About Options Analysis Suite

Options Analysis Suite is a comprehensive retail options analytics platform for learning, screening, pricing, and managing option trades. It 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: 17 pricing models, 17 Greeks, live chain calibration, multi-model fair-value comparison, and 3D volatility surfaces. Built for traders at every level, from first-time options buyers learning fair value to advanced users comparing model divergence across markets.

What It Does

17 pricing models including Black-Scholes, Heston, Monte Carlo, SABR, Jump Diffusion, Variance Gamma, Local Volatility, PDE, Binomial, FFT, and seven exotic models (Barrier, Asian, Lookback, Digital, Compound, Chooser, Multi-Asset). All 17 Greeks (Delta through Phi) across every model. Live calibration to the implied volatility surface with arbitrage detection.

Three Modes, Three Interfaces

Serious users touch all three interfaces in a typical week. Each mode is shaped to a different question.

All three modes hit the same compute engine and the same market data. The Python SDK and the API are stateless per call; durability comes from artifacts the caller saves locally (e.g. calibration.save("spy_heston.json")). The web app and the MCP server back account-level state to your profile, which is why MCP recall works across sessions.

Methodology

Models implemented from published academic sources and validated via closed-form solutions, put-call parity, butterfly and calendar arbitrage checks, and Monte Carlo oracle comparisons. Implied volatility surfaces use eSSVI parameterization with Dupire Local Volatility extraction. Greek exposure (GEX, DEX, VEX, Vanna, Charm, Vomma) uses the standard dealer-hedging convention.

Data Sources

End-of-day options chains and historical analytics come from institutional-grade options market data providers and are available to all users. Real-time options data is available through BYOK (bring your own key) integrations with supported brokers and data providers; users access real-time feeds under their own data agreements. Proprietary daily options snapshots back to 2007. FINRA short data and market structure. SEC filings via EDGAR. Federal Reserve FRED macro data. Treasury auctions and bond ETFs. Economic, IPO, dividend, and split calendars. No brokerage connectivity, read-only market data only.

Data Freshness & Update Cadence

Different data types update on different cadences. Everything displayed carries a timestamp or lastmod signal; nothing is presented as "live" when it isn't.

Known Limitations

Every analytic rests on assumptions. Being transparent about where those assumptions start to bite is more useful than pretending they don't exist.

Pricing

Free tier includes Black-Scholes, all 17 Greeks, live market data, and options chain analytics. Professional unlocks the full 17-model suite, AI-assisted analysis, portfolio risk, and strategy backtesting. API tier exposes everything programmatically.

How OAS Compares

Side-by-side comparisons against the most-asked-about options analytics platforms. Each page covers feature coverage, methodology differences, pricing, and the cases where the other tool is the better fit.

Frequently Asked Questions

What is Options Analysis Suite?
Options Analysis Suite is a retail options analytics platform for learning, screening, pricing, and managing option trades. It combines options chains, Greeks, max pain, dealer exposure (GEX/DEX), implied-volatility surfaces, strategy P&L, screeners, and market-regime tools with pricing depth most retail tools do not expose: 17 pricing models, 17 Greeks, live chain calibration, multi-model fair-value comparison, and 3D volatility surfaces. It is available as a web app, an iOS and Android app, a REST API, a Python SDK, and an MCP server.
Which options pricing models does Options Analysis Suite support?
Seventeen, each with its own documentation page: Black-Scholes (Black-76 for futures options), binomial tree (Cox-Ross-Rubinstein), Monte Carlo, Heston stochastic volatility, SABR, Jump Diffusion (Merton / Kou / Bates), Variance Gamma, Dupire local volatility, FFT (Carr-Madan), PDE finite-difference, and seven exotic payoffs (Asian, barrier, lookback, digital, compound, chooser, and multi-asset). Models can be run side by side on the same contract so their fair values can be compared directly.
Can AI assistants query Options Analysis Suite directly?
Yes. Options Analysis Suite runs a Model Context Protocol (MCP) server exposing 32 tools, so assistants that support MCP - including Claude, ChatGPT, Perplexity, and Grok - can pull option chains, implied-volatility surfaces, Greek and dealer-positioning history, and screener results, and can recall the pricing runs and calibrations already saved to an account, all without a browser. Running the pricing models on demand is available over a documented REST API with an OpenAPI specification, and through a Python SDK published on PyPI.
Is Options Analysis Suite free?
There is a free plan at $0 that includes Black-Scholes pricing, all 17 Greeks, and the multi-leg strategy builder. The Professional plan is $39 per month or $348 per year and adds the remaining 16 pricing models, including Heston, SABR, local volatility, and Monte Carlo. The web Professional tier includes a 14-day free trial. The iOS and Android apps are free.
Where does Options Analysis Suite get its options data?
Analytics are computed from end-of-day options chain data, which is what the free and Professional web tiers use by default. Real-time chains are available by connecting your own brokerage account through a bring-your-own-key (BYOK) integration; Options Analysis Suite does not resell real-time market data. Supporting datasets come from named public sources including FINRA, the SEC, and FRED, and every data source is documented on the About page.