Monte Carlo simulation. SABR volatility surfaces. GARCH forecasting. Merton BSM Greeks through every code path. The same models institutional desks rely on — now accessible to serious retail options traders, with AI that turns the math into actionable trades.
QuantMint isn't a wrapper around a single pricing formula. It's a full quant stack — the same class of models used by market-makers and volatility desks — verified correct across eight independent engineering audits.
Continuous-dividend Black-Scholes-Merton for Europeans. Barone-Adesi-Whaley approximation for Americans with QuantLib cross-validation.
Hagan 2002 lognormal SABR calibrated on live option chains. Captures smile dynamics that flat-vol models miss entirely.
Conditional volatility forecasting with half-life decay. Forward vol estimates that adapt to regime changes in real time.
GBM paths with control-variate variance reduction and deterministic bucketed seeding. Probability estimates you can reproduce.
Delta, gamma, theta, vega plus 2nd-order: charm, vanna, vomma, speed. Dividend yield propagated through every code path.
Blends delta, Monte Carlo, early-exercise, and event probability into a single calibrated assignment risk score.
VWAP, RSI, MACD, volume, EMA cross, OBV, put-call ratio, Bollinger, and ADX — combined into a directional conviction score.
Probability-weighted expected value: net credit + P(called) × strike improvement. Graduated earnings penalty. Tax-aware scoring.
All the models above power a platform designed for speed and clarity. No PhD required — but the math is there when you want it.
Portfolio-level delta, gamma, theta, vega, plus VaR, sector concentration, and assignment risk. 2nd-order Greeks (charm, vanna, vomma) on every position. Know your true exposure before market open.
Live SABR-calibrated volatility surface across strikes and expirations. IV rank, IV percentile, and skew dynamics — the same framework market-makers use to price spreads.
The quant engine scores every available trade. AI synthesizes the math — probability, Greeks, momentum, earnings risk, tax impact — into ranked recommendations for your specific portfolio and risk tolerance.
Earnings, FOMC, CPI — the scanner identifies high-probability setups ahead of catalysts. Graduated earnings penalty models IV crush for sellers. GARCH forecasts provide forward vol context.
Probability-weighted EV analysis on every roll candidate. Net credit, strike improvement, annualized return, tax-aware scoring (STCG/LTCG differentiation), and 4-component assignment risk — all computed live.
Live bid/ask from Tradier's market data stream — sub-second updates across your entire book. Multi-tenant architecture with row-level data isolation. Your positions and analysis are visible only to you.
Direct brokerage integration is coming — beta users get started via CSV export from Schwab, Tradier, Fidelity, TD Ameritrade, and more.
Monte Carlo, SABR, GARCH, and the full Greeks stack fire against your holdings, live market data, and upcoming events.
AI distills the quant output into ranked recommendations with full risk analytics, Greeks, and P&L projections.
Beta slots are limited. Tell us a bit about how you trade and we'll reach out as soon as we have space.
We've received your application and sent you a confirmation email. We're onboarding beta users carefully — we'll reach out as soon as a slot opens up for you.