Options Ticket
contracts
Kelly sizing — if you believe you have an edge
Your win probability
Payoff per $1 risked
Kelly output is conditional on your stated edge — the platform has no view. The prefilled probability is |delta|: a market-implied, risk-neutral proxy, not a forecast. Half-Kelly is the practitioner's default because edge estimates are noisy.
🤖 AI Strategy Builder QL Intelligence · Pro
Describe what you believe — QL Intelligence designs 2–3 concrete strategies from the live chain, dealer walls and IV rank. Execute the legs into this paper account, or enter them manually above.
The paper engine runs cash-account rules: long legs always execute; short puts need free collateral; short calls need 100 shares per contract. A spread's short leg that isn't share-covered is skipped and reported — it never fails silently.
Fills are simulated at the resolved mark — mid when a quote exists, else last trade, day close, or prior close (the badge on every mark says which; this data feed carries no options NBBO). Cash-secured puts reserve the full strike value; covered calls need 100 deliverable shares per contract from your stock sleeve.
Positions
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mark source:
mid
last trade
day close
prior close / stored
entry
Book Risk
Recent Option Trades
No option trades yet.
🤖 Desk Agents standing mandates · QL Intelligence
Give the desk a standing mandate — QL Intelligence drafts an agent with the exact tool loadout to run it against this paper account (options book, quotes and order placement included). Deploy and schedule it in Agent Studio; its fills and P&L report back below.
📈 Performance
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Equity includes cash, the stock sleeve and option marks; the S&P 500 line is SPY over the same window from the same snapshots. Trade stats come from the closed-trade blotter. New accounts start at $1,000,000 — reset this account to $1,000,000 (wipes stock + options paper history).