Infrastructure built for production speed
Real-time options chain processing across 4,000+ underlyings. OPRA feed ingestion with sub-second Greeks recalculation.
The Compute Layer That Powers Your Trading
A transparent look at how we process 29M structures per second while keeping your strategy logic isolated.
Platform Performance
Real-time options data processing
Core Capabilities
Production-grade analytics without the complexity
Expected Value Scanner
Real-time EV calculation across all listed options chains. Filter by delta, DTE, and probability of profit.
- ✓ 4,000+ underlying coverage
- ✓ Multi-leg spread analysis
- ✓ Custom filter presets
Volatility Surface Modeling
3D volatility surface visualization with term structure analysis and skew decomposition.
- ✓ Real-time surface updates
- ✓ Historical surface comparison
- ✓ IV rank/percentile tracking
Greeks Calculation Engine
Sub-second recalculation of all Greeks with portfolio-level aggregation.
- ✓ Delta, Gamma, Theta, Vega, Rho
- ✓ Second-order Greeks (Vanna, Charm)
- ✓ Portfolio Greeks aggregation
Historical Backtesting
Multi-year backtesting with realistic fill simulation and slippage modeling.
- ✓ Quote-level historical data
- ✓ Bid-ask spread simulation
- ✓ Monte Carlo scenario analysis
Technology Stack
Battle-tested infrastructure components
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