Options Analysis Suite Pricing: Free, Professional, and API Tiers

Three tiers, scoped to different uses: free for ad-hoc Black-Scholes pricing and core analytics, Professional for the full 17-model surface and the strategy builder, API for programmatic access through REST, WebSocket, and the Python SDK. End-of-day options data from institutional-grade providers is included on every tier; real-time chains are available through BYOK (bring your own key) integrations with supported brokers and data providers across Professional and API tiers.

Free Plan

Black-Scholes pricing with all 17 Greeks, the standalone calculators suite, the per-ticker analytics surfaces (max pain, gamma exposure, IV vs HV, options chain, expected move), the screener leaderboards, and institutional-grade end-of-day chains. No credit card required. The free tier is intended for traders who want a deep look at a single name or a quick read of the broader market without the multi-model pricing surface.

Professional Plan

Everything in Free plus the full 17-model pricing surface: Heston, Monte Carlo, Jump Diffusion, SABR, Variance Gamma, Local Vol, Binomial, FFT, PDE, and seven exotic models (Asian, Barrier, Lookback, Digital, Compound, Chooser, Multi-Asset). Adds 3D volatility surfaces, GPU-accelerated Monte Carlo, the multi-leg strategy builder with 45+ pre-built structures, the gamma exposure dashboard, the FFT scanner, the AI-assistant integrations (Claude, ChatGPT, Perplexity, Grok), and access to the BYOK real-time quote layer via Tradier, tastytrade, and supported data vendors. 14-day free trial; cancel anytime from the account page.

API Tier

REST and WebSocket API plus the Python SDK for programmatic access to all 17 pricing models - 10 standard (Black-Scholes, Heston, Monte Carlo, SABR, Local Vol, Jump Diffusion, Variance Gamma, Binomial, FFT, PDE) and 7 exotic-options models (Asian, Barrier, Lookback, Digital, Compound, Chooser, Multi-Asset) - all 17 Greeks, auto-calibration of Heston/SABR/Variance Gamma/Jump Diffusion/Local Vol against the live surface, Greek exposure analytics, market regime detection, and real-time WebSocket streaming of intraday quotes through your BYOK broker credentials. The API tier also unlocks programmatic access to the full market and regulatory data layer: historical prices, FINRA short data, SEC EDGAR filings, the economic / IPO / dividend / split calendars, FRED series, and Treasury data.

How BYOK Real-Time Data Works

The platform's analytics engine is data-source agnostic, but real-time options data carries upstream licensing constraints that prevent broad redistribution. The platform handles this by letting Professional and API users connect their own broker credentials (Tradier, tastytrade, or supported data vendors) so the live chain streams to their session under their own data agreement. The platform never sees your broker password. On the Professional web app the broker token stays in your browser; on the API tier it stays with your own API client. In both cases it reaches our servers only as a request header (or, for streaming, in the initial WebSocket auth message) to fetch the chain you asked for, and is not written to database storage by default. Professional and API accounts may separately opt in to encrypted credential storage so AI assistant integrations can fetch live data on their behalf. Credentials can be rotated or revoked from the account page at any time. Without BYOK, you still get institutional-grade end-of-day chains - which is enough for research, modeling, and backtesting, but not for sub-day position sizing.

Frequently Asked Questions

Is the options calculator free?

Yes. The Free plan covers Black-Scholes pricing with all 17 Greeks, options chain analysis, and end-of-day market data for the major US equity indexes and ETFs. No credit card is required to access the Free plan, there is no time limit, and there are no usage caps on the included surface; it remains free indefinitely. Free users get the same end-of-day snapshot data that Pro users see, just without the multi-model surface, AI integrations, and streaming endpoints.

What pricing models are included in the Pro plan?

Pro includes 17 pricing models: Black-Scholes, Heston, SABR, Local Volatility, Monte Carlo, Variance Gamma, Jump Diffusion (Merton, Kou, Bates), Binomial trees, PDE, FFT, plus the seven exotic-option models: Asian, Barrier, Lookback, Digital, Compound, Chooser, and Multi-Asset. Every model produces all 17 Greeks, including the higher-order vanna, charm, vomma, color, and ultima sensitivities. Pro also unlocks the model-divergence views, calibrated 3D IV surfaces, the FFT scanner, the morning report, and the AI-integration surfaces.

How many Greeks does Options Analysis Suite calculate?

All 17 Greeks across every pricing model: Delta, Gamma, Theta, Vega, Rho, Lambda, Vanna, Volga (Vomma), Charm, Veta, Speed, Zomma, Color, Ultima, Dual Delta, Dual Gamma, and Phi. The Greeks are computed analytically from the Black-Scholes formula by default; for stochastic-volatility, jump, and Lévy models, Greeks come from Fourier inversion, pathwise or likelihood-ratio Monte Carlo, or finite-difference grids on the PDE. Each Greek is exposed per-strike, aggregated per-position, and aggregated to the chain level for dealer-flow analytics like GEX, DEX, and net vega exposure.

Is there a free trial for the Pro plan?

Yes. Pro includes a 14-day free trial with full access to all 17 models, the AI assistant integrations (Claude, ChatGPT, Perplexity, Grok), the GEX dashboard, the FFT scanner, portfolio analytics, market-regime detection, and the MCP server. The trial is the risk-free evaluation window for the web app: cancel any time before day 14 from the billing portal and no charge is processed. The API tier is billed separately and does not include a trial; see the refund-policy question below for the API tier specifics.

