Trading Lab
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Trading Lab

Quantitative trading strategies, experiments, and analysis tools.

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Option IV Smile

Live implied volatility smile & term structure โ€” real-time IV across strikes and months with BSM computation.

LiveIV
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Option Prices

Live option chain data โ€” prices, Greeks, volume for all contract months.

Live
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Option Price Estimator

Pick options and see estimated price vs underlying โ€” actual diff vs BSM.

BSM
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Contract Comparison

Compare option price curves across strikes and months โ€” find calendar spread opportunities.

Spread
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Diagonal Spread

Diagonal spread analysis โ€” Greeks, delta shift, scenario analysis.

SpreadGreeks
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IV Data

Historical IV database โ€” daily summaries, 5-min intraday IV curves, peak/trough analysis.

History5-min
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Bollinger Bands

Price analysis using Bollinger Bands with standard deviation channels.

Technical
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Experiments

Quantitative experiments and backtests โ€” BSM accuracy, IV prediction, strategy validation.

ResearchBacktest