breeden-litzenberger

A Deribit options trading framework that finds mispriced crypto options by comparing market-implied probabilities against historical statistical forecasts. Automatically flags overvalued tail risk and skew to structure delta-neutral option spreads.

Risk-Neutral Density SaaS for options markets — recovers RND from live option chains via Breeden–Litzenberger, ships 68%/95% probability cone. Python · FastAPI · Streamlit · tastytrade · Massive (Polygon).

Recover the market's implied risk-neutral probability distribution from listed option prices: Breeden-Litzenberger with an arbitrage-free SVI smile.