Institutional-grade
options analytics.
Price and analyze options, map GEX and key chain levels, identify volatility and market regimes, and construct, rank and explain multi-leg strategies through one versioned API. Built for scanners, trading systems, research workflows and customer-facing platforms—from self-serve to dedicated deployments.
{
"option_type": "put",
"exercise_style": "american",
"pricing_model": "auto",
"spot": 100, "strike": 105,
"time_to_expiry_years": 0.25,
"risk_free_rate": 0.05, "dividend_yield": 0.02,
"volatility": 0.25
}{
"result": {
"price": 7.5428,
"pricing_model": "bjerksund_stensland_2002",
"model_version": "bjerksund_stensland_2002/1"
},
"metadata": {
"api_version": "v1",
"engine_version": "0.38.9",
"fcu_charged": 70,
"fcu_schedule_id": "fcu-schedule-1"
}
}Built for the way you trade, build and scale.
Research a strategy, automate a workflow or power a customer-facing product with the same proprietary analytics. Scale the deployment without changing the integration or the results.
Research and automate a strategy
Use consistent pricing, implied volatility, Greeks, GEX, regimes and spread metrics across scanners, backtests, alerts and live trading tools.
Build products for serious traders
Add options analytics through one versioned API, with ordered batches, typed failures and model provenance built into every response.
Choose your deployment boundary
Scale shared capacity, reserve a dedicated cluster or license the FerroRisk library in-process for workloads with stricter throughput, network, audit or support requirements.
From typed inputs to traceable results.
Send typed inputs
Spot, strike, expiry in years, rates as continuously compounded decimals, the model and exercise style. JSON or raw Protobuf, with equivalent semantics. One contract, or an ordered batch.
Predictable usage
A generous Free tier gives you room to build and test before paying. Every operation has a published compute cost, so you can see the total before execution, batch repeated work efficiently and stay within a fixed monthly budget.
Read the provenance
Every response names the API, engine and model version that produced it, plus the units charged and their schedule. The same numerical inputs and pinned model version produce deterministic numerical results.
Input outside a model's stated domain is a typed error, never a plausible number. Non-convergence and partial results are reported in the response, never smoothed into a value that looks converged.
One API for the full options workflow.
Move from a contract to a chain, from market state to a strategy, and from a single position to portfolio scenarios—without stitching together separate quant services.
Pricing + risk
European and American pricing, implied volatility, complete Greeks, fused analytics, dividends and explicit model selection.
Chain exposure
DEX, GEX, VEX, vanna and charm exposure, with strike and expiry walls, spot ladders and flip levels.
Volatility intelligence
Surfaces and smiles, de-Americanization, realized volatility, variance risk premium and local-volatility extraction.
Market-state signals
Multi-horizon volatility, jump and stress events, trend, regimes, coherence and anomaly signals.
Spread intelligence
Construct, screen and rank multi-leg strategies with probability of profit, expected value, stress loss and execution cost.
Portfolio scenarios
Aggregate positions, apply spot and volatility shocks and trace risk across books as market conditions change.
Proof gates around stable laws. Tests around the code.
The engines are built inside a research-to-runtime program that separates what is proved from what is measured, and says which is which.
310 Lean theorems and lemmas
Put-call parity, bounds, monotonicity and convergence behaviour are stated as theorems over the pricing mathematics and checked in CI with no admitted proofs in the recorded FerroRisk 0.38.4 evidence snapshot.
2,036 engine tests
Shipped numbers are checked against references the engine did not produce: arbitrary-precision computations and outside implementations, with recorded provenance and tolerances. The count is pinned to FerroRisk 0.38.4.
16 registered fuzz targets
Mutation testing, fuzzing, scalar-versus-SIMD agreement and performance budgets run fail-closed. A missing report is a failure, not a pass.
Honest boundaries
Proofs cover the model; tests cover the shipped code. Neither substitutes for the other, and the documentation records what is proved, on what, and what is explicitly not.
Read the engine's own account at ferrorisk.morphiqlabs.com/verification.
Start on Free. Add capacity when you ship.
Every plan returns the same models and numerical results. Upgrade for protected capacity, higher throughput, larger batches and more keys—not locked features.
Your workload. Your deployment boundary.
Choose a Dedicated Cluster when shared infrastructure does not meet your throughput, region, network, audit or support requirements. When no managed API boundary is acceptable, license the FerroRisk Library for in-process use.
Scale, Dedicated Cluster and the FerroRisk Library are offered on custom annual terms. Compare their deployment and commercial boundaries on the pricing page.
Tell us the workload.
We will map your operations, models and expected volume to the right self-serve or dedicated path—and tell you directly if Ferro is not a fit.
hello@morphiqlabs.comUseful to include
- Workload: single contracts, batches, or whole chains
- Models and exercise styles you need, and whether you carry discrete dividends
- Whether you bring your own inputs or need a future symbol-resolved mode
- Integration timeline