Quantify Your Edge.
Control Your Risk.

Institutional-grade options data, 0DTE analytics, and historical backtesting—designed for quants and built for automation.

View API Docs Pricing

Used By

Those who trade on probabilities, not predictions

Quantitative Traders

Quant Traders

Algorithmic systems that require reliable data access and statistical edge verification

Proprietary Traders

Prop Traders

High-performance traders who need precision analytics for rapid decision making

Fund Managers

Fund Managers

Portfolio managers leveraging data-driven strategies for systematic risk management

Core Features

Real-Time Options API

Real-Time Options API

Built for low-latency, 0DTE strategies with high-frequency updates and minimal processing overhead.

Historical Backtesting Engine

Historical Backtesting Engine

Full-stack access to years of options data for comprehensive strategy validation and refinement.

Quantitative Signals

Quantitative Signals

Advanced metrics including Greeks, IV rank, delta decay, and probability cone analysis for informed decision-making.

Automation-First Design

Automation-First Design

Pipeline-friendly architecture optimized for models and bots with consistent data structures and error handling.

Institutional-Grade Feeds

Institutional-Grade Feeds

Tick-level, normalized, and clean data sources that meet the standards required by professional trading operations.

Strategy Optimization

Strategy Optimization

Advanced algorithms that identify optimal entry/exit points and position sizing for various market conditions and risk tolerances.

Use Cases

0DTE Flow Strategies

Test 0DTE Flow Strategies

Develop and backtest same-day expiry options strategies with real-time flow data and low-latency execution signals optimized for high-frequency environments.

Statistical Arbitrage

Build Statistical Arbitrage Bots

Create automated trading systems that identify and exploit statistical inefficiencies between related options contracts, volatility surfaces, and term structures.

Market Scanning

Scan for Skew, IV Crush, or Gamma Pivots

Implement custom scanners that detect volatility skew anomalies, impending IV crush events, and potential gamma hedging zones where market participants face exponential exposure.

Historical Regression

Run Historical Regressions on SPX/SPY

Perform detailed statistical analysis on index options historical data to identify patterns, correlations, and market inefficiencies that drive edge in systematic options strategies.

Pricing

Transparent. Scalable. Aligned with Volume.

Plan Tier Ideal For Includes Pricing Model
Starter Solo quants, indie devs
  • Limited data window (1 year)
  • Real-time 0DTE feed (SPX/SPY)
  • Backtesting up to 10k requests/mo
 Starting at $99/mo or per-request
Professional Active algo traders, small teams
  • Full historical access (5+ years)
  • Expanded symbols
  • Up to 100k API requests/mo
 Usage-based + seat-based pricing
Institutional Funds, platforms, hedge desks
  • Dedicated infrastructure
  • Unlimited requests
  • Priority support
 Custom quote only