# Options Analysis Suite > Options analytics platform for serious traders and developers. 17 pricing > models (Black-Scholes, Heston, SABR, Variance Gamma, Jump Diffusion, Local > Vol, FFT, PDE, Monte Carlo + 8 more), full 17-Greek output, model > auto-calibration, GEX/DEX dealer-hedging exposure, IV surfaces, and > end-of-day market analytics with optional real-time data via BYOK > (bring-your-own-key) integrations. Three interfaces: web GUI, Python > SDK, and an MCP server (so AI assistants can query the platform directly). This file is the canonical navigation map. For full reference content concatenated into a single document, retrieve `/llms-full.txt`. ## Platform - [Homepage](https://www.optionsanalysissuite.com) - [Pricing](https://www.optionsanalysissuite.com/pricing) - [About + methodology](https://www.optionsanalysissuite.com/about) - [Contact](https://www.optionsanalysissuite.com/contact) - [Security](https://www.optionsanalysissuite.com/security) - [Python SDK](https://www.optionsanalysissuite.com/developers/python) - [Mobile app (iOS, free)](https://www.optionsanalysissuite.com/mobile) - [Options pricing calculator](https://www.optionsanalysissuite.com/analysis) - [Strategy builder](https://www.optionsanalysissuite.com/strategy) - [Options chain](https://www.optionsanalysissuite.com/options-chain) - [Morning report](https://www.optionsanalysissuite.com/morning-report) - [Volatility skew tutor (free GPT)](https://www.optionsanalysissuite.com/tools/options-volatility-tutor) ## Documentation hubs - [Documentation home](https://www.optionsanalysissuite.com/documentation) - [Pricing models hub](https://www.optionsanalysissuite.com/documentation/models): catalog of 17 pricing models - [Greeks hub](https://www.optionsanalysissuite.com/documentation/greeks): all 17+7 Greeks reference - [Charts hub](https://www.optionsanalysissuite.com/documentation/charts): max pain, GEX, IV surfaces, term structure - [Getting started](https://www.optionsanalysissuite.com/documentation/getting-started) - [Advanced](https://www.optionsanalysissuite.com/documentation/advanced): performance, numerical methods, validation - [Reference](https://www.optionsanalysissuite.com/documentation/reference): glossary + limitations - [Glossary](https://www.optionsanalysissuite.com/documentation/glossary): defined terms - [Model selection guide](https://www.optionsanalysissuite.com/documentation/model-selection) - [Market conditions](https://www.optionsanalysissuite.com/documentation/market-conditions) - [Models vs methods](https://www.optionsanalysissuite.com/documentation/models-vs-methods) - [Validation](https://www.optionsanalysissuite.com/documentation/validation): closed-form, parity, butterfly, oracle checks - [Limitations](https://www.optionsanalysissuite.com/documentation/limitations) - [Troubleshooting](https://www.optionsanalysissuite.com/documentation/troubleshooting) - [Numerical controls](https://www.optionsanalysissuite.com/documentation/numerical-controls) - [Performance](https://www.optionsanalysissuite.com/documentation/performance) - [Market data](https://www.optionsanalysissuite.com/documentation/market-data) - [API access](https://www.optionsanalysissuite.com/documentation/api-access) ## Pricing models (per-model pages) - [Black-Scholes](https://www.optionsanalysissuite.com/documentation/black-scholes) - [Black-76 (futures options)](https://www.optionsanalysissuite.com/documentation/black76) - [Binomial tree (CRR)](https://www.optionsanalysissuite.com/documentation/binomial) - [Monte Carlo](https://www.optionsanalysissuite.com/documentation/monte-carlo) - [Heston (stochastic vol)](https://www.optionsanalysissuite.com/documentation/heston) - [SABR](https://www.optionsanalysissuite.com/documentation/sabr) - [Jump Diffusion (Merton)](https://www.optionsanalysissuite.com/documentation/jump-diffusion) - [Variance Gamma](https://www.optionsanalysissuite.com/documentation/variance-gamma) - [Local Volatility (Dupire)](https://www.optionsanalysissuite.com/documentation/local-volatility) - [FFT (Carr-Madan)](https://www.optionsanalysissuite.com/documentation/fft) - [PDE (finite-difference)](https://www.optionsanalysissuite.com/documentation/pde) - [Asian options](https://www.optionsanalysissuite.com/documentation/asian-options) - [Barrier options](https://www.optionsanalysissuite.com/documentation/barrier-options) - [Lookback options](https://www.optionsanalysissuite.com/documentation/lookback-options) - [Digital options](https://www.optionsanalysissuite.com/documentation/digital-options) - [Compound options](https://www.optionsanalysissuite.com/documentation/compound-options) - [Chooser options](https://www.optionsanalysissuite.com/documentation/chooser-options) - [Multi-asset options](https://www.optionsanalysissuite.com/documentation/multi-asset-options) ## Greeks (per-Greek pages) Standard Greeks: - [Delta](https://www.optionsanalysissuite.com/documentation/delta) - [Gamma](https://www.optionsanalysissuite.com/documentation/gamma) - [Theta](https://www.optionsanalysissuite.com/documentation/theta) - [Vega](https://www.optionsanalysissuite.com/documentation/vega) - [Rho](https://www.optionsanalysissuite.com/documentation/rho) - [Vanna](https://www.optionsanalysissuite.com/documentation/vanna) - [Charm](https://www.optionsanalysissuite.com/documentation/charm) - [Vomma](https://www.optionsanalysissuite.com/documentation/vomma) - [Speed](https://www.optionsanalysissuite.com/documentation/speed) - [Zomma](https://www.optionsanalysissuite.com/documentation/zomma) - [Color](https://www.optionsanalysissuite.com/documentation/color) - [Veta](https://www.optionsanalysissuite.com/documentation/veta) - [Ultima](https://www.optionsanalysissuite.com/documentation/ultima) - [Lambda](https://www.optionsanalysissuite.com/documentation/lambda) - [Epsilon](https://www.optionsanalysissuite.com/documentation/epsilon) - [Phi](https://www.optionsanalysissuite.com/documentation/phi) - [DcharmDvol](https://www.optionsanalysissuite.com/documentation/dcharmdvol) Heston-parameter Greeks: - [Heston Rho-r](https://www.optionsanalysissuite.com/documentation/heston-rhor) - [Heston Rho-q](https://www.optionsanalysissuite.com/documentation/heston-rhoq) - [Heston Epsilon2](https://www.optionsanalysissuite.com/documentation/heston-epsilon2) - [Heston Kappa-Der](https://www.optionsanalysissuite.com/documentation/heston-kappa-der) - [Heston Theta-Param](https://www.optionsanalysissuite.com/documentation/heston-theta-param) - [Heston Vol-of-Vol](https://www.optionsanalysissuite.com/documentation/heston-volvol) - [Heston Rho-Der](https://www.optionsanalysissuite.com/documentation/heston-rho-der) ## Concepts (canonical retail-vocabulary entry points) - [Implied volatility](https://www.optionsanalysissuite.com/documentation/implied-volatility) - [Realized volatility](https://www.optionsanalysissuite.com/documentation/realized-volatility) - [Variance risk premium (VRP)](https://www.optionsanalysissuite.com/documentation/variance-risk-premium) - [Volatility skew](https://www.optionsanalysissuite.com/documentation/volatility-skew) - [Volatility smile](https://www.optionsanalysissuite.com/documentation/volatility-smile) - [Vol of vol](https://www.optionsanalysissuite.com/documentation/vol-of-vol) - [VIX](https://www.optionsanalysissuite.com/documentation/vix) - [VVIX](https://www.optionsanalysissuite.com/documentation/vvix) - [IV crush](https://www.optionsanalysissuite.com/documentation/iv-crush) - [Stochastic volatility](https://www.optionsanalysissuite.com/documentation/stochastic-volatility) - [Calibration](https://www.optionsanalysissuite.com/documentation/calibration) - [Risk-neutral density](https://www.optionsanalysissuite.com/documentation/risk-neutral-density) - [Tail risk](https://www.optionsanalysissuite.com/documentation/tail-risk) - [Convexity](https://www.optionsanalysissuite.com/documentation/convexity) - [Leverage effect](https://www.optionsanalysissuite.com/documentation/leverage-effect) - [Model