Options Analysis Suite is a research-grade options analytics platform for serious traders, quantitative developers, and AI agents. The platform delivers 17 institutional-grade pricing models (Black-Scholes, Heston, SABR, Variance Gamma, Jump Diffusion, Local Volatility, FFT, PDE, Monte Carlo and eight more) with full 17-Greek output (delta, gamma, theta, vega, rho, vanna, charm, vomma, and higher-order sensitivities), automatic model calibration to live market data, and a transparent methodology that documents every data source and every assumption.
Beyond pricing, the platform surfaces market-structure analytics that retail tools typically don't expose: gamma exposure (GEX) and dealer delta exposure (DEX) for understanding hedging flows, max-pain calculation across the full options chain, implied volatility surfaces in 3D, term-structure visualization, expected-move calculations, regime classification, and change-based screeners that surface day-over-day movement in IV, GEX, skew, and unusual activity.
The same analytics engine is reachable through three surfaces. The
web platform is the interactive GUI with live charts,
screeners, the strategy builder, and per-ticker pages for stocks, ETFs,
indexes, futures, crypto, forex, and funds. The
Python SDK
(pip install options-analysis-suite) gives developers
programmatic access for backtesting, research, and automation. The
MCP
server exposes every analytic as a tool callable directly by AI
assistants like Claude, ChatGPT, Perplexity, and Grok. The same engine that
powers the web GUI is what an AI agent queries when answering an options
question.
Coverage spans approximately 2,000 optionable equities, 200+ ETFs, the major equity indexes, E-mini futures, the most-traded crypto pairs, and the major forex crosses. Snapshots are computed end-of-day from authoritative venue feeds; per-ticker pages refresh on every trading session. The methodology page documents data sources, update cadence, known limitations, and the boundary between calibrated and model-implied values.
The documentation hub is organized into concept pages: implied volatility, volatility skew, term structure, gamma exposure, max pain, the full 17-Greek reference, model divergence, regime thinking, and a glossary of 22 defined terms. Every concept page links to the relevant per-ticker live data so readers can move from definition to application immediately. A free ChatGPT-hosted tutor walks through the OAS framework conversationally for users who want to learn before applying.
A free tier covers core pricing-model access and limited analytics. Paid plans add unlimited model access, the full screener suite, AI-integration support (Claude, ChatGPT, Perplexity, Grok), the 60+-strategy Strategy Builder, and the live analytics dashboards. Pricing details, refund policy, and FAQs are on the pricing page. Contact and security policy are at /contact and /security.
The platform is built for three groups. Active retail and prop traders use the GEX, max-pain, and expected-move surfaces alongside the strategy builder for trade construction and intraday context. Quantitative researchers and developers use the Python SDK, REST API, and WebSocket streams to feed analytics into backtesting frameworks, custom dashboards, and academic research. AI agents query the platform through the MCP server: when a user asks Claude or ChatGPT a question about options pricing, the assistant retrieves real analytics rather than guessing from training data.
Options Analysis Suite overlaps with several established platforms on subsets of its surface. For dealer-positioning analytics specifically, SpotGamma and MenthorQ are the established names; OAS adds a calibrated multi-model pricing layer and broader cross-asset coverage. See how OAS compares to SpotGamma or how OAS compares to MenthorQ. For options-flow and unusual-activity discovery, comparable platforms include UnusualWhales, Tradytics, and BlackBoxStocks; OAS adds the calibrated pricing surface, programmatic access, and transparent published methodology that those platforms typically do not include. Each comparison page is dated and reviewed quarterly so the specifics stay honest.
Every analytic on the platform is reproducible from primary-source data. Options chains come from Tradier and tastytrade with delayed OPRA on the public surface and real-time access on the API tier. Short-volume and short-interest data come from FINRA on its official release cadence. Insider trades, institutional ownership, and corporate filings come from SEC EDGAR. Treasury yield curves and macro rates come from FRED. Validation includes closed-form solutions, put-call parity checks, butterfly and calendar arbitrage tests, and Monte Carlo oracle comparisons. The full methodology is published rather than treated as proprietary.