski | Quant Engineer

#OptionsData #API #Comparison #Quant #PremiumSelling #OptionsTrading Apr 10, 2026

Best Options Data API 2026: 7 Providers Compared & Ranked

by Tomasz Dobrowolski | Quant Engineer

#VolatilityRiskPremium #VRP #ImpliedVolatility #API #PremiumSelling #OptionsTrading Apr 10, 2026

Volatility Risk Premium API: How to Find Stocks Where IV Is Overpriced (2026)

by Tomasz Dobrowolski | Quant Engineer

Quantitative Finance, Options Analytics, Volatility, SVI, Market Microstructure, Data Quality Apr 10, 2026

The 33% of Data That Broke Our SVI Fits - A Liquidity Filtering Experiment

by Tomasz Dobrowolski | Quant Engineer

#MaxPain #OptionsAnalytics #DealerPositioning #OptionsTrading Apr 09, 2026

Max Pain in Options Explained: Formula & Dealer Mechanics

by Tomasz Dobrowolski | Quant Engineer