Test Options Strategies Before You Trade
Backtest covered calls, iron condors, straddles, and custom strategies using Black-Scholes pricing and real historical data. Know your risk before you enter a trade.
How It Works
Choose a Strategy
Select from pre-built templates like covered calls, iron condors, bull spreads, or build a custom multi-leg strategy.
Set Parameters
Define your ticker, date range, strike prices, expiration, and position size. Our AI can also suggest optimal parameters.
Analyze Results
View P&L, max drawdown, win rate, Sharpe ratio, and detailed Greeks (Delta, Gamma, Theta, Vega) for every trade.
Built-In Pricing Engine
Black-Scholes Model
Our backtester uses the Black-Scholes options pricing model to calculate theoretical prices, implied volatility, and all five Greeks for every position at every point in time.
- Delta — Measure directional risk of your position
- Gamma — Track how Delta changes with price moves
- Theta — Understand time decay on your options
- Vega — Assess volatility exposure
Supported Strategies
Start Backtesting Today
No other platform combines AI-powered financial chat with a built-in options backtester. Test your strategies with confidence.
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