The institutional data layer your platform is missing.

Market maker exposure, Greeks and positional insights built on exchange participant-tagged data from CBOE, not bid/ask inference. White-labeled into your product, refreshed every 60 seconds.

Book an integration call See the data ↓
30 minutes. Live data on screen. No slide deck.
99.9%
AVAILABILITY
<10s
PIPELINE PROCESSING
60s
REFRESH · 10× FASTER THAN V1
100%
WHITE-LABELED
TRUSTED BY
Oraclum Capital Twinsight Bookmap ATAS Traders from Jefferies
THE SHIFT

Platforms used to compete on features. Now they compete on data.

Institutional positioning is no longer a premium feature. It is becoming the standard.

Traders expect it.

Market maker positioning used to sit behind closed doors. Today traders know it exists and they expect access to it inside the platforms they already use.

Building it is brutal.

await feed.subscribe("OPRA")
  normalize(chain, greeks)
throw new PipelineError(504)

The data is the easy part. The infrastructure, the pipelines, the monitoring, the updates: that is where in-house builds stall for months.

Waiting costs users.

Platforms that do not offer institutional data are not just missing new signups. They are risking the users they already have.

THE PRODUCT

Four data layers. One integration.

FEATUREPLATFORM
Market makers' exposure
Greeks
Exchange-tagged prints
Positional insights
ATAS OptionsDepth
MARKET MAKER EXPOSURE
SPX VIX
COMING SOON
The same four data layers, inside your platform. Ready to ship the moment you are.
ATAS OptionsDepth
REAL INTEGRATION · ATASREFRESHED EVERY 60S
See this data live → We will pull up your tickers on the call.

Market makers' exposure

Net dealer gamma by strike: forward-looking hedging pressure, not trailing volume. Walls, flip levels and pinning zones, per underlying.

Greeks

Aggregate dealer Greeks across the chain (gamma, delta, vanna, charm) computed from participant-tagged open interest, not estimates.

Exchange-tagged prints

Every print tagged by participant type at the source: market maker, firm or customer. No inference, no guessing from the quote.

Positional insights

The read, distilled: flip levels, walls and flow shifts delivered as signals your users can act on inside your product.

HOW IT WORKS

Your users see your platform. We power the data behind it.

SOURCE
Exchange feeds
Options venues, raw participant-tagged feeds.
ENGINE
LIVE
OptionsDepth engine
Pipelines · Monitoring · Updates · Reliability.
YOUR PLATFORM
Your platform
Your brand. Your UI. Your users.

Everything is fully managed on our side: the infrastructure, the delivery, the updates and the reliability. You integrate an endpoint. Your users never see us.

BUILD VS OPTIONSDEPTH

Rebuild what is already solved, or integrate it this month.

BUILDING IN-HOUSE
×Time consuming
×Tens of thousands of dollars in upfront investment
×Senior quant dev plus data engineering headcount
×Exchange data licensing to negotiate
×Pipelines, monitoring and on-call, forever
INTEGRATING OPTIONSDEPTH
LIVE IN DAYS
✓Live in days, not quarters
✓Flat fee below one engineer's cost
✓Professional usage license included
✓Licensing and sourcing handled
✓We run the infrastructure. You ship product.
Get integration pricing FLAT MONTHLY FEE · SCOPED ON THE FIRST CALL
WHO INTEGRATES OPTIONSDEPTH
OptionsDepth

Trading platforms

Ship institutional-grade positioning data your competitors cannot match without a year of build time.

Prop firms

Give every desk dealer positioning context without standing up an internal data team.

Funds

Add positioning data to the research stack through one endpoint, not a build project.

Quant teams

Clean, exchange-tagged inputs for your models, with the pipeline maintenance on our side.

LET'S EMPOWER YOUR PLATFORM

Your platform, plugged into the same engine.

Days
TO FIRST DATA IN YOUR PLATFORM
One endpoint
TOTAL LIFT ON YOUR SIDE
Zero
HEADCOUNT TO HIRE
See it running on your tickers 30 MINUTES · LIVE DATA · NO SLIDE DECK
Ilias Elbekri
Ilias Elbekri
CO-FOUNDER · DATA INFRA
Youssef Adiem
Youssef Adiem
CO-FOUNDER · QUANT RESEARCH
THE FOUNDERS

"We spent years doing the heavy lifting: sourcing, normalizing and hardening this infrastructure. Now trading platforms, prop firms, funds and quant teams integrate it directly into their products."

OptionsDepth also runs a trading platform of its own at optionsdepth.com. This offer puts the same engine behind your product.

FIRST CALL

Questions we get on the first call.

Bring yours. These usually come up in the first thirty minutes, with the data on screen.

Book the call →

Your users get access to OptionsDepth’s derived options analytics directly inside your platform — including positioning, dealer exposure, and forward-looking Gamma, Charm, and Vanna heatmap projections. The experience can be adapted to your product, from individual data points to full charts, heatmaps, and analytics modules.

OptionsDepth builds its analytics from licensed institutional market data and maintains the applicable rights to redistribute the derived datasets we provide. We handle the upstream data relationship so partners can focus on delivering the analytics to their users.

For the OptionsDepth-derived data covered by your integration, no separate exchange license is required. We handle the underlying licensing and provide the derived data under a commercial redistribution agreement with your platform.

Our B2B offering currently focuses on SPX and VIX options, with analytics built across strikes, expirations, and participant positioning. Additional datasets and coverage can be discussed depending on your product needs.

New market activity is processed continuously and our intraday datasets are refreshed on a one-minute cadence. This means your users can follow changes in positioning and dealer exposure throughout the trading session rather than relying on end-of-day data.

We provide the data in a format that fits your infrastructure, with data-delivery options available depending on the use case. Our team works directly with your developers through implementation, testing, and launch.

As deep as you need it to. OptionsDepth can operate entirely behind the scenes, allowing the data and analytics to live natively within your own platform, interface, and branding.

B2B pricing is based on the datasets, analytics, delivery method, and scope of the integration rather than individual end-user subscriptions. We keep the structure simple and predictable, with commercial terms tailored to the product you want to offer.

Yes. For qualified integrations, we can structure a pilot or implementation period so your team can validate the data, build the experience, and test the integration before a broader rollout.

NEXT STEP

Institutional-grade options data, under your brand, in days.

Book your integration call RESPONSE WITHIN ONE BUSINESS DAY