Welcome to OptionStrat AI
OptionStrat AI is a comprehensive platform for analyzing and simulating American-style financial options. Built for retail investors, institutional traders, and options professionals, it combines advanced quantitative models with artificial intelligence to provide deep insights into options strategies.Get Started
Set up OptionStrat AI and run your first strategy simulation
Core Features
Explore the platform’s powerful features
API Reference
Integrate OptionStrat AI into your applications
Technical Reference
Deep dive into the architecture and models
Key Features
OptionStrat AI goes beyond typical options calculators by fusing quantitative finance, real-time market data, and AI-powered analysis.Real-Time Options Chain
Live data from Yahoo Finance including bid/ask spreads, volume, open interest, and implied volatility
Interactive Strategy Builder
Build complex multi-leg strategies with stocks and options, including covered calls, iron condors, and custom spreads
Dynamic P&L Heatmap
Visualize profit and loss across price movements and time decay using Black-Scholes-Merton pricing
AI Portfolio Analyst
LLM-powered analysis that interprets your Greeks, market sentiment, and insider trading activity
Market Sentiment Analysis
Algorithmic sentiment scoring from FinViz news using VaderSentiment NLP
Strategy Recommender
Intelligent recommendations based on market outlook, risk profile, and probability of profit
What Makes It Different
OptionStrat AI is designed specifically for American-style options with early exercise capabilities, using advanced pricing models that account for dividends and time-varying volatility.
Quantitative Precision
The platform implements multiple pricing models:- Black-Scholes-Merton for European-style approximations and Greeks calculation
- Binomial trees (Cox-Ross-Rubinstein) for American option valuation
- Trinomial trees for faster convergence and higher accuracy
AI-Powered Insights
Unlike traditional calculators that just show numbers, OptionStrat AI’s LLM analyst:- Interprets your portfolio Greeks in plain language
- Combines technical analysis with market sentiment and insider trading signals
- Warns you about hidden risks like negative gamma exposure or accelerated theta decay
- Provides actionable recommendations based on your specific position
Real Market Context
Every analysis incorporates:- Recent news headlines with sentiment scoring
- Insider trading activity (13F filings via YahooQuery)
- Analyst price targets and recommendations
- Volume and open interest for liquidity assessment
Architecture Overview
FastAPI Backend
Asynchronous Python backend handling data ingestion, quantitative calculations, and AI orchestration
React Frontend
Modern React 18 application with Zustand state management for real-time updates and smooth interactions
Quantitative Engine
NumPy and SciPy-powered calculation engine for Greeks, heatmaps, and pricing models
Use Cases
Retail Traders
Retail Traders
Analyze covered calls, protective puts, and spreads before placing trades. Understand your risk exposure with visual heatmaps and AI-guided insights.
Options Sellers (Theta Gang)
Options Sellers (Theta Gang)
Find high-probability credit spreads and iron condors with the strategy recommender. Filter by liquidity, days to expiration, and probability of profit.
Portfolio Managers
Portfolio Managers
Hedge equity positions with options overlays. Simulate complex multi-leg strategies and stress-test under different volatility scenarios.
Quantitative Researchers
Quantitative Researchers
Access pricing models and Greeks calculations via the API. Build custom trading systems on top of OptionStrat AI’s infrastructure.
Get Started
Quickstart Guide
Install and run OptionStrat AI in under 5 minutes