Go back in time, build your trade, and roll the calendar. Building options strategies and understanding their performance has never been so easy.
Underlyings with archived option chains
Daily market snapshots for replay
Spreads and structures staged before you commit
From chain to marked book in three steps.
Archived chains, a simulated book, and day-by-day marks in one surface.
Set symbol and as-of date
Open the chain as it existed on a specific day—bid, ask, volume, open interest, and greeks tied to that snapshot, not today's market.
Build and record the trade
Stage single options or multi-leg structures at historical quotes, then commit them to a simulated portfolio with cash, entry prices, and an audit trail.
Step forward in time
Change the replay date to see how the same book would have been marked, closed, expired, or assigned using that day's market data.
As-of chains
Bid, ask, volume, and greeks from the session you select.
Marked portfolio
Cash and open positions reprice as you change the replay date.
Multi-leg ledger
Spreads, assignment, and closes in one auditable book.