The institutional edge. Now on your screen.
Real-time gamma levels, predictive volatility models, and AI-driven screening. Engineered for equities, futures, and crypto traders who need the structural market edge required to stay ahead of institutional flow.
Institutional-Grade Data
LiveRealtime Options Flow — Live sweeps, blocks & splits across the tape
Live Sweeps & Blocks
Aggressive options flow hitting the tape
| Time | Sym | Side | Contracts | Premium |
|---|---|---|---|---|
| 09:31 | NVDA | SWEEP | 1,756 | $2,458k |
| 09:48 | TSLA | SELL | 2,008 | $2,811k |
| 10:15 | AMD | SWEEP | 2,260 | $3,164k |
| 10:52 | SPY | SELL | 2,512 | $3,517k |
| 11:20 | QQQ | SWEEP | 2,764 | $3,870k |
| 12:05 | NVDA | SELL | 3,016 | $4,222k |
| 12:41 | TSLA | SWEEP | 3,268 | $4,575k |
Premium by Ticker ($K)
Notional value traded today across calls & puts
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Trusted by traders at leading desks
Built for Quant Trading
Model the market.
Trade the edge.
Every signal is computed, not crowd-sourced. Gamma matrices, vol surfaces, and ML forecasts run the numbers — you trade the edge. Institutional-grade math, retail-fast execution.
Realtime Options Flow
Track unusual sweeps, block trades, and dark-pool prints across equities and ETFs — the same tape the big desks watch, streamed live.
Net Gamma Exposure
Gain an edge with Net Gamma Exposure, revealing key strike levels by combining Gamma and Open Interest, helping traders discover reaction zones.
Ask QuantX AI
A market analyst on call. Ask about options flow, insider trades, prediction markets, or your own backtest setup — in plain English.
Quant Screener
Filter the entire market by IV rank, put/call skew, gamma exposure, and whale positioning. Save views and run them on a schedule.
Volatility Risk Premium (VRP)
The Volatility Risk Premium Model compares today's implied vs. historical volatility to show if the market is cheap, expensive, or fairly priced.
Volatility Smile
The Volatility Smile shows how Implied Volatility (IV) changes across different strike prices and it reflects the market's pricing of risk.
Skew
The Volatility Skew tracks implied volatility across options with the same expiration but different strikes, revealing market risk perception.
Swing Trading Model
Our Swing Trading Model uses advanced machine learning to forecast price volatility movements with reliable 5-day and 20-day predictions.
Option Matrix
A daily summary of critical options chain data — 0DTE options, gamma and delta exposure, and key levels for any ticker, all in one dashboard.
Crypto & Equity Coverage
One platform for stock, option, and crypto markets. Unified symbols, normalized Greeks, and cross-asset screening.
Institutional Data Layer
Clean, normalized, low-latency feeds — built so a two-person fund can run like a twenty-person desk without the data bill.
Backtest-Ready
Point-in-correct historicals that eliminate look-ahead bias. Export straight into your own research environment.
Built for
One platform, tuned to your edge
Active Trader
Find the flow before the crowd
- Realtime sweep & block alerts
- Unusual options flow + dark pool prints
- Watchlists with EMA crossover signals
Retail Quant
Research with point-correct data
- GEX, skew & IV rank screener
- Point-in-correct history (no look-ahead)
- Export straight to your backtest
Small Fund
Run a desk of twenty for two
- Normalized cross-asset feeds
- AI analyst on call 24/7
- Institutional coverage without the data bill
Loved by traders
The edge our members talk about
"The AI Market Briefing is a genuine game changer — I read it with my morning coffee before the open. The PEGY ratio analysis flagged a growth name as fairly valued weeks before the street caught on. Nothing else aimed at retail does this."
"The short-selling and premium-selling walkthroughs changed how I trade. First month selling puts on the levels I learned here covered the subscription for the next 5 years — Sunny's teaching alone is worth the price."
"I always assumed hedging tools at this level were reserved for funds. QuantX's payoff simulator is the closest thing I've found to a proper risk desk as a one-man shop — clearly built by someone, Sunny, who actually trades for a living."
"QuantX replaced three separate tools I was paying for just with its Gamma Exposure view. Being able to pinpoint dealer hedging zones before price moves happen has completely transformed my entry timing."
"Ask QuantX breaks down order flow with institutional precision. The Options Selling for Income strategies inside the QuantX Discord are next-level—specifically Sunny's 'Short Put Christmas Strategy,' which I've never seen anywhere else. You can tell this platform was built by an active trader, not a programmer."
"The backtesting data quality in QuantX is top-tier. Clean, point-in-time historicals export straight into my Python environment without look-ahead bias—saving me dozens of hours of frustrating data cleanup."
"Sunny's flow breakdowns in the daily briefings called three of my best entries last quarter — the man reads a tape like nobody I've followed. Wish the mobile charts loaded a touch faster, but the analysis is worth it."
"The Golden Sweep callouts make institutional action impossible to miss—it flagged three huge sweeps last month that I wouldn't have caught otherwise. The DIF tape alone covers the cost of the subscription."
"The PnL simulator matches my broker fills almost to the cent. And the analysis in the briefings? Some of the sharpest reads I've come across — whoever is behind this desk knows options cold."
FAQ
Questions, answered
Everything you need to know before you run your first screen.
01Where does the data come from?
02Which markets are covered?
03Do you offer annual billing discounts?
04Is the data backtest-ready?
05Is there a free trial?
06Can I cancel anytime?
One terminal. Every edge you chase.
Stream real-time options flow, dark-pool prints, and dealer gamma exposure — then slice the market by the metrics that move desks, save the view, and run it on your schedule.
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Starting at $159/mo. Cancel anytime.