About Lavender Trading Solutions

Built by practitioners, for practitioners.

Lavender delivers the modeling professional desks require — discrete dividends, early exercise, calibrated borrow — without institutional barriers or institutional cost. Rigorous quantitative modeling and production-grade infrastructure, for traders and developers who want accuracy rather than approximation.

How we operate

One engine, three workflows, no divergence.

Explore in Lavender Discord, build with Lavender Gateway, trade from Lavender Terminal. All three sit on the same engine — so what you see in research is what you get in production.

Independently computed

Every Greek is computed by Lavender rather than passed through from a vendor. That is what makes an independent second source meaningful — two feeds from the same upstream model agree by construction, which tells you nothing.

check reproduces to within 0.1% on European options

Nothing hidden behind the number

The inputs behind each figure — dividends, forwards, borrow — are exposed on the way through. P&L attribution prints its residual rather than folding it into the nearest bucket.

check the residual is displayed, not absorbed

Your book stays yours

Your contracts and position sizes never leave your machine. Broker connections are read-only. Your market-data credentials stay on your machine — never uploaded, never stored by us.

check read-only by design; Lavender cannot place an order

Month-to-month

No annual contract, no setup fee, no minimum term. Cancel from your own Stripe portal without asking us. If the analytics aren't earning their keep, you should be able to leave.

One price, published

The price on the site is the price. No seat-count negotiation for a single trader, no quote form standing between you and a number.

You can try it before you connect anything

Terminal opens on a sample book. Judge the analytics before you connect a broker or a market-data subscription — and before the trial ends.

A letter from the founder

Why I built Lavender.

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.

Every decision in Lavender reflects what professional options trading actually demands. My goal is simple: to give options 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.

— Jonathan K. Weedon
Founder & CEO, Lavender Trading Solutions

Jonathan Weedon at the helm of a sailboat on San Francisco Bay, with the city skyline and the Bay Bridge behind him — —Jonathan at the helm on San Francisco Bay.

Jonathan K. Weedon

Founder & CEO

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 at one of the world's largest volatility trading firms.

For the technical detail behind the engine — discrete dividends, early exercise, per-expiry borrow calibration — see the documentation, or how it works.

The argument in one line

Where they agree, you have confirmation. Where they diverge, you have a signal worth investigating.

Lavender is designed to complement your existing setup, not replace it. Run it alongside your current provider. Where the two agree, you trade with confidence. Where they diverge — near ex-dates, deep in the money, illiquid strikes — you have learned something.

For systematic traders and quant researchers, an independent second source isn't an added cost. It's a risk management tool.

Start your 7-day free trial → How the engine works

Independently computed option Greeks for traders, developers and researchers. One engine behind Terminal, Gateway and Discord.

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© 2026 Lavender Trading Solutions LLC · 30 N. Gould Street, Ste. 64595, Sheridan, WY 82801
Lavender Terminal is an analytics tool and does not provide investment advice.