INSTITUTIONAL-GRADE OPTIONS ANALYTICS

Stop approximating. See the vol. See the risk.

Lavender computes option greeks properly — dividend-aware, early-exercise-aware, with calibrated forward prices. Institutional-grade analytics, without the institutional overhead.

Lavender Terminal — 3D volatility surface with linked skew and term structure

LavenderTerminal

The whole options picture in one workspace.

Lavender Terminal live options Montage with Greek ladder and risk footer

A live Montage, a true volatility surface, a complete greeks picture, and a whole-book risk-and-scenario engine — all on your desktop, all on Lavender's own greeks.

One analytics core behind every product

  • Market-aware time modeling

  • Discrete dividend support

  • Early exercise modeling

  • Precision funding calibration

  • Volatility surface smoothing

  • Clean volatility surface construction

Two ways to put it to work

Institutional greeks

For Developers & Quants

The same greeks via REST - nine vendor-compatible endpoints, drop-in.

Change the host; your code works unchanged.

7 days Free - then $450/instance for up to 3 users/mo month to month / Windows - Linux - MacOS

Interactive Trading & Risk Workflow

For Traders

A desktop workstation: a live Montage, a true volatility surface, a complete greeks picture, and a portfolio risk-and-scenario engine.

All on the same independently computed greeks.

7 days Free - then $390/seat/month month to month / Windows Desktop

See how the Lavender engine works

Lavender Discord lets you run the engine with simple commands - /surf, /skew, /term, and /greeks — and get instant volatility charts on any ticker, directly in Discord.

100 commands free per day.

No code, no setup, no browser required.

3D graph titled 'NDX Volatility Surface' showing data over a 29-day period with color-coded regions indicating different levels of volatility.