Lavender Trading Solutions
Lavender delivers the same depth, speed, and accuracy used by top trading desks — without institutional barriers or institutional cost. Built by practitioners who spent decades inside professional volatility operations, Lavender brings rigorous quantitative modeling and production-grade infrastructure to traders and developers who demand accuracy over approximation.
About Us
Real-time options analytics without compromise.
Lavender is built for serious options traders. One analytics core, three workflows: Explore on Lavender Discord, Build with Lavender Gateway, Trade on Lavender Terminal. All three sit on the same engine — so what you see in research is what you get in production.
Why I Built Lavender - A Letter from the Founder
For more than two decades, I've built the systems that professional options traders rely on every day.
I founded Derivix in the mid-2000s and built its core directly — pricing models, volatility analytics, risk engines, the montage, and the execution stack. Derivix grew into a respected institutional platform and was eventually acquired by FlexTrade. That experience taught me what traders truly need: clarity, speed, accurate analytics, and tools that stay out of the way.
Even then, something was missing. The tools that truly empower elite traders had never been available outside a handful of firms. I wanted to change that.
After Derivix, I spent more than a decade at one of the top volatility trading firms in the world. I had a front-row seat to how elite volatility traders think, how they manage risk under pressure, and what the right software makes possible. Lavender is where decades of experience — especially what began at Derivix — come together.
So I built Lavender Trading Solutions — a modern, precise options platform that brings institutional-grade intelligence to traders everywhere.
Lavender is the system I always wished existed: fast, accurate, and intuitive, built on modern infrastructure.
It runs in three ways:
Lavender Discord — daily volatility insight and market structure analysis, with no setup required
Lavender Gateway — a locally-running REST API delivering independent Greeks across ~6,000 OPRA names, available now
Lavender Terminal — a professional desktop interface for risk visualization and trade ideas, coming July 1, 2026
Every decision in Lavender reflects what serious options trading actually demands.
My goal is simple: to give serious traders the tools they deserve — institutional depth, modern design, no compromises. What was once available only inside a handful of firms, now accessible to anyone who needs it.
That's why I built Lavender.
And we're only just getting started.
— Jonathan Weedon
Founder & CEO, Lavender Trading Solutions
For the technical detail behind the engine — discrete dividends, early exercise, per-expiry borrow calibration — see docs.lavender-ts.com/concepts.
Jonathan K. Weedon
Founder & CEO, Lavender Trading Solutions
Jonathan Weedon is a technologist and market architect with more than two decades of experience building professional-grade options systems. He founded Derivix in the mid-2000s — writing every core component himself, from pricing models and volatility engines to risk systems and the full execution stack — before its acquisition by FlexTrade. He then spent more than a decade gaining deep experience in how elite volatility operations actually work at the highest levels of the industry. He brings that perspective, and the independent vision that has driven his career from the start, to Lavender Trading Solutions.
$300/month, up to 3 users