OptionsWorld
Derivatives, quantified.
A research-grade options portal. Live chains, multi-leg strategy P&L, portfolio Greeks, and ML-driven volatility forecasts — GARCH for vol, LSTM for sequences, Monte Carlo for realistic probability of profit.
Options Chain
Live chains with IV, Greeks, volume, open interest.
Strategy Builder
Multi-leg payoff diagrams with mark-to-model P&L.
Greeks Dashboard
Portfolio-level delta, gamma, theta, vega exposure.
Paper Portfolio
Track positions, cash, and realized/unrealized P&L.
Volatility Surface
IV by strike × expiry, IV rank/percentile.
Screener
Filter contracts by IV, premium, probability of profit.
ML Forecasts
GARCH, LSTM, ARIMA, Prophet, Monte Carlo.
Library
Delta Lake document repository with vector search.
Research Assistant
RAG over the library plus Exa web search.
Learn
Strategy explainers, Greeks intuition, payoff diagrams.
A note on ML
Honesty beats hype.
This portal uses ML where it actually adds signal: GARCH for volatility (mean-reverts, forecastable) and Monte Carlo with GARCH vol for probability of profit. LSTM is included for price sequences but reported alongside an ARIMA baseline — if LSTM doesn't beat it on held-out data, you'll see it. No "AI says buy" buttons.