# Citation File Format (CFF) 1.2.0
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cff-version: 1.2.0
message: "If you use Options Analysis Suite in academic or professional work, please cite it as below."
type: software
title: "Options Analysis Suite"
abstract: "Comprehensive retail options analytics platform for learning, screening, pricing, and managing option trades. Combines options chains, Greeks, max pain, dealer exposure (GEX/DEX), implied-volatility surfaces, strategy P&L, screeners, market-regime tools, reports, mobile apps, API, SDK, and MCP access with institutional-style pricing depth most retail tools do not expose. Implements 17 pricing engines: 10 standard models (Black-Scholes, Binomial CRR, Monte Carlo, Heston, SABR, Jump Diffusion, Variance Gamma, Local Volatility, FFT Carr-Madan, PDE finite-difference) and 7 exotic engines (Asian, Barrier, Lookback, Digital, Compound, Chooser, Multi-asset). Black-76 is served as the Black-Scholes variant for futures and commodity options. Full 17-Greek and Heston-parameter Greek output, gamma exposure (GEX) and dealer delta exposure (DEX), max-pain analysis, implied-volatility surfaces, live chain calibration, 3D volatility surfaces, model divergence diagnostics, and per-ticker market analytics across stocks, ETFs, indices, futures, crypto, and forex. Built for traders at every level, from first-time options buyers learning fair value to advanced users comparing model divergence across markets. Available via web GUI, Python SDK, and MCP server."
authors:
  - name: "Options Analysis Suite"
    website: "https://www.optionsanalysissuite.com"
url: "https://www.optionsanalysissuite.com"
repository-code: "https://github.com/Options-Analysis-Suite/options-analysis-suite-python"
license-url: "https://www.optionsanalysissuite.com/legal/terms"
keywords:
  - options pricing
  - quantitative finance
  - implied volatility
  - volatility surface
  - Heston model
  - Black-Scholes
  - SABR model
  - jump diffusion
  - local volatility
  - Greeks
  - gamma exposure
  - GEX
  - dealer hedging
  - max pain
  - risk-neutral density
  - options market structure
  - model calibration
  - model divergence
  - variance risk premium
contact:
  - email: "support@optionsanalysissuite.com"
    name: "Options Analysis Suite"
preferred-citation:
  type: software
  title: "Options Analysis Suite"
  authors:
    - name: "Options Analysis Suite"
  year: 2026
  url: "https://www.optionsanalysissuite.com"