Market Ontology
Options Trading From Current Events
Current event to option structure
Every live catalyst routes to the exposed underlyings and the structures that actually express the move - directional calls or puts, spreads, calendars, condors, or vol-of-vol trades - rather than a generic 'long volatility' take.
Catalyst, direction, risk, invalidation
Each idea ships with the catalyst that drives it, the direction it implies, the structure that fits the term and skew, the risk it carries, and the print that invalidates the thesis. Research candidates, not signals.
Oil shock example
OPEC supply break or Strait of Hormuz escalation routes to crude, energy equities, refiners, airlines and transports, USD-CAD and USD-NOK, with skew and term-structure context for puts on transports or calls on E&Ps.
Fed repricing example
Hot CPI or hawkish FOMC routes to front-end rates, 2s10s, the dollar, growth equities, and rate-sensitive sectors with vol context for SPX, QQQ, IWM, and TLT structures around the print.
Credit stress example
HY OAS widening and IG basis moves route to credit ETFs, banks, BDCs, and equity vol, with structures sized around the widening regime rather than spot.
AM Edition to Options workflow
AM Edition ranks the morning's catalysts; the Options workflow pulls each one into a structure sheet with underlying, expiry, strikes, skew, and the macro read-through. One end-to-end path from the pre-market brief to a defined trade candidate.
Pricing
- Investor · $99/mo
- Active · $199/mo · default plan for active users
- Workspace · $2,500/mo · up to 10 shared seats, API included
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