Beta now open — free to join

Smarter decisions. Defined-risk trades.

Decision support for the options trader who wants the math, not just the answer. QuantMint applies institutional-grade models to estimate theoretical pricing, modeled probabilities, and risk — then translates the output into plain English. Every order is placed by you, in your own brokerage account.

New to options? See how a covered call works in 60 seconds →
AAPL  Covered Call — sample setup Sample
Strike $200, expires ~30 DTE
Modeled credit ~$285 per contract
Modeled ~31% chance shares get called away
Modeled ~18% annualized on the position
⚠ Earnings inside expiry window — flagged for risk
Under the hood: SABR vol, 4-factor P(assign), Monte Carlo — toggle to inspect.
SPY  Defined-Risk Spread — sample setup Sample
Sell $515 put, buy $510 put — expires ~14 DTE
Modeled credit ~$142, max loss ~$358
Modeled ~72% probability of profit at expiry
⚠ Macro event inside expiry window — vol may move
Under the hood: GARCH vol forecast, 9-signal momentum, EV ranking.
AAPL  Covered Call — sample setup Sample
Strike / Expiry$200 · ~30 DTE
Modeled premium (bid)$2.85
Modeled ann. yield18.4%
SABR IV / IV Rank22.1% · 67
P(assign) — 4-factor31.2%
Modeled roll EV+$0.74/sh
SPY  Bull Put Spread — sample setup Sample
Legs$515 P / $510 P · ~14 DTE
Modeled max credit$1.42
Modeled P(profit) — MC72.4%
GARCH 5d vol forecast14.8%
Momentum score (9-signal)0.68
Sample data for illustration only — not a recommendation, not investment advice. Modeled probabilities are estimates; actual results will differ.
15
Strategies your broker supports
Every
Position Tracked Live
9
Brokerages, One Upload
<1s
Quotes Refreshed Live
Every
Greek Visible, Not Hidden
1000+
Math Tests Before Every Release
Built by engineers and quants who’ve shipped production pricing systems. Pricing math cross-validated against QuantLib on every release. Read-only by design — we never see your brokerage login.

Up and running in minutes.

1

Bring your portfolio

Direct brokerage integration is coming — beta users get started via CSV or OFX export from Schwab, Fidelity, Vanguard, TD, E*Trade, IBKR, Robinhood, Webull, or Tastytrade.

2

We run the math

The full quant stack fires against your positions, live chains, and upcoming events. You don't touch a formula — you see the answer.

3

Decide with clarity

Ranked ideas, modeled assignment odds, earnings warnings, and roll alerts — tailored to your book. You evaluate each idea and place the trades.

Institutional analytical methods, made accessible to every options trader.

Start with the trade decision and drill into the model only when you want more depth. QuantMint handles the heavy lifting without hiding the inputs, so you stay in control of the trade.

The Covered Call Seller

Write calls on what you already own

  • See every writable lot with ranked premium ideas
  • See modeled assignment probability before you decide
  • Get alerted when earnings fall inside your expiry window
  • Track realized income month over month
The Active Investor

Deploy capital into structured options setups

  • 15 strategies across your watchlist, including 8 spreads
  • Iron condors sized outside the expected move
  • Event-aware scoring for earnings and FOMC
  • Live Greeks on every position
The Analytical Trader

Inspect every number behind the trade

  • See the inputs, not just the answer
  • Reproducible probabilities via Monte Carlo
  • Pricing cross-validated against QuantLib
  • SABR, GARCH, and BSM exposed on demand
Curious About Options

Learn the language before you trade it

  • Plain-English summaries on every recommendation
  • See a covered call walk-through in 60 seconds
  • Risk shown up front, not buried in fine print
  • Glossary built into the app — hover any term

Why the numbers hold up.

Core pricing, Greeks, and probabilities come from deterministic models, not language-model guesswork. QuantMint surfaces the inputs behind each recommendation so you can see what is driving the trade.

Reproducible
Run the same scenario twice, get the same answer. Probabilities are seeded and deterministic — no silent drift between refreshes, no numbers that quietly change between the screen and the trade.
Checked against QuantLib
Pricing and Greeks are benchmarked against QuantLib — the industry-standard options library used across the options ecosystem. When discrepancies appear, they are investigated before release.
Transparent by default
Every recommendation shows the inputs behind it — delta, implied vol, earnings window, days to expiry, cushion. You can inspect what pushed a setup higher or lower without chasing a black-box score.

Decision-first. Detail when you want it.

Every screen leads with the decision, then opens the math. Whether you're writing your first covered call or managing an active book, you get the call and the context in the same place.

𝚫

Know your true exposure before market open

Portfolio-level delta, gamma, theta, and vega — plus sector concentration and assignment risk — updated live. Second-order Greeks on every position when you want to go deeper.

