Volatility data and research tools powered by a market-maker-grade fitting and pricing engine
Stage
Established
Not given
Founded
2021
Not given
Based in
US
US
Pricing model
Freemium
Freemium
Pricing
Level 1 membership: $25 per month with annual plan. Level 2 membership available with analyst-curated alerts and additional features; remaining Level 1 subscription can offset part or all of first month of Level 2.
Free sample plan with no card required. Retail subscription available for individual personal use in the United States with daily limits on API credits. Institutional plans available at contact pricing for any business use with annual licenses invoiced monthly via ACH or wire. Higher-frequency data
Key features
Monitors 24 catalyst event types across 6,300 stocks
5-year historical backtests with price reaction patterns
Real-time SEC filing and news monitoring with AI classification
Customizable alerts and watchlists for portfolio monitoring
Entry and exit point recommendations based on historical patterns
Analyst-curated trade ideas for Level 2 members
SMS alerts for premium events
Fitted volatility surfaces with bid-ask-weighted curves across every expiration
Accounts for American-style options with early exercise, discrete dividends, and implied borrow rates
One-minute granularity historical data across 140+ symbols spanning 10 years
Realized volatility calculations from 385 intraday returns per day
LevelFields™
OptionSpace