Options applies the OVVO Labs partial-moment framework to empirical options pricing, implied value analysis, and distribution-based uncertainty.
Most options workflows rely on calibration: parameters are adjusted until the model fits observed market prices. OVVO starts from a different place. It begins with the empirical distribution and transforms it to satisfy risk-neutrality, then evaluates option value through upper and lower partial moments around each strike.
In the OVVO framework, call value is measured through the upper partial moment above the strike, while put value is measured through the lower partial moment below the strike. The result is a pricing workflow grounded in observed distributional structure rather than a calibrated surface.
Each output includes a fair-value estimate and an empirical confidence interval, helping users see where the market is trading relative to a defensible range of values.
Annual subscription: $1,639/year.
Includes annual access to the Options app and related Options workflow updates during the subscription period.
For institutional licensing, team access, or custom arrangements, contact us directly.