divergence](https://www.optionsanalysissuite.com/documentation/model-divergence) - [Liquidity](https://www.optionsanalysissuite.com/documentation/liquidity) - [Dispersion](https://www.optionsanalysissuite.com/documentation/dispersion) - [SVI](https://www.optionsanalysissuite.com/documentation/svi) - [eSSVI](https://www.optionsanalysissuite.com/documentation/essvi) - [Volga](https://www.optionsanalysissuite.com/documentation/volga) - [Butterfly arbitrage](https://www.optionsanalysissuite.com/documentation/butterfly-arbitrage) ## Dealer positioning + flow - [Dealer positioning hub](https://www.optionsanalysissuite.com/documentation/dealer-positioning) - [Dealer hedging mechanics](https://www.optionsanalysissuite.com/documentation/dealer-hedging) - [Dealer gamma exposure (GEX)](https://www.optionsanalysissuite.com/documentation/dealer-gamma) - [Dealer delta exposure (DEX)](https://www.optionsanalysissuite.com/documentation/dealer-delta-exposure) - [Vanna/charm/vomma exposure](https://www.optionsanalysissuite.com/documentation/vanna-charm-vomma-exposure) - [Charm flow](https://www.optionsanalysissuite.com/documentation/charm-flow) - [Negative gamma regime](https://www.optionsanalysissuite.com/documentation/negative-gamma) - [Positive gamma regime](https://www.optionsanalysissuite.com/documentation/positive-gamma) - [Gamma squeeze](https://www.optionsanalysissuite.com/documentation/gamma-squeeze) - [Pin risk](https://www.optionsanalysissuite.com/documentation/pin-risk) - [OPEX](https://www.optionsanalysissuite.com/documentation/opex) - [0DTE options](https://www.optionsanalysissuite.com/documentation/0dte-options) - [Put-call ratio](https://www.optionsanalysissuite.com/documentation/put-call-ratio) - [Unusual options activity](https://www.optionsanalysissuite.com/documentation/unusual-options-activity) ## Chart concepts (per-ticker analytics) - [Max pain](https://www.optionsanalysissuite.com/documentation/max-pain) - [Gamma exposure](https://www.optionsanalysissuite.com/documentation/gamma-exposure) - [Volatility chart](https://www.optionsanalysissuite.com/documentation/volatility) - [Term structure](https://www.optionsanalysissuite.com/documentation/term-structure) - [Probability analysis](https://www.optionsanalysissuite.com/documentation/probability) - [Open interest](https://www.optionsanalysissuite.com/documentation/open-interest) - [Volume history](https://www.optionsanalysissuite.com/documentation/volume-history) - [Expected move](https://www.optionsanalysissuite.com/documentation/expected-move) - [IV vs HV history](https://www.optionsanalysissuite.com/documentation/iv-hv-history) - [Greeks history](https://www.optionsanalysissuite.com/documentation/greeks-history) - [Volume vs open interest](https://www.optionsanalysissuite.com/documentation/volume-open-interest) - [Options chain documentation](https://www.optionsanalysissuite.com/documentation/options-chain) ## Equity microstructure - [Short interest](https://www.optionsanalysissuite.com/documentation/short-interest) - [Short volume](https://www.optionsanalysissuite.com/documentation/short-volume) - [Fail-to-deliver](https://www.optionsanalysissuite.com/documentation/fail-to-deliver) - [Market structure](https://www.optionsanalysissuite.com/documentation/market-structure) - [Insider trading](https://www.optionsanalysissuite.com/documentation/insider-trading) - [Analyst ratings](https://www.optionsanalysissuite.com/documentation/analyst-ratings) - [Fundamentals](https://www.optionsanalysissuite.com/documentation/fundamentals) ## Ontology hubs - [Pricing model landscape](https://www.optionsanalysissuite.com/documentation/model-landscape) - [Options market structure ontology](https://www.optionsanalysissuite.com/documentation/options-market-structure-ontology) ## Comparison pages (model vs model) - [Heston vs Black-Scholes](https://www.optionsanalysissuite.com/documentation/heston-vs-black-scholes) - [SABR vs Heston](https://www.optionsanalysissuite.com/documentation/sabr-vs-heston) - [Local Vol vs Stochastic