OptionsEdge-AI Option Analysis

OptionsEdge is a quantitative options strategy analyzer that identifies the highest-probability trades using real-time market data, institutional-grade pricing models, and a multi-dimensional scoring algorithm.
Enter any US equity ticker, set your directional bias and expiration window, and OptionsEdge does the rest. The engine fetches live option chains from CBOE, computes implied and historical volatility, detects upcoming catalysts (earnings, dividends, FOMC), and evaluates up to 29 distinct options strategies across every available expiration in your date range.
Each strategy is scored on six independent dimensions: Expected Return, Risk-Adjusted Return, IV/HV Analysis, Pricing Edge, Catalyst Awareness, and Technical Indicators. Results are ranked by a weighted composite score so you can objectively compare opportunities across different strategies and expiration dates.
KEY FEATURES:
Multi-Expiration Analysis — Evaluates all expirations within your date range, not just a single expiry. Different expiration dates often carry significantly different implied volatility, and OptionsEdge captures those opportunities automatically.
Three Pricing Models — Choose from Black-Scholes (European, fastest), Bjerksund-Stensland 2002 (American approximation), or Cox-Ross-Rubinstein Binomial (150-step lattice). Each model computes theoretical prices and Greeks for every contract.
29 Strategies — 10 bullish, 10 neutral, and 9 bearish strategies including spreads, butterflies, condors, straddles, strangles, calendar spreads, ratio backspreads, and more.
Granular Directional Bias — Select from Mildly, Moderately, or Extremely Bullish/Bearish, plus Neutral for sideways markets. Strike selection adapts to your conviction level — extreme bias targets deeper OTM contracts for higher-leverage plays.
Interactive P&L Analyzer — Visualize profit/loss at any date before expiration. Adjust stock price, days remaining, and implied volatility with intuitive sliders to model any scenario.
Catalyst-Aware Scoring — Earnings dates, ex-dividend dates, and FOMC decisions are automatically detected and factored into every strategy’s score.
Full Greek Analysis — Net delta, gamma, theta, and vega for every position. Analytical Greeks for Black-Scholes; finite-difference Greeks for American models.
Fully Configurable — Set risk tolerance, HV lookback window, trading level, expiration type filters (weekly/monthly/quarterly), and pricing model from the Settings panel.

IMPORTANT: OptionsEdge is an educational and analytical tool. It does not constitute financial advice, nor is it a recommendation to buy or sell any security. Options trading involves substantial risk and is not appropriate for all investors.
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