Containerized, deterministic options execution and real-time gamma-exposure (GEX) calculation engine for systematic desks.
p50 event-loop recalculation across 200 simultaneous strikes via SIMD-vectorized Black-76 Greek surface algorithms.
Zero open inbound ports, runs as unprivileged USER nonroot, with zero outbound telemetry. Credentials remain air-gapped in client KMS.
| Deployment Target | Client AWS / GCP VPC or On-Premise Docker Core |
| Marketplace Gateway | Interactive Brokers TWS API & IB Gateway Direct Mapping |
| Mathematical Analytics | Multi-Strike Black-76 Greeks (Delta, Gamma, Vega, Vanna, Charm, Real-Time GEX) |
| Binary Architecture | Containerized Linux Engine (SIMD AVX2 acceleration) |
| Commercial Licensing | $100,000 Annual Enterprise License (Direct Wire or IBKR Soft-Dollar / SEC 28(e)) |
We provide qualifying institutional asset managers and proprietary options desks with private container pull credentials to run a 7-day performance evaluation in their local test environment using historical tick replays.