Vol](https://www.optionsanalysissuite.com/documentation/local-volatility-vs-stochastic-volatility) - [Implied vs Realized Volatility](https://www.optionsanalysissuite.com/documentation/implied-vs-realized-volatility) - [Probability of Touch vs ITM](https://www.optionsanalysissuite.com/documentation/probability-of-touch-vs-probability-itm) - [Jump Diffusion vs Variance Gamma](https://www.optionsanalysissuite.com/documentation/jump-diffusion-vs-variance-gamma) - [Black-Scholes vs Local Vol](https://www.optionsanalysissuite.com/documentation/black-scholes-vs-local-volatility) ## Comparison pages (platform vs competitor) - [OAS vs SpotGamma](https://www.optionsanalysissuite.com/vs/spotgamma) - [OAS vs MenthorQ](https://www.optionsanalysissuite.com/vs/menthorq) - [OAS vs Tradytics](https://www.optionsanalysissuite.com/vs/tradytics) - [OAS vs UnusualWhales](https://www.optionsanalysissuite.com/vs/unusualwhales) - [OAS vs BlackBoxStocks](https://www.optionsanalysissuite.com/vs/blackboxstocks) ## Strategies - [Strategies hub](https://www.optionsanalysissuite.com/strategies) - [Long call](https://www.optionsanalysissuite.com/strategies/long-call) - [Long put](https://www.optionsanalysissuite.com/strategies/long-put) - [Covered call](https://www.optionsanalysissuite.com/strategies/covered-call) - [Cash-secured put](https://www.optionsanalysissuite.com/strategies/cash-secured-put) - [Bull call spread](https://www.optionsanalysissuite.com/strategies/bull-call-spread) - [Bear put spread](https://www.optionsanalysissuite.com/strategies/bear-put-spread) - [Straddle](https://www.optionsanalysissuite.com/strategies/straddle) - [Strangle](https://www.optionsanalysissuite.com/strategies/strangle) - [Iron condor](https://www.optionsanalysissuite.com/strategies/iron-condor) - [Butterfly](https://www.optionsanalysissuite.com/strategies/butterfly) - [Calendar spread](https://www.optionsanalysissuite.com/strategies/calendar-spread) - [Collar](https://www.optionsanalysissuite.com/strategies/collar) ## Calculators - [Calculators hub](https://www.optionsanalysissuite.com/calculators) - [Black-Scholes calculator](https://www.optionsanalysissuite.com/calculators/black-scholes) - [Expected move calculator](https://www.optionsanalysissuite.com/calculators/expected-move) - [Break-even calculator](https://www.optionsanalysissuite.com/calculators/break-even) - [Implied volatility calculator](https://www.optionsanalysissuite.com/calculators/implied-volatility) ## Screeners - [High IV rank](https://www.optionsanalysissuite.com/screeners/high-iv-rank) - [Highest open interest](https://www.optionsanalysissuite.com/screeners/highest-open-interest) - [Most active options](https://www.optionsanalysissuite.com/screeners/most-active-options) - [Unusual activity](https://www.optionsanalysissuite.com/screeners/unusual-activity) - [Unusual call activity](https://www.optionsanalysissuite.com/screeners/unusual-call-activity) - [Unusual put activity](https://www.optionsanalysissuite.com/screeners/unusual-put-activity) - [Gamma exposure leaders](https://www.optionsanalysissuite.com/screeners/gamma-exposure-leaders) - [Biggest GEX change](https://www.optionsanalysissuite.com/screeners/biggest-gex-change) - [Delta exposure leaders](https://www.optionsanalysissuite.com/screeners/delta-exposure-leaders) - [Vega exposure leaders](https://www.optionsanalysissuite.com/screeners/vega-exposure-leaders) - [Biggest IV change](https://www.optionsanalysissuite.com/screeners/biggest-iv-change) - [Biggest put-call change](https://www.optionsanalysissuite.com/screeners/biggest-put-call-change) - [Max pain pinning](https://www.optionsanalysissuite.com/screeners/max-pain-pinning) - [Max pain divergence](https://www.optionsanalysissuite.com/screeners/max-pain-divergence) - [Highest VRP](https://www.optionsanalysissuite.com/screeners/highest-vrp) - [Lowest VRP](https://www.optionsanalysissuite.com/screeners/lowest-vrp) - [Term structure backwardation](https://www.optionsanalysissuite.com/screeners/term-structure-backwardation) - [Model