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We spent years trading and watching retail rely on modeled data — estimated GEX, positioning reverse-engineered from open interest, "gamma exposure" numbers that were really just educated guesses dressed up as intelligence. Institutions traded on real exchange data. Everyone else got approximations. We decided that had to change.

quantedOptions is built on an official CBOE C1 Exchange data feed — the same exchange data institutions use, licensed and delivered directly. Per-strike Greeks, dealer positioning updated every minute throughout the trading day, vanna and charm surfaces — all computed from actual CBOE data. Not modeled. Not estimated. Not reverse-engineered from end-of-day open interest. Just the real book.

We see the market as a living organism. SPX and VIX gamma exposure is the heartbeat — the first vital sign we made visible. But gamma is just step one. Sector flows, cross-asset signals, the full circulatory system of capital — that's the roadmap. We're building the instruments to read the entire body.

Built by traders with AI as a force multiplier. We believe the right tools and real data can deliver what used to require a trading floor and a seven-figure infrastructure budget. That conviction is the product. And the platform evolves with its community — subscriber feedback shapes what gets built next.

In exchange data licensing, "non-professional" is a regulatory label. To us, it means something bigger: you don't need a Series 7 or a prop desk badge to access the same data the professionals trade on. You need curiosity, experience, and a platform that doesn't gatekeep. That's what we built.

The heartbeat is live. The full organism is next.

Built, owned, and operated from Dallas, Texas.