Bold & Differentiated

Go beyond the standard bell curve. Our patent-pending IV + Time Risk Model overlays filtered historical price behavior onto the risk profile—replacing theoretical assumptions with real-market data. By combining implied volatility, time decay, and past return analysis, it offers a forward-looking view of risk and helps identify trades with consistent positive expectancy while filtering out statistically weak setups.

Visualize how implied volatility skew evolves across expirations to uncover structural pricing inefficiencies. Identify optimal term selection for strategy alignment—and detect potential price reversals driven by skew dislocations.

Identify mispriced options—both overpriced and underpriced—relative to each other across strikes and expirations. Ideal for constructing time spreads, ratios, and multi-leg strategies where relative value drives edge.

Evaluate trade performance over historical price moves using two modes:
• Auto Backtesting runs your current setup across preset scenarios to reveal directional bias, risk exposure, and profitability.
• Assisted Backtesting lets you build trades with a single click—streamlining manual daily review while preserving strategic control. Accelerate idea validation without sacrificing precision.

Monitor realized and unrealized gains at both the individual trade and portfolio level. Designed to help manage smaller trades within complex books and maintain clarity across strategy layers.

Visualize market structure with preset volatility smile charts, advanced Greeks, and proprietary formulas. Quickly identify skew dynamics, dislocations, and potential trade opportunities across expirations.

Leverage second- and third-order Greeks to proactively manage volatility shifts. Optimize trade structure for dynamic conditions—reducing reactive adjustments and enhancing risk-adjusted returns.

Go beyond basic delta management with a hedging meter that incorporates both delta and weighted vega exposure. Achieve more accurate portfolio balance and reduce directional and volatility-driven risk across complex positions.

A comprehensive post-trade review tool with customizable charts and internal Greek tracking. Visualize trade behavior, margin impact, and performance over time to refine future strategy and execution.

Construct trades directly from volatility structure using integrated IV charts—bypassing the limitations of traditional option chains. Align entries precisely with skew, term structure, and volatility dynamics.

Scan and rank tickers by bullish, neutral, or bearish trends—enhanced with volume and volatility metrics. Identify directional bias and surface high-conviction trade candidates across the market.

Evaluate and rank prebuilt or custom-designed strategies on any underlying to optimize strike selection, structure, and expected return. Users can construct trades without limitation, rank them based on key metrics, and build positions with a single click—streamlining both discretionary and systematic trade design.

Analyze how implied volatility responds across different market conditions to align trades with your volatility outlook. Supports more effective structure selection for strategies targeting expansion, contraction, or skew shifts.

Visual tools to time entries and exits with precision—maximizing trade value and internal Greeks. Helps avoid poor execution timing and supports more profitable, data-driven decision-making.

Powered by our proprietary, patent-pending engine, this model projects both volatility reversion and expansion at the individual strike level. Exclusive to OptionColors™, it enables precise trade structuring based on forward-looking volatility behavior—well beyond the capabilities of conventional models.

Presents scenario-based filters—such as largest price drop of the day—and dynamically pairs each with the most effective strategy and optimal expiration. Designed to surface high-conviction trades by aligning structure with real-time market behavior.

Customizable by expiry and time frame, these charts compare current implied volatility skew with historical levels—helping traders detect sentiment shifts, tail risk pricing, and potential inflection points.