Merton BSM 2nd-Order Greeks VaR

See when premium is actually rich

A live volatility surface tells you which strikes are actually expensive and which just look that way. IV rank, IV percentile, and skew in one view — the same framework market-makers use to price spreads.

SABR IV Rank Skew
🛡

Built around defined risk

Every spread strategy is sized on max loss, not promise. Negative-EV setups are flagged, not hidden. Bad chain data is caught before it reaches your decision. The math says no when the math says no.

Defined Risk EV-Filtered Data Quality Checks

Complex setups, translated by AI

The quant engine scores setups against your actual holdings. Then AI reads the math — probability, Greeks, momentum, earnings, taxes — and explains the trade thesis in plain English so you can evaluate it yourself.

AI Trade Thesis Plain English 15 Strategy Types
📈

Earnings & macro events, surfaced

Earnings, FOMC, CPI — every scan flags upcoming events that historically widen volatility. A graduated earnings penalty captures modeled IV crush, and forward vol context shows how the market is pricing the risk. The model surfaces the risk; you decide whether to act.

Earnings-Aware FOMC GARCH Vol

Roll evaluation, with the math shown

Every roll candidate is scored on modeled expected value — net credit, strike improvement, modeled assignment probability, and short-term vs. long-term tax impact. You see the trade-off; you decide whether to roll.

Roll EV P(assign) Tax-Aware
🔒

Your book stays yours — with live data.

Live bid/ask updates across your whole portfolio, with row-level isolation so your positions and analysis never mix with anyone else's. Your book is visible only to you.

Live Quotes Bank-grade login Your data, your eyes only

The models behind each recommendation.

If you only care what to do next, you can stop here — the platform delivers the decision, ranked and explained. For the analytical trader who wants to see the stack, the full quant engine is one click away.

Pricing
Premium estimates calibrated to dividends

Dividend-paying stocks need a dividend-aware pricing model, or premium estimates drift. We use the Merton dividend-adjusted BSM and BS-02 closed-form American pricing.

Under the hood: Merton BSM + BS-02
Volatility Surface
Identify premium that diverges from the surface

A fitted vol surface lets you see which strikes are priced rich and which are priced flat — the same approach market-makers use to spot mispricing across the smile.

Under the hood: SABR Calibration
Forecasting
Real-Time Regime Views

The forward volatility view responds immediately when market regimes change, helping you size your trades appropriately.

Under the hood: GARCH(1,1)
Simulation
Reproducible probability estimates

Same inputs, same output. Probabilities are seeded and deterministic, so the number you see in the morning is the number you see in the afternoon — until the inputs change.

Under the hood: Monte Carlo + CV
Greeks
Full Exposure Visibility

You can see exactly what happens to your position if price, time, or volatility moves. Dividend yield is propagated through everything.

Under the hood: Full 2nd-Order Greeks
Assignment
Composite Assignment-Risk Score

Assignment risk is more than just delta. Our composite blends price (terminal probability), time (early-exercise), dividend, and event factors into one modeled metric.

Under the hood: 4-Component P(assign)
Momentum
Clear Directional Read

Nine complex momentum signals (VWAP, RSI, MACD, etc) resolve down into a single, easy-to-read directional conviction score.

Under the hood: 9-Signal Composite
Roll Analysis
Roll evaluation: net benefit, math shown

Each candidate roll is scored on modeled net benefit after credit, modeled assignment probability, earnings exposure, and short-term vs. long-term tax impact.

Under the hood: EV-Weighted Optimizer

What people ask before they sign up.

What if I lose money on a trade?
QuantMint is decision-support, not advice — you place every trade. Options carry real risk of loss, and we surface that risk on every recommendation: max loss, probability of profit, earnings warnings, data-quality flags. We help you see the math; the decision and the outcome are yours.
Is my brokerage data safe? Do you have my login?
We never see your brokerage login. QuantMint is read-only by design — you upload a CSV or OFX export from your broker, and we work from that snapshot. Your positions are stored with bank-grade authentication and isolated so no other user can see them.
How is this different from my broker’s platform?
Brokers show you the chain. QuantMint shows you the trade — scored, ranked, cross-validated against QuantLib, and explained in plain English. We synthesize price, volatility, assignment risk, earnings, and momentum into one ranked recommendation, with the math one click away if you want to inspect it.
What does it cost? Can I cancel?
QuantMint is free during the beta. Pricing for general availability will be announced before launch — you’ll have time to decide before anything changes. You can cancel anytime, and your data is yours to export or delete.
I’ve never traded options. Is this for me?
Yes — the platform is built so the cautious user reads a plain-English summary first and the math second. Every recommendation tells you what the trade is, what you stand to earn, what you stand to lose, and what could go wrong. Start with a covered call on a stock you already own, see the recommendation, and decide if you want to place it. We make the math approachable; you stay in control.

Built for precision. Engineered for trust. Calibrated for accuracy.