Options Analytics · v2

Black-Scholes
Suite.

Live market data, a 3-D volatility surface, full Greeks, and multi-leg strategy construction. Server-rendered, typed end-to-end, built for the browser.

  • Live chains. CBOE delayed quotes — no auth, full chain in one call.
  • 3-D vol surface. Moneyness × time × IV, with smile and 25Δ skew breakout.
  • Net Greeks. Δ, Γ, Θ, ν aggregated across every leg.
  • Typed end-to-end. Next.js 15, TypeScript, server-rendered routes.