Options Calculator Features - Complete Feature List

Last reviewed: May 17, 2026 by Options Analysis Suite Research.

Options Analysis Suite is a comprehensive retail options analytics platform for learning, screening, pricing, and managing option trades. This page is the feature catalog: what the platform offers, organized by capability rather than by tier. For pricing details and tier-by-tier feature splits, see the pricing page; for the deep technical reference on each feature, follow the linked documentation pages below.

Pricing Models and the Greeks

Seventeen pricing models cover the canonical equity options use cases plus exotics: Black-Scholes as the coordinate origin, Heston for stochastic vol, SABR for per-expiration smile fit, Local Volatility for exact static fit, Jump Diffusion and Variance Gamma for fat-tail pricing, Monte Carlo and PDE for path-dependence and early-exercise, FFT for fast Fourier-based pricing, and seven exotic-options engines (Asian, Barrier, Lookback, Digital, Compound, Chooser, Multi-Asset). Every model returns the full 17 standard Greeks plus seven Heston-parameter Greeks. The model-divergence diagnostic flags structural disagreement between calibrated models on the same option, which is itself a regime signal.

Volatility Surfaces and Calibration

Implied volatility surfaces are fit using eSSVI parameterization with butterfly and calendar arbitrage checks at fit time. Dupire local volatility extraction projects the surface to evolve under a state-dependent volatility function. Heston, SABR, Variance Gamma, Jump Diffusion, and Local Vol all calibrate against the live chain with the calibration objects exportable for programmatic re-use. The 3D visualization renders the surface across both strike and expiration in a single rotatable view.

Dealer Positioning and Flow Analytics

The platform computes dealer-side Greek exposures across the full chain: gamma exposure (GEX), dealer delta exposure (DEX), and vanna, charm, and vomma exposure. These surface the hedging flows that pin or amplify price action around expiration, OPEX, and event-driven dislocations. Max pain and the call/put-wall identification round out the flow layer. Day-over-day deltas across these exposures are tracked in the biggest GEX change and related change-leaderboard screeners.

Per-Ticker Analytics

Every optionable equity, ETF, futures root, index, and crypto pair gets the same set of per-ticker analytics surfaces: max pain, gamma exposure, volatility (skew + surface + IV rank), probability (RND-based POP and POT), expected move, IV vs HV history, options chain, term structure, volume and open-interest history, and the historical archive (max pain, GEX, IV, P/C ratio time series back to 2007). Per-ticker FAQ blocks and Schema.org Dataset metadata make each surface AI-citation grade.

Strategy Builder and Calculators

The multi-leg strategy builder covers 45+ pre-built structures (covered calls, iron condors, straddles, strangles, butterflies, calendars, ratio spreads, custom multi-leg) with payoff diagrams, Greeks aggregation across legs, expiration P/L, and probability of profit analysis. Standalone calculators cover the four most common single-leg tasks: Black-Scholes pricing, expected move from IV, break-even and max P/L, and implied volatility extraction from a quoted price.

AI Integrations and BYOK

Four AI assistants integrate with the platform via MCP: Claude, ChatGPT, Perplexity, and Grok. Each connects through the published MCP server with 32 tools covering compute, data, calibration, and account-synced analyses. The platform's BYOK (bring-your-own-key) broker integrations (Tradier, tastytrade, supported data vendors) flow real-time chains and intraday Greeks under your own data agreement; broker credentials are encrypted at rest and never persisted in the analytics layer. The Python SDK exposes the same engine programmatically with typed responses generated from the OpenAPI spec.

Screeners, Reports, and Research

Twenty-three screeners cover IV rank, gamma exposure, unusual activity, max-pain pinning, model divergence, regime stress, pre-earnings IV expansion, put-skew leaders, and day-over-day change leaderboards across most of those metrics. The morning report aggregates the top movers across all screeners into a single daily view. The blog publishes original research on options pricing theory, regime case studies, and methodology deep-dives.

This page is part of the Options Analysis Suite features overview. Browse the full documentation.