What is the refund policy?

The web-app Pro subscription includes a 14-day free trial as the risk-free evaluation period; subscription fees are non-refundable after that window, and cancellations take effect at the end of the current billing period rather than immediately. The API tier is billed separately and is non-refundable once the subscription starts, including unused time in the billing period and subscriptions where no API key has been issued or used. Documented exceptions cover billing errors, duplicate charges, extended outages, and where required by law. Full terms are at /legal/refund.

Can I switch between Pro and the API tier?

Yes. Users can switch between Pro and the API tier from the billing portal. Upgrading from Pro to API extends access to include REST endpoints and WebSocket streaming and is reflected at the start of the next billing cycle. Downgrading takes effect at the end of the current billing period rather than immediately, so users retain paid access for the remainder of what they have already been billed for. The API tier is non-refundable once started, so all plan changes are forward-looking; no mid-cycle credits are issued for switching tiers.

Can I cancel or downgrade?

Yes, from the account page. Subscription cancellations take effect at the end of the current billing period; you keep paid-tier access until then. Downgrades to the free tier preserve your account state, saved analyses, and the broker credentials held in your own browser, so you can re-upgrade later without re-onboarding. A broker credential you opted in to storing on our servers is deleted once your account has neither a current subscription nor complimentary Pro-tier-or-above access; a subscription with a failed payment or a pause still counts as current, and the privacy policy at /legal/privacy has the full retention terms.

What asset classes does the platform cover?

Approximately 2,000 optionable US equities and ADRs, 200+ ETFs spanning broad-market, sector, factor, and bond categories, the major US equity indexes (SPX, NDX, RUT, VIX), E-mini equity-index futures (ES, NQ, RTY, YM), the most-liquid crypto pairs that have listed options markets (BTC and ETH and others as their listed-options markets mature), the major forex crosses, and approximately 350 closed-end funds. Coverage scales nightly with the optionable universe; the platform adds new tickers automatically when listed-options data becomes available.

How fresh is the options data?

Snapshots are computed end-of-day from authoritative venue feeds and refresh after the 4:00 PM ET market close, typically available by 5:30 PM ET. Per-ticker pages reflect the most recent settlement; the morning report aggregates the overnight data with macro, earnings, and economic-calendar context. Free plan data is the same EOD snapshot as Pro. Authenticated API-tier users with their own BYOK (bring your own key) credentials from supported brokers and data providers can stream intraday chain updates via the WebSocket endpoint (Schwab streaming requires a Schwab app approved for Accounts and Trading).

Does the Professional plan include real-time data?

The Professional plan includes the access layer to the real-time quote stream, but the upstream data itself flows through your BYOK broker credentials. There is no second monthly fee from this platform for that flow; the broker's own data agreement (typically free for their account holders) governs the real-time licensing.

What are the API rate limits?

The API tier limits each user, across all of their API keys, to 120 requests per minute on data endpoints (/v1/data) and, separately, 120 per minute on compute endpoints (/v1/compute). Compute also runs within concurrency caps: up to 6 light calculations at a time (Black-Scholes, binomial, exposure, max pain, expected move) and 2 heavy ones (Monte Carlo, PDE, Heston and the other advanced models), with one calibration job at a time and at most 500 calibrations per day, resetting at midnight UTC. A request over a per-minute limit or the daily calibration quota gets a 429 response giving the time until it can retry; one over a concurrency cap gets a 429 asking it to wait for a running job to finish. WebSocket streaming allows up to 5 concurrent sessions of up to 50 symbols each. The REST and WebSocket endpoints are part of the API tier; Pro subscribers use the web app and the MCP server.

Is the MCP server included with Pro and API plans?

Yes. The MCP (Model Context Protocol) server is available on Pro and API tiers and lets AI assistants like Claude, ChatGPT, Perplexity, and Grok query the platform directly via MCP-compatible clients. The server exposes 44 tools covering option chains, IV surfaces, Greek and dealer-positioning history, screeners, market regime, regulatory data, recall of saved pricing runs and calibrations, and, on Pro and above, a live options chain, live dealer positioning and live strategy scans from a connected broker and Black-Scholes pricing from explicit inputs. The other pricing models, calibration and multi-model runs are available over the REST API and the Python SDK. Authentication uses your Options Analysis Suite account (OAuth sign-in, or email and password); no separate API key is required. Setup instructions are at /developers/mcp and the public mirror at github.com/Options-Analysis-Suite/options-analysis-suite-mcp.

Does the platform include AI assistant integrations?

Pro and API plans include the AI assistant integrations: Claude, ChatGPT, Perplexity, and Grok. The integrations let you ask natural-language questions about any ticker, model, or screener and receive grounded answers with references back to the underlying analytics. The free Volatility & Skew Tutor GPT covers educational topics outside this scope.

What payment methods are accepted?

All major credit cards (Visa, Mastercard, American Express, Discover) and Apple Pay are accepted, processed through Stripe with end-to-end encryption and PCI-DSS-compliant tokenization. Annual plans are discounted relative to monthly billing; the discount is shown explicitly on the pricing page. International billing is supported in USD; local-currency conversion and any associated FX fees are handled by the user's card issuer. Receipts are emailed automatically and downloadable from the billing portal.