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Optionomics
For options writers

Sell premium.
Know what you sold.

Selling premium pays until the day it does not. What matters is where implied volatility sits against its own history, what the skew is charging, and which level the flow will defend — all three, before you write the contract.

Delta opens the analytics · Vega adds backtests

One chain, one session
640 630 620 610 600 590 580 570 Spot 604 Strike Sep 05 Sep 19 Oct 17 Jan 27 Open interest high
Strikes down, expiries across. Everything you price is a reading of this grid.
Vol
Is it actually rich?

Rich compared to what?

An implied volatility of 42 means nothing on its own. It means something against where this symbol has traded, at this tenor, in this regime.

Percentiles, not levels.

Every reading on the platform is measured against the symbol's own record — fifteen years of it — so "elevated" is a claim with a distribution behind it rather than a feeling. Term structure says whether the richness is at your tenor or somebody else's, and skew says which side is paying for it.

See the analytics
Where a print sits in each symbol's record
$10M print Index · SPY 62nd percentile — an ordinary afternoon Small cap 99.8th percentile — the largest it has seen $100K $1M $10M $100M Premium, log scale · trailing 60 sessions
Skew and term structure
What each side is being charged and at which tenor, daily and across the whole history.
Walls and max pain
Where open interest concentrates, and the level the chain has a reason to defend into expiry.
Dealer exposure
Gamma and delta exposure across strikes, so you can see where a hedge will amplify a move rather than absorb it.
The volatility surface
The whole thing at once, and the same view for any prior session.

Write it with the distribution in front of you.

Delta opens the analytics, the history and the builder. Gamma adds the live tape and the alerts that watch your levels.

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