Private beta · Q3 2026

Real-time options analytics,
powered by proprietary models.

Filtered alert streams, dealer gamma exposure, and aggressor premium tracking — proprietary formulas turned into a focused suite of analytical widgets. Three tools today, more on the way.

Three tools today. More on the way.

Each tool applies a distinct analytical lens to live options activity. Click through for a demo on sample data. New detectors and visualizations in active development.

01

Alert Stream

Filtered options activity surfaced as a live alert tape. Multi-factor rules highlight block prints, sweeps, repeated activity, and shifts in open interest.

View demo →
02

Gamma Profile

Dealer gamma exposure by strike, computed live from our matched-trade dataset and contract reference data. Identifies call/put walls and zero-gamma flips.

View demo →
03

Sweep Premium

Aggressor-side premium flow tracked through the session. Separates call premium, put premium, and net pressure to visualize directional positioning intraday.

View demo →

How it works

A simple pipeline that does a lot of work in the middle.

01 · INGEST

Live market data

A continuous stream of options trade and contract activity feeds the pipeline as the market generates it.

02 · COMPUTE

Proprietary formulas

Our matching engine, gamma exposure model, and aggressor classifier turn raw activity into alerts and visualizations. Every output is confidence-scored.

03 · DELIVER

Act in real time

Updates land within milliseconds of the underlying event so you see meaningful flow as it builds — not minutes after the fact.

Methodology

Transparency about what we compute, and how.

What we compute, and how

  • Trade matching. Our engine groups split prints into logical orders using a proprietary time-and-size matching window.
  • Gamma exposure. Computed strike-by-strike using a Black-76 forward-based pricing model and our matched-trade dataset.
  • Aggressor classification. Each trade is classified call-side / put-side / neutral via NBBO-relative pricing with confidence scoring on every classification.
  • Alert filtering. Alert Stream applies our proprietary multi-factor rules across size, premium, contract characteristics, and order-flow shape.
  • Forward derivation. Per-expiration forward prices are computed from put-call parity regression across the liquid strike chain.
  • Confidence scoring. Every output carries a 0–1 confidence score — never a binary classification.

Get in touch

QuantForge is in private beta with select partners. We're looking to talk to data providers, RIAs, and fintechs building options-aware products.

support@thequantforge.com