Gamma Exposure dashboards, volatility surface construction, and real-time scenario shock tools — the infrastructure institutional desks use, now accessible to independent traders.
Institutional desks have had real options analytics for years. Independent traders have had retail charting platforms and gut feel. That gap closes here.
Gamma Exposure data exists, but piecing together dealer positioning across strikes and expiries by hand is a full-time job.
Knowing a strike is "expensive" is not enough. You need the full surface — SVI or SABR calibrated — to see where mispricing actually lives.
Running a "what if spot drops 8% and vol spikes 6 points" scenario shouldn't take thirty minutes and a Python script.
Your flow anomaly detection, your backtesting, and your risk overlay are three separate tools with no shared language.
Institutional-grade options analytics. Built on the same frameworks used at equity vol desks, now available as a standalone subscription.
Free, no login required. For the moments between trades when you need a quick quantitative sanity check.
Years building vol models at HSBC and AXA
Per month for full Gamma Quant access — no desk licence required
Automatic Adjoint Differentiation for fast Greeks — same as the banks use
Black-box scores — all model outputs show their reasoning
"The vol surface tools I spent years building at HSBC — I'm rebuilding them here, properly, for everyone who doesn't have a Bloomberg terminal."Youssouf Kerzika, Founder — formerly XVA Rates & FX, HSBC
Join the Gamma Quant waitlist. We'll notify you the moment options analytics goes live.
Join the Waitlist