divergence](https://www.optionsanalysissuite.com/screeners/model-divergence) - [Regime stress leaders](https://www.optionsanalysissuite.com/screeners/regime-stress-leaders) - [Biggest regime stress change](https://www.optionsanalysissuite.com/screeners/biggest-regime-stress-change) - [Pre-earnings IV expansion](https://www.optionsanalysissuite.com/screeners/pre-earnings-iv-expansion) - [Put skew leaders](https://www.optionsanalysissuite.com/screeners/put-skew-leaders) - [Biggest skew change](https://www.optionsanalysissuite.com/screeners/biggest-skew-change) ## Market data - [Federal Reserve data](https://www.optionsanalysissuite.com/market/federal-reserve-data) - [Treasury yield curve](https://www.optionsanalysissuite.com/market/treasury-yield-curve) - [Earnings calendar](https://www.optionsanalysissuite.com/market/earnings-calendar) - [Economic calendar](https://www.optionsanalysissuite.com/market/economic-calendar) - [IPO calendar](https://www.optionsanalysissuite.com/market/ipo-calendar) - [Dividend calendar](https://www.optionsanalysissuite.com/market/dividend-calendar) - [Split calendar](https://www.optionsanalysissuite.com/market/split-calendar) - [Trading halts](https://www.optionsanalysissuite.com/market/trading-halts) - [Threshold securities](https://www.optionsanalysissuite.com/market/threshold-securities) - [Bond ETFs](https://www.optionsanalysissuite.com/market/bond-market-data/etfs) - [Bond indices](https://www.optionsanalysissuite.com/market/bond-market-data/indices) - [Treasury auctions](https://www.optionsanalysissuite.com/market/bond-market-data/treasury-auctions) - [TRACE corporate bonds](https://www.optionsanalysissuite.com/market/bond-market-data/trace-corporate) - [Treasury trading data](https://www.optionsanalysissuite.com/market/bond-market-data/treasury-trading) - [Bond market sentiment](https://www.optionsanalysissuite.com/market/bond-market-data/market-sentiment) ## Per-ticker analytics surfaces For any optionable equity, ETF, futures root, index, or crypto pair, the following metric subpaths are available. Replace `{T}` with the slug. Stocks: `/stocks/{T}/{metric}` - ETFs: `/etf/{T}/{metric}` - Indices: `/index/{T}/{metric}` - Futures: `/futures/{T}/{metric}` - Crypto: `/crypto/{T}/{metric}` Metrics: - `/max-pain`, `/gamma-exposure`, `/volatility`, `/probability`, `/expected-move`, `/term-structure`, `/iv-hv-history`, `/greeks-history`, `/volume-history`, `/volume-open-interest`, `/open-interest`, `/options-chain`, `/news`, `/earnings`, `/fundamentals`, `/analyst-ratings`, `/insider-trading`, `/short-volume`, `/short-interest`, `/market-structure`, `/fail-to-deliver` Examples: - [/stocks/aapl](https://www.optionsanalysissuite.com/stocks/aapl) - [/stocks/aapl/gamma-exposure](https://www.optionsanalysissuite.com/stocks/aapl/gamma-exposure) - [/etf/spy/max-pain](https://www.optionsanalysissuite.com/etf/spy/max-pain) - [/index/spx/volatility](https://www.optionsanalysissuite.com/index/spx/volatility) ## Blog Thesis posts on options ontology, surface reading, and model divergence. Each post is a long-form research piece (1,800-3,900 words) with citations to the canonical /documentation/ concepts each post is built on. The series is designed to be quotable - the post-level theses are written so AI assistants can cite them as named perspectives. - [Blog index](https://www.optionsanalysissuite.com/blog) - listing of all research posts - [Options Are Probability Structures](https://www.optionsanalysissuite.com/blog/options-are-probability-structures) (2026-05-12) - The chain is a surface because the option itself is a tradable probability structure. The Greeks are its local geometry: Delta/Rho as CDF positions, Gamma/Vega as PDF shapes, Theta as the collapse of unresolved possibility. - [Options Are Not Tiny Stocks](https://www.optionsanalysissuite.com/blog/options-are-not-tiny-stocks) (2026-05-11) - Five stock-cognition habits retail traders inherit, why each breaks on a surface instrument, and the unified ontology that replaces them. - [Options Are