Optivex Research Terminal

Live market structure for traders who think in systems.

Options surfaces, futures telemetry, macro shocks, and prop-desk analytics — stitched into one fast command center.

36market surfaces
14live feeds
9risk models
Options, futures, macro, crypto, news, and research in one workflow
Auth-gated prop tools with encrypted broker credential storage
Designed for live monitoring, not static market commentary
Platform Map

One terminal for the whole research loop.

Global Risk Tape
Macro, conflict, economic calendar, maritime, and OSINT signals in one market-aware command surface.
Options Structure
Greek exposure, flow, IV regimes, dealer levels, and event-risk context without switching terminals.
Research Engine
Strategy testing, Monte Carlo, Kelly sizing, expected move, Heston, VaR, and factor workups.
Prop Desk Control
Account rules, daily drawdown, journal analytics, broker sync, and performance telemetry.
THE ARCHITECTURE

Four layers, one terminal.

Real-time flow feeds the charts, the charts feed the workspace, and proprietary quant models run underneath it all.

01 · LAYER

Real-Time Data Layer

LIVE FLOW
Options Analytics Engine
Live GEX, DEX, VEX, TEX, gamma flip, dealer positioning.
Dark Pool Print Tape
Institutional block prints, 15-minute delayed.
Insider Trade Tracker
Form 4 filings, filterable by sector and ticker.
Congressional Flow Monitor
STOCK Act disclosures, near real-time.
02 · LAYER

Chart & Visualization

LEVELS & SURFACES
TradingView Integration
Live levels & walls projected onto futures (QQQ→NQ, SPY→ES, IWM→RTY).
Volatility Lab
IV term structure, skew curves, surface visualization.
Strike-Level Exposure Heatmap
0–4d DTE mapping across all Greeks.
OI / Volume Profile
Call walls, put walls, gamma flip, dealer inventory.
03 · LAYER

Workspace Terminal

DASHBOARDS
Customizable Dashboards
Volatility, Exposure, and user-defined modules.
Live Metric Tiles
Net GEX, GEX Ratio, Call IV, Put IV, Net DEX, Net VEX.
Multi-Ticker Switcher
Instant context swap across major underlyings.
04 · LAYER

Quantitative Models

PROPRIETARY
LTF Model
Logistics, Time & Frequency framework.
LTF Composite Scoring
Trader-weighted multi-factor scorecard.
Macro Engine
Multi-asset regime classification & cross-market signal layer.
Dealer Stress Index
Real-time market-maker constraint & balance-sheet pressure.
Vol-of-Vol Regime
Second-order volatility state classification.
Skew Convexity Engine
Curvature-based directional bias & tail-risk pricing.
0
Satellites Tracked
0+
Data Sources
0
Analytical Pages
0s
Data Refresh Cycle

Open the desk. Start with the market.

A dense terminal for options, futures, macro, research, and prop trading workflows.

Not financial advice. Past performance does not guarantee future results.