Who it's for · Systematic options traders
Your book of option strategies, as one portfolio.
Iron condors on Mondays, strangles on Wednesdays, 0DTE overlays: every backtest works on its own. VEEMAN shows what they form together — before the same volatility spike hits all of them on the same day.
Correlations
Premium sellers look alike in the worst weeks
Pearson correlation of daily P&L across every pair of strategies, with a cluster view and per-cell drill-down. In the demo session the most correlated pair reads ρ +0.81 — and it rises exactly in drawdowns, when diversification is supposed to defend you.
Monte Carlo
The tail is the business
Four resampling methods — asymmetric tails and volatility clustering included — across a thousand paths: median, 5% percentiles and ruin probability at your current size, with daily VaR and CVaR.
Per-strategy sizing
Size is decided per strategy, not per account
Given your capital and a per-strategy risk cap, trade-level history becomes contract counts — with premium and margin references winsorized, so a few anomalous trades can't distort the number.
Import CSV and Excel from Option Omega · tastytrade · TradeStation · Interactive Brokers all formats →
Load it and see it on YOUR portfolio.
Free access during the launch window: create an account, upload your CSVs, and the first analysis is minutes away.
2-minute setup · email or Google · no card