Surface Instruments](https://www.optionsanalysissuite.com/blog/options-are-surface-instruments) (2026-05-06) - An option chain is not a list of prices; it is a topographical map of belief in two dimensions. Why reading the surface beats projecting it into IV rank, delta, and DTE. - [The Backtest Is Not the Market](https://www.optionsanalysissuite.com/blog/the-backtest-is-not-the-market) (2026-05-05) - Why options traders should stop mistaking the backtest for the market. On hidden interpretation, false numerical authority, and what comes next. - [The Divergence Is the Signal](https://www.optionsanalysissuite.com/blog/the-divergence-is-the-signal) (2026-04-12) - Model divergence is not calibration noise. It is a measurable state variable. Track BSM-to-Heston and BSM-to-Merton gaps to read market regime beliefs. - [Black-Scholes: Global Truth, Local Fallacy](https://www.optionsanalysissuite.com/blog/black-scholes-global-truth-local-fallacy) (2026-03-05) - Why Black-Scholes is simultaneously the most right and most wrong model in options pricing, and what that means for every model built since. ## Legal - [Terms](https://www.optionsanalysissuite.com/legal/terms) - [Privacy](https://www.optionsanalysissuite.com/legal/privacy) - [Refund policy](https://www.optionsanalysissuite.com/legal/refund) - [Cookie policy](https://www.optionsanalysissuite.com/legal/cookie) - [CCPA notice](https://www.optionsanalysissuite.com/legal/ccpa) - [Acceptable use policy](https://www.optionsanalysissuite.com/legal/aup) ## Programmatic access - API base: https://data.optionsanalysissuite.com - OpenAPI spec: https://data.optionsanalysissuite.com/openapi.json - API docs (Scalar UI): https://data.optionsanalysissuite.com/docs - Python SDK on PyPI: https://pypi.org/project/options-analysis-suite/ - MCP server (public mirror): https://github.com/Options-Analysis-Suite/options-analysis-suite-mcp - Python SDK source: https://github.com/Options-Analysis-Suite/options-analysis-suite-python ## Compute endpoints (`POST /v1/compute/...`) - `price`: option price under any of the 17 models - `greeks`: full 17 Greeks for any model - `exposure`: GEX/DEX/VEX/Vanna/Charm/Vomma dealer-hedging exposure - `scenario`: spot x volatility P&L matrix - `sensitivity`: Greeks vs spot / time / vol sweep - `calibrate`: fit Heston, SABR, VG, Jump Diffusion, or Local Vol - `max-pain`: strike of maximum option-writer pain - `expected-move`: implied move based on ATM straddle - `probability`: closed-form probability of touch / finish / range ## Data endpoints (`GET /v1/data/...`) - `snapshot/{symbol}`, `snapshot/market`: cached EOD analytics - `metrics/{symbol}`, `metrics/batch`: per-symbol IV rank / regime metrics - `iv-surface/{symbol}`: strike x expiration grid of implied volatility - `regime/{symbol}`, `regime/current`, `regime/fits/{symbol}`, `regime/intraday/{symbol}` - `greeks-history/{symbol}`: historical portfolio Greeks - `scanner/ranked`: multi-symbol scanner for unusual activity - `market-structure/ats/{symbol}`, `market-structure/otc/{symbol}`, `market-structure/blocks`: ATS / OTC / TRACE block prints - `economic-calendar`, `ipo-calendar`, `dividend-calendar`, `split-calendar` - `dividends/{symbol}`, `stock-splits/{symbol}`, `earnings/{symbol}` - `company-profile/{symbol}`, `fundamentals/{symbol}`, `analysts/{symbol}`, `insiders/{symbol}`, `company-data/{symbol}`, `news/{symbol}` - `history/{symbol}`, `fred/{seriesId}`, `treasury/auctions`, `bonds/etf/{symbol}`, `bonds/trace/aggregates`, `bonds/trace/sentiment` ## Authentication API access uses bearer keys (`Authorization: Bearer oas_live_...`). Broker credentials for live-chain calibration are passed via per-request headers (`X-Broker-Type`, plus a credential header) and never persisted server-side. ## Rate limits Bearer keys are rate-limited per minute and per day, with separate buckets for cheap (closed-form) and expensive (Monte Carlo / FFT / PDE) compute. Bursts above the cap return HTTP 429 with `retry_after` and `bucket` fields on the error body.