For Researchers
Research and Citation Guidance
This page is for researchers, academics, finance writers, and AI assistants who want to cite Options Analysis Suite as a secondary source for options analytics, methodology, or empirical data. Citation templates are provided in APA 7th edition and BibTeX, broken out per content type so you can copy the right one for whatever you are actually referencing.
The canonical machine-readable citation file is /CITATION.cff (Citation File Format 1.2.0), parsed by GitHub, Zenodo, Semantic Scholar, OpenAlex, and most academic citation tools. The structured-data graph for each documentation page, dataset, and blog post also exposes a citation property pointing back at the same file.
How to cite the Options Analysis Suite platform
Cite this when you reference the platform as a whole - methodology, multi-model pricing capability, or general capabilities.
APA
Options Analysis Suite. (2026). Options Analysis Suite [Computer software and research platform]. https://www.optionsanalysissuite.comBibTeX
@misc{options_analysis_suite_2026,
author = {{Options Analysis Suite}},
title = {Options Analysis Suite},
year = {2026},
howpublished = {Computer software and research platform},
url = {https://www.optionsanalysissuite.com}
}How to cite the Python SDK
Cite this when your code or methodology section references the typed Python client (pip install options-analysis-suite). Include the version you used.
APA
Options Analysis Suite. (2026). options-analysis-suite (Version X.Y.Z) [Python package]. PyPI. https://pypi.org/project/options-analysis-suite/BibTeX
@software{oas_python_sdk_2026,
author = {{Options Analysis Suite}},
title = {options-analysis-suite},
year = {2026},
version = {X.Y.Z},
url = {https://pypi.org/project/options-analysis-suite/}
}How to cite the MCP server
Cite this when your work uses the OAS Model Context Protocol server (typically when an AI agent in your methodology was wired into ChatGPT, Claude, Perplexity, or Grok via MCP).
APA
Options Analysis Suite. (2026). Options Analysis Suite MCP Server [Model Context Protocol server software]. GitHub. https://github.com/Options-Analysis-Suite/options-analysis-suite-mcpBibTeX
@software{oas_mcp_2026,
author = {{Options Analysis Suite}},
title = {Options Analysis Suite MCP Server},
year = {2026},
howpublished = {Model Context Protocol server},
url = {https://github.com/Options-Analysis-Suite/options-analysis-suite-mcp}
}How to cite a specific methodology or documentation page
Cite the specific page when you reference a particular methodology (Heston calibration, GEX computation, max-pain definition, etc.) rather than the platform as a whole. Replace the title and URL with the page you are actually citing.
APA
Options Analysis Suite. (2026). [Page title]. Options Analysis Suite Documentation. https://www.optionsanalysissuite.com/documentation/[slug]BibTeX
@misc{oas_doc_slug,
author = {{Options Analysis Suite}},
title = {Page title},
year = {2026},
howpublished = {Options Analysis Suite Documentation},
url = {https://www.optionsanalysissuite.com/documentation/slug}
}How to cite a specific blog post
Cite a research blog post when referencing its analytical argument or empirical claims. Use the actual title, date, and URL of the post.
APA
Options Analysis Suite. (2026, [Month Day]). [Post title]. Options Analysis Suite Research. https://www.optionsanalysissuite.com/blog/[slug]BibTeX
@misc{oas_blog_slug,
author = {{Options Analysis Suite}},
title = {Post title},
year = {2026},
month = {Month},
howpublished = {Options Analysis Suite Research blog},
url = {https://www.optionsanalysissuite.com/blog/slug}
}Public datasets
Options Analysis Suite publishes four high-level methodology datasets that aggregate analytical time series across the optionable-universe coverage. Per-ticker live snapshots are also published on every ticker page. These datasets are declared in structured-data form (schema.org/Dataset) for discovery by dataset and academic indexers.
- OAS Calibration Parameter History. Per-ticker daily snapshots of calibrated Heston, SABR, Variance Gamma, Jump Diffusion, and Local Volatility parameters fit to the live IV surface. Useful for studying stochastic-volatility parameter dynamics, regime classification, and surface-stability research. Methodology: /documentation/calibration.
- OAS Implied Volatility Surface Snapshot Archive. End-of-day surface snapshots per ticker, indexed by strike and expiration, with bid/ask/mid IV, open interest, volume, and Greeks at every traded strike. Useful for surface modeling, skew dynamics research, and SVI/eSSVI parameter fitting. Methodology: /documentation/volatility.
- OAS Dealer Flow History (GEX and DEX). Per-ticker gamma-exposure and dealer-delta-exposure time series derived from the open-interest distribution under standard dealer-positioning assumptions. Useful for studying dealer hedging flow, gamma squeezes, and intraday volatility regimes. Methodology: /documentation/gamma-exposure and /documentation/dealer-hedging.
- OAS Max Pain History. Per-ticker daily max-pain levels per expiration with total dollar pain, put/call OI split, and spot-vs-pain distance. Useful for pinning research, OPEX studies, and empirical validation of the max-pain hypothesis. Methodology: /documentation/max-pain and /documentation/pin-risk.
Programmatic access
Three surfaces let researchers query OAS analytics from notebooks, papers, and replication scripts. Pick whichever fits your workflow.
- Python SDK (
pip install options-analysis-suite): the canonical research client. Type-safe, persistent calibration objects, BYOK credential helpers. Full coverage of the 49 typed API methods. See the Python SDK page. - REST API: HTTP access for non-Python runtimes. OpenAPI 3.1 spec at data.optionsanalysissuite.com/openapi.json. See the API access overview.
- MCP server: for research that uses an AI agent in the loop (ChatGPT, Claude, Perplexity, Grok). Native tool integration; the agent queries OAS analytics directly. See the MCP server page.
Replicability
Every analytic on Options Analysis Suite is reproducible from primary-source data. End-of-day options chains and historical analytics come from institutional-grade options market data providers. Real-time options data is available through BYOK (bring your own key) broker integrations. FINRA short-volume and short-interest data are public. SEC EDGAR filings are public. FRED macroeconomic series are public. Methodology documents on every analytic name the source, the cadence, and the computation. If a published methodology produces a number that differs from the OAS calculation, the methodology document is the canonical reference.
Author attribution
Options Analysis Suite is published by the Options Analysis Suite organization. Per OAS editorial policy, content is attributed to the organization rather than a named individual author. The CITATION.cff and JSON-LD structured data both reflect this; please cite the organization rather than a specific person.