Advanced Stock Options Analysis & Insights for Traders and Investors

Our platform provides comprehensive historical data for both equities and options, with coverage extending back to 20 years. The exact timeframe varies by instrument, but you'll have access to the depth needed for thorough backtesting and analysis.

We offer real-time live data feeds with no delays, ensuring you have the most current market information for timely trading decisions and accurate strategy execution.

DIP stands for Dynamic Implied Probability, an advanced analytical framework that tracks the evolution of implied probability distributions over time. Unlike traditional models that rely on volatility surfaces, DIP uses the first four moments (mean, standard deviation, skewness, and kurtosis) of the implied distribution to capture option chain dynamics. This approach is particularly effective for short-maturity options, including 0DTE (zero days to expiration), as it eliminates the need for time-dependent volatility decay and provides a more intuitive understanding of market-implied risk.

The Backtesting Lab supports Python, C#, and JavaScript, allowing you to write and test trading strategies in the language you're most comfortable with. All languages have direct access to our historical datasets for seamless strategy development.

Yes, the Backtesting Lab integrates seamlessly with both our historical datasets and live data feeds. You can develop strategies using historical data, then validate them in real-time market conditions before deploying. Our live feeds include real-time Greeks and DIP analytics alongside price data for complete market analysis.