Options Suite
ProThe options chain with per-strike Greeks, aggregate portfolio Greeks that roll your whole book into one view, a Greeks slide that spot-shocks P&L, the vol surface (IV heatmap) with a 3D view, a vol cone for realized-vol percentile, the volatility term structure, a multi-leg payoff analyzer, put/call ratio, and the OPEX calendar.
Pro options analytics is usually four subscriptions across four tools. Here every screen sits in the same workspace, on the same data, talking to the same chart.
What you get
Calls left, strike center, puts right. Delta, gamma, theta, vega, rho, and IV per strike per expiry. Sort by any column, filter by moneyness, pin strikes for quick re-compare. The ATM row anchored so the spot reference is always obvious — the screen I open every session.
Roll every open leg into one position-level view: net delta, gamma, theta, vega across the whole book. See your true directional and volatility exposure at a glance instead of reading leg by leg. The number that tells you whether you're actually hedged.
Slide the underlying up and down and watch P&L and the Greeks repaint in real time. 'What happens to this position if spot moves 3%?' answered without putting on the trade. Pairs with the payoff analyzer for sizing.
Put/call ratio for the sentiment read — where the book is leaning and how that's shifting through the session. Alongside it, an OPEX calendar so monthly and quarterly expirations are never a surprise. Both sit on the same canvas as the chain, so the sentiment context and the expiry map are one glance away from the strikes you're working.
Free on SPY / QQQ; Pro unlocks the full chain across equities and major ETFs (futures map to the SPY / QQQ proxy until the dedicated futures-options surface ships).
Implied volatility across strikes and expiries as a heatmap, plus a 3D vol surface for the full shape. See where IV is rich and where it's cheap across the whole grid, not one expiry at a time. Rotate the 3D view to read term and skew together.
The vol cone shows where realized volatility sits today versus its own history across multiple lookback windows — high or low for this name on its own terms. The term structure shows the implied-vol curve across expiries: contango or backwardation at a glance.
Draw any multi-leg structure — vertical spread, iron condor, butterfly, calendar, diagonal, ratio. The panel paints max profit, max loss, breakevens, and Greeks on one payoff diagram. The underlying updates live so the curve breathes with the market.
Short-dated contracts dominate volume on SPX / QQQ, so every surface handles 0DTE-specific behavior. The Greeks recompute on the steep end-of-day time-decay curve, the vega read accounts for the late-session collapse, and the chain, payoff analyzer, and vol surface all stay meaningful into the last hour instead of breaking down on near-zero-DTE strikes.
What you'd do with it
The vol cone shows realized vol in the 15th percentile for the name. Build a debit structure in OSA, check the vol surface so the long strikes sit where IV is cheapest, and watch the aggregate Greeks keep the book balanced. Two panels, one decision.
The vol surface shows downside puts bid rich to upside calls — the market is paying up for protection. Read that skew on the heatmap, structure the trade to sell the rich wing in the payoff analyzer, and confirm the put/call ratio agrees before you commit size.
Before committing, drag the Greeks slide to shock spot in each direction and watch P&L and net delta repaint. OSA shows the static payoff; the Greeks slide shows how it breathes. Size into the trade knowing exactly how it moves.
The term structure shows the front month trading rich to the back — the curve is pricing an event. Check the OPEX calendar for a major expiration inside your window, then read the put/call ratio for which way the book is leaning into it. The backdrop is a read, not a guess.
Included with Pro ($125/mo) — that's about 1/16th the cost of an institutional desk terminal.
Common questions
Draw any structure leg by leg — vertical, iron condor, butterfly, calendar, diagonal, ratio — and the panel solves the combined position: max profit, max loss, every breakeven, and the net Greeks on one payoff diagram. The underlying updates live, so the curve and the breakevens move with the market instead of being a static snapshot from when you built it.
The vol surface is the cross-section right now — implied volatility across every strike and expiry as a heatmap, with a 3D view for the full shape. The vol cone is the time-series — where realized volatility sits today versus its own history across multiple lookback windows. The surface tells you which strikes are rich; the cone tells you whether vol is high or low for this name on its own terms.
Aggregate Greeks roll your whole open book into one view — net delta, gamma, theta, vega — so you see your true exposure instead of reading leg by leg. The Greeks slide is the scenario tool: drag the underlying and watch P&L and the Greeks repaint, so you know how a position breathes before you put it on.
The full options chain covers US equities and major ETFs. Futures symbols (ES, NQ) use the equity-ETF proxy chain (SPY, QQQ) until the dedicated futures-options surface ships.
Realized vol is computed on rolling lookback windows, annualized via the standard log-return method, recomputed on every daily close. The vol cone shows where today sits across those windows for context.
