IVolAI for Professional Trading Teams

IVolAI is an AI-powered assistant built specifically for options trading teams to boost productivity.

It understands how the IVolatility API works, how options data is structured, and how real-world backtesting is done — enabling your team to run backtests faster, optimize strategies more efficiently, and get AI-driven suggestions for improving code and analysis, so research and strategy development can scale without increasing headcount.

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I can help you generate an IV Lean backtest! This strategy trades based on the z-score of the call/put IV differential (skew mean reversion).

Let me gather the details organized by category:

LAYER 1 — Entry Signal (IV Lean):

Z-score threshold for entry? (e.g., z-score ≥ 2.5 means calls are expensive relative to puts)
Lookback period for z-score calculation? (e.g., 45 days)
Exit condition: Exit when z-score reverts below a threshold? (e.g., < 0.5) Or hold for fixed days?

LAYER 2 — Strategy Implementation:
Strategy type: Since IV Lean typically means calls are expensive, would you like to:
SHORT Call / LONG Put (fade the skew)
Or a different structure?
Target DTE? (e.g., 30 or 45 days to expiration)
DTE tolerance? (e.g., ±7 days)
Position size? (% of capital, e.g., 25% or 35%)

Backtest an IV Lean strategy on SPX options.

AI-Assisted, Fully Editable Code

Generates production-ready Python that your team can review, modify, and extend with GPT assistance, keeping full control.

Flexible Deployment

Develop and run strategies locally or in IVolatility's cloud-based VS Code workspace — fit seamlessly with your internal infrastructure.

Tuned for Options Strategies

AI tuned specifically for options workflows and the IVolatility API, minimizing setup effort and operational overhead.

AI Powered by Institutional Grade Options Data

Built on 20+ years of IVolatility's global options data via API — full chains, Greeks, implied volatility, NBBO, open interest, and intraday depth.

Faster Strategy Development

Speeds up backtesting, analysis, and pre-trade decisions, helping your team iterate on more strategies in less time.

Support for Public and Local AI Models

Seamlessly integrate with leading public LLMs or run fully local models — ensuring flexibility, data control, and compliance with internal security policies.

IVolAI in Action: Backtesting

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Backtesting is one of IVolAI's standout use cases. It lets options trading teams run backtests at scale, track multi-leg positions effortlessly, and analyze risk and performance in seconds. AI-powered insights help optimize strategies, improve code, and accelerate research — so your team can scale smarter, not bigger.

Key Features

High-Frequency & EOD Data Support

Access both intraday and end-of day bars for stocks and options, enabling precise backtesting and intraday strategy validation.

IVolatility API Integration

Direct access to options chains, implied volatility, earnings calendars, and historical prices — all in one unified API.

Async Data Loading & DuckDB Caching

Parallelized data fetching with local caching for ~10x faster backtests and stable repeated runs.

Multi-Leg Strategy & Position Management

Support for straddles, strangles, condors, and spreads, with real time P&L and Greeks tracking for each leg.

Advanced Exit & Risk Controls

DTE-based exits, directional & P&L stop-loss, profit targets, and earnings blackout handling for robust risk management.

Analytics & Optimization Tools

Sharpe, drawdown, win-rate metrics, equity curves, heatmaps, and grid search optimization with memory-efficient chunking.