The institutional edge. Now on your screen.
Realtime options flow, dealer gamma exposure, dark-pool prints, and an AI analyst on call — the full desk-grade stack that runs $2,000/month elsewhere, on one terminal, for $159.
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
QuantX is AI and can make mistakes. Please double-check responses.
Trusted by traders at leading desks
Built for the modern desk
Everything a retail quant or small fund needs
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.
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.
Ask QuantX AI
A market analyst on call. Ask about options flow, insider trades, prediction markets, or your own backtest setup — in plain English.
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
Why switch
The institutional edge, without the institutional price tag
| Capability | Best value QuantX | Bloomberg | FactSet | Trading Central | S&P Capital IQ | AlphaSense |
|---|---|---|---|---|---|---|
| Realtime options flow | ||||||
| Dealer gamma exposure (GEX) | ||||||
| Volatility skew & IV rank screen | ||||||
| Dark pool prints | ||||||
| AI market analyst | ||||||
| Point-correct backtest data | ||||||
| Crypto + equities in one screen | ||||||
| PnL / payoff modeling | ||||||
| Price (mo.) | $159 | $2,000+ | $2,000+ | $1,000 | $1,000 | $1,000 |
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 screen for every edge you chase
Slice the market by the metrics that actually move desks — gamma, skew, flow, and whale positioning — then save the view and run it on a schedule.
Cancel anytime · The desk-grade toolkit, from